Product roadmap

Data for Eurex, including all schemas (MBO, MBP, ohlcv, etc.).

e.g. for S&P 500.

e.g. Shares outstanding, short interest, market capitalization, P/E ratio etc.

Databento's feed is based on CME's MBO feed and we do not overlay implied depth from the MBP feed. This creates the appearance of less liquidity and wider spreads compared to many vendors that are only using the MBP feed. Overlaying MBO and MBP creates several complications; we think using the direct book is better for signal generation and execution, and prefer not overlay implied MBP over MBO to form a composite book. At this time, users who are sensitive to implied orders can impute the implied book themselves. That said, we may expose the implied book for users who find this useful and prefer to compare our data to another reference.

The EQUS.MINI dataset does not have the status schema in either the Historical or Live API. This schema is needed for determining if symbols are trading (e.g. open for quoting/trading, or if they were halted or resumed mid-session). As a workaround, users may use the status schema from other US equities datasets such as XNAS.BASIC or IEXG.TOPS (Nasdaq Basic, IEX Tops) through the historical API. However, these are only available on a 15-minute delay without additional licensing fees.

Hello, Hope all is well. I would like for you to onboard Tokyo Commodity Exchange data (owned by JPX). Mainy contracts, East Area Baseload Electricity West Area Baseload Electricity East Area Peakload Electricity West Area Peakload Electricity East Area Baseload Electricity (Weekly) West Area Baseload Electricity (Weekly) East Area Peakload Electricity (Weekly) West Area Peakload Electricity (Weekly) Many thanks in advance, Teo

When subscribing to replayed data through the live API, the gateway should send a SystemMsg when replay has completed, i.e. the subscription has caught up to real-time. This is tracked internally as D-4871.

the Opera feed lacks side, but CBOE publishes side for example

Currently, we only support the standard Python versions and not the free-threaded interpreters. Supporting this will require some work in databento-dbn and perhaps dependencies of the databento package.

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)

Full depth of book feed for Cboe Futures Exchange (CFE). CFE contains volatility futures and corporate bond index futures, such as VIX futures (VX, VXM).

To extend support to browser-based applications.

All orders plus last look quotes from 35 major banks and non-bank LPs, on one of the largest FX venues.

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.