Product roadmap

Submit dataset requests and feature ideas here. For bug reports, use our chat support or issues tracker instead.

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  1. Render API documentation to a single PDF or text-like format

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

    Nicholas James Macholl

    0

  2. Real-time and historical index data

    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.

    Tessa Hollinger

    20

  3. Trading calendar information

    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)

    Renan Gemignani

    5

  4. Equities reference, fundamental and static data

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

    Tessa Hollinger

    2

  5. Official R client library

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

    Tessa Hollinger

    0

  6. ICE iMpact: ICE Futures Europe - Financials

    Currently our ICE Futures Europe coverage only includes commodities and not financial products like Euribor, as stated here. This ticket separately tracks a future dataset that includes the financial products. ICE Futures Europe financial products include: STIRSFTSE 100London Stock OptionsBond DerivativesEuriborSwapnoteEuroswissLong GiltMedium GiltShort GiltSOFRSONIA

    Tessa Hollinger

    4

  7. Include line number in OPRA messages

    For the purpose of error recovery, it is very important to have a sequenced stream, where each message has a monotonically increasing field that can serve as a sequence number. For OPRA messages, the timestamps are only guaranteed to be increasing within each line. Currently, the line that a message came from can be inferred by (root, is_odd_strike, is_put, is_odd_day), but OPRA will be changing the way messages are distributed over lines, breaking this heuristic. After Q4 2026, the only way to find out which line a message came from would be to include the information in the message itself. Please see: "New OPRA Dynamic Rebalance Symbol Distribution – Go Live Timeframe: Q4, 2026" https://cdn.opraplan.com/documents/OPRA_Dynamic_Symbol_Load_Balancing_Plan_Effective_Q4_2026.pdf

    Yongqian L

    3

  8. Status schema for EQUS.MINI

    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.

    Zach Banks

    0

  9. CFE Book Depth

    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).

    Zach Banks

    5

  10. Eurex EOBI dataset

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

    Renan Gemignani

    11

  11. WebSocket API for live data

    To extend support to browser-based applications.

    Tessa Hollinger

    3

  12. Consolidated US equities data

    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.

    Tessa Hollinger

    11

  13. Cboe FX ITCH (forex, foreign exchange)

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

    Tessa Hollinger

    13

  14. Official C# client library

    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.

    Tessa Hollinger

    9

  15. ICE iMpact: ICE US Futures

    For ICE US futures including US softs and financials, such as cocoa, cotton, sugar, frozen orange juice, canola, world cotton, US grains, precious metals, MSCI indices, all currency pairs, and US Dollar Index. This was previously tied to this ticket for ICE Futures Europe and ICE Endex. However, we've decided to release ICE Futures Europe and Endex first separately from ICE US.

    Tessa Hollinger

    11