Product roadmap

Data for: Copenhagen Stock Exchange (Nasdaq Copenhagen) Stockholm Stock Exchange (Nasdaq Stockholm) Helsinki Stock Exchange (Nasdaq Helsinki) Iceland Stock Exchange (Nasdaq Iceland) Tallinn Stock Exchange (Nasdaq Baltic) Riga Stock Exchange (Nasdaq Baltic) Vilnius Stock Exchange (Nasdaq Baltic)

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.

National Stock Exchange (NSE) and Bombay Stock Exchange (BSE) data.

At present, there is no mechanism through which a customer can cancel a batch download request once that request has been submitted. This ticket is to track the release of a feature that would allow customers to cancel batch download requests if those requests have not yet been completed.

Data for Deutsche Boerse Equities, including all schemas (MBO, MBP, ohlcv, etc.) Captured at Equinix FR2 primary colo.

Minneapolis Grain Exchange (MGEX) has been rebranded under the MIAX Futures Exchange. This dataset provides coverage of symbols such as "HRSW" Minneapolis Hard Red Spring Wheat.

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

Sign the Windows .pyd files in the databento-dbn wheels and the dbn.exe and dbn_c.dll files in the GitHub release so Windows Smart App Control doesn't block them.

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.

To extend support to browser-based applications.

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

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

Historical and live market news.

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.

Add a schema for calculated metrics like options greeks, e.g. implied volatility, delta, etc.