Product roadmap

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.

Historical and live market news.

e.g. for S&P 500.

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).

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.

To extend support to browser-based applications.

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

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 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.

It would be helpful if OPRA trade conditions were included in the normalized schemas. This is useful information that's currently lost during normalization. Also include the "message type" of each last sale message. Similar to: https://roadmap.databento.com/roadmap/us-equity-trade-condition-codes

The legacy live usage-based plans allowed users to access L2/L3 data. However L2/L3 were pulled from the Standard plan. One possibility to increase the value of the Standard plan is to offer limited access to L2/L3, perhaps gated by a quota on symbol subscriptions per account, etc.

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 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)

For our live data, Databento plans on supporting two transport layers ("Raw" TCP, WebSocket) and two data encodings (DBN, JSON). This idea is for supporting a gRPC API for consuming live data. This would require both a new transport layer (gRPC-flavored HTTP/2) and a new data encoding option (Protocol Buffers).