Product roadmap

Currently, indices are indirectly supported through tradable index instruments on CME futures, ETFs, etc. and we don't provide the index values (non-tradable) themselves. This may be sourced from a feed like the Cboe Global Indices Feed or NYSE Global Index Feed.

This feature would allow the user to request trading calendar information (such as trading session start/end times) via our API. This is especially useful when considering trading sessions that can span multiple UTC dates (and hence the possibility of having multiple trading sessions within a single day). Keywords: Market calendar, trading holidays.

Add trade reporting modifier flags, e.g. those found in CTS sale conditions here: https://www.nyse.com/publicdocs/ctaplan/notifications/trader-update/cts_output_spec.pdf Similar to: https://roadmap.databento.com/b/n0o5prm6/feature-ideas/include-opra-trade-conditions

Support Parquet as a form of encoding, aside from dbn, CSV and JSON.

Only regular trading hours are supported currently.

Historical and live market news.

The legacy live usage-based plans allowed users to access L2/L3 data. However L2/L3 were pulled from the Standard plan. One possibility to increase the value of the Standard plan is to offer limited access to L2/L3, perhaps gated by a quota on symbol subscriptions per account, etc.

This ticket tracks all Euronext cash and derivatives markets. This includes, for example: Euronext Milan (formerly Borsa Italiana)Euronext Paris futures (CAC40, Milling Wheat, Corn, Rapeseed, etc.)Euronext Paris equitiesEuronext AmsterdamEuronext OsloEuronext BrusselsEuronext LisbonEuronext DublinLuxembourg Stock Exchange (LuxSE)

The current coverage for EEX covers futures and options on futures, but gas spot contracts are not currently part of the coverage. In the scope of this ticket, add support for EEX gas spot contracts under the XEEE.EOBI dataset.

I wanted to activate the live data included in our plan but the pdf to sign the agreement is not loaded from some reason. Please help me in getting this fixed.

Hello, I'm considering upping to the Standard plan for real-time trading. I'm considering using the Historical API as a way to get started, and am wondering if it serves today's data, and what the latency is. If it's just a few seconds, that would work for me, if it takes longer than that, I might want to use the live API instead.

You have a big jump between your 179/month and your 1500/month annual for L2!.. What I am after is a good source for L2 / L3 but I don't need to pay for the commercial rights side of it. I am one user, private, no white labelling etc. Anyway - just a thought! I spent a demo month really enjoying your product: so well packaged. Anyway cheers!

Currently we support subscribing/requesting to individual symbols (e.g., ESM6, AAPL, TSLA), or individual products (e.g., ES, ZS, TSLA.OPT), but it could also be useful to do this on a channel basis. Credit: Leo on Databento Slack community. Databento notes: At the moment you have the back out the channel groupings from the instrument definitions, which is a bit tedious especially if there are a large number of instruments on a given channel, exceeding the per request symbol limit. The purpose will be quite different from venues like CME which group instruments by related product group vs., for example, equity options where the channels are based on load and constantly get rebalanced. It may not make sense to have this feature everywhere.Another way to do this currently is through our pcaps, which could be easier to break out by channel depending on the user's workflow.

Currently, equities is supported via individual prop feeds of each venue. While NASDAQ is sufficient for getting NBBO for most of the time, some users prefer something that will be more in line with actual NBBO from SIPs. This feature request tracks 3 possible modes of consolidation for both historical and live data: Databento server-side consolidation of multiple proprietary feeds Consolidated data from proprietary feed like Nasdaq Basic in lieu of SIP Consolidated data from CTA/UTP SIPs We plan on implementing 1-2 of these three options.