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.

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.

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.

Only regular trading hours are supported currently.

This ticket tracks all Euronext cash and derivatives markets. This includes, for example: Euronext Milan (formerly Borsa Italiana)Euronext Paris futures (CAC40, Milling Wheat, Corn, Rapeseed, etc.)Euronext Paris equitiesEuronext AmsterdamEuronext OsloEuronext BrusselsEuronext LisbonEuronext DublinLuxembourg Stock Exchange (LuxSE)

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

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/

Please add forecasts of individual dividend amounts and ex-dividend dates, including unannounced dividends, with historical revisions and timestamps showing when each version became available. This would support options pricing, implied volatility and Greeks, early-exercise modelling, and index-futures fair value. Backtests need the dividend expectations available at the time; using eventual outcomes introduces look-ahead bias. Annual or quarterly dividend estimates don’t identify which dividends fall before a contract expires.

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.

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

e.g. for S&P 500.