Product roadmap

It might be possible to obtain CME trading session hours systematically in historical captures of the instrument definition messages, as embedded in tag-1682=MDSecurityTradingStatus. This ties to another proposed feature here.

This request is to make the API documentation available for download so it can be referenced offline.

As published here, the recommended roll dates for equity futures do not correspond to the contract expiration. There is currently no continuous symbology which matches these published dates.

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.

Original ticket: Pre-2016 monthly ICE Brent Option's daily settlement price, with EoD volume and open interest

Currently, Databento provides top-of-book data for EDGO, XCBO, C2OX, BATO via the OPRA.PILLAR dataset. In the scope of this request, provide data for those venues as standalone datasets with market depth/mbo data.

I would like intraday live data for the following futures; UX1UX3 NQ1 Please let me know how much this would cost. Kind regards, Vincent Donovan

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.

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.

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

This client library makes all our historical and live features easier to integrate in C# on Windows, Linux, and Mac OS. C# is currently already supported through our HTTP API and Raw TCP protocol, which are both language-agnostic.

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