Product roadmap

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.

e.g. for S&P 500.

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.

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.

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

We've received some requests recently for Binance data. Please upvote if this is of interest. We're still determining whether this is worth the risk.

This serves as a master list of all other snapshot-like features on our roadmap. The scope of this ticket is potentially very large and ambiguous so we've broken this down into smaller tickets that you can follow separately. (Historical only) https://roadmap.databento.com/b/n0o5prm6/feature-ideas/add-historical-endpoint-for-latest-snapshot-of-any-schema. This would allow a user to get the latest published value of any given schema, within the boundaries allowed by licensing/entitlements/historical embargo window. The main benefit of this is for creating ticker tape or latest quote features, e.g. on a web app, after we start exposing intraday data over the historical/HTTP API (https://roadmap.databento.com/roadmap/expose-intraday-and-current-trading-session-historical-data-over-historical-http-api-and-clients). Likely endpoint names for this would be either timeseries.get_last or timeseries.get_snapshot. (Historical only) https://roadmap.databento.com/b/n0o5prm6/feature-ideas/provide-snapshots-as-of-specified-time-in-historical-api. Likely endpoint names for this would be either timeseries.get_last or timeseries.get_snapshot.(Live only) https://roadmap.databento.com/roadmap/add-periodic-mbo-book-snapshots-to-live-api. This allows a user to get the last published value of any given schema at a specified time. The main benefit of this would be to allow customers to subsample the data on server side and reduce cost, though the benefit is diminished with feature 5 on this list. Note that this would allow a user to emulate (1) relatively well since a user could potentially just pass in their current clock time or some time slightly ahead of the clock time. However, their underlying implementations would be different and (1) and (2) would likely be released separately. Likely endpoint names for this would be either timeseries.get_last_asof or `timeseries. (Live only) https://roadmap.databento.com/b/n0o5prm6/feature-ideas/allow-live-api-clients-to-request-for-mbo-snapshot-recovery. This provides resilience to gaps or data errors originating from Databento side. It could also be used for recovery of book state caused by client-side issues or disconnection, but would be less quick than feature (4) on this list.(Both historical and live) https://roadmap.databento.com/roadmap/fixed-interval-mbp-1-summaries-eg-1-minute-bbo-or-subsampled-bbo. The purpose of this is more to provide customers a convenience over fetching or subscribing MBP-1 and subsampling and forward filling the MBP-1 data themselves, which could be very expensive given the size of MBP-1 data and how the customer has no idea how far to look back for the "last" MBP-1 update prior to the 1 second or 1 minute refresh interval. Some of these are in development, hence the status of this entire ticket, however you should check on each individual one in case the specific feature you're looking for is still in Considering state.

Only regular trading hours are supported currently.

Original request from Juan Linares: "Great product but please add dark mode." There are two separate parts to this: Dark mode for the portal and main website (databento.com, databento.com/portal) Dark mode for the docs We can consider this only after Q1 2025 since we're doing a major rebranding of our website which is expected to finish by early April 2025. The new colors will make it easier for us to implement a dark mode.

Via streamlined SBE.

Adding support for the CBOE Complex Options Order Feed, which provides detailed insights into complex order activity across CBOE markets. This includes multi-leg strategy orders, spread data, and intricate order types that are vital for understanding advanced options trading strategies. Key Features: -Real-time and historical data on multi-leg orders. -Visibility into pricing and execution of complex options strategies. -Detailed breakdowns of spread and combination order flows.

Note: This is not typically included in corporate actions (which are available) or fundamentals (https://roadmap.databento.com/b/n0o5prm6/feature-ideas/equities-reference-fundamental-and-static-data).

This ticket is to track: Optional 2FA for portal user accounts as well as support for TOTP (authenticator apps like Google/Microsoft Authenticator).

SHFE - ShangHai Futures Exchange https://www.shfe.com.cn/eng/

Hi Databento team, We only need data for one stock: SNAP (Snap Inc., NYSE-listed). Before going live, we want to replay one week of SNAP history exactly as it would have arrived live and compare it with our existing data. Could you help us submit the right requests and confirm cost and licensing? Historical batch requests – SNAP only Common settings for every request: Symbol: SNAP (stype_in = raw_symbol) Start: 2026-10-05T00:00:00Z (inclusive) End: 2026-10-13T00:00:00Z (exclusive). This covers the 04:00–20:00 ET sessions on Oct 5–9 and Oct 12. No record limit Encoding DBN, compression zstd, split by day, delivery: download Request A – XNAS.ITCH (Nasdaq TotalView-ITCH) mbp-10, trades, status mbo for 2026-10-09 and 2026-10-12 only (00:00Z to 00:00Z next day) Request B – EDGX.PITCH (Cboe EDGX Depth) mbp-10, trades. Please confirm both schemas are available for SNAP. Request C – EQUS.MINI (Databento US Equities Mini) tbbo, ohlcv-1s Request D (optional) – XNYS.PILLAR (NYSE Integrated) mbp-10, trades Questions: a) Are these SNAP requests included in our plan (L2/L3 "last 1 month" and L1 "last 12 months"), or billed usage-based? What is the exact cost of each request? b) Until what date will Oct 5 stay inside the 1-month MBP-10/MBO window, so we submit in time? c) Is SNAP data complete (no degraded or missing condition) for these days in each dataset? d) We prefer HTTPS delivery via the API (batch.download) over FTP, because your FTP server did not accept AUTH TLS. Is FTPS or SFTP available, or is the API the recommended secure option? Live data for SNAP only – licensing Our use: one server receives live SNAP data. Software on it calculates indicators (order book imbalance, aggressor-side flow, depth changes) and shows them on our own private, login-protected dashboard. e) Which plan do we need for live SNAP from XNAS.ITCH, EDGX.PITCH and EQUS.MINI? f) Which license categories apply to this use (display, non-display, derived data)? What are the monthly exchange fees on top of the subscription? Do these fees change if we only take one symbol? h) SNAP's primary exchange is NYSE. Is NYSE Integrated (XNYS.PILLAR) full depth for SNAP available live on any plan? If so, at what cost? We only see NYSE Order Imbalances in the Plus live list. i) Please confirm that live XNAS.ITCH and EDGX.PITCH give the full 10-level book and trade side for SNAP trading on those venues. Thank you