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.

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.

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).

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

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

Could we add support to make the result of DBNStore.to_df a Polars dataframe as well? Perhaps the function signature could just be overloaded with a to_polars: bool argument. Something like: In Python @overload def to_df(self, to_polars: Literal[False]) -> pd.DataFrame: ... @overload def to_df(self, to_polars: Literal[True]) -> pl.DataFrame: ... Or, maybe to_df is split into two different functions to_pandas and to_polars. Either way, it would be helpful to avoid having to do pl.from_pandas(store.to_df().reset_index(drop=False)). Plus, Polars can convert to pyarrow-Pandas zero-copy, but not the other way around.

Databento's feed is based on CME's MBO feed and we do not overlay implied depth from the MBP feed. This creates the appearance of less liquidity and wider spreads compared to many vendors that are only using the MBP feed. Overlaying MBO and MBP creates several complications; we think using the direct book is better for signal generation and execution, and prefer not overlay implied MBP over MBO to form a composite book. At this time, users who are sensitive to implied orders can impute the implied book themselves. That said, we may expose the implied book for users who find this useful and prefer to compare our data to another reference.

Via streamlined SBE.

A schema to encompass useful EOD information in various forms. Currently, users have to extract EOD prices from ohlcv-1d. However, this is aligned to UTC midnight. Users who want EOD data based on session end or other specific conventions, e.g. 3:45 PM ET (to avoid auction) have to extract this from ohlcv-1h or ohlcv-1m data. This could be provided either in the form of a new endpoint, new schema (e.g. 'ohlcv-eod' or 'eod'), or more session/market calendar functionality.

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

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)

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

Hi Databento Team, I recently upgraded to the PLUS plan because I was trying to access CME Globex (GLBX.MDP3) Live MBO/MBP-10 data and was receiving "Not authorized" errors. However, even after the upgrade and confirming that "Live data" is Active on my portal, I am still getting the exact same API connection errors: Not authorized for mbo schema Not authorized for mbp-10 schema This situation raises a few concerns for me, and I would like your team to clarify: Did your sales/support team misunderstand my needs? > Was the Standard plan actually sufficient for receiving Live GLBX.MDP3 MBO data as a Non-Professional user? What is the EXACT root cause? > If the plan upgrade wasn't the solution, what is actually blocking my API key? Is there a pending manual compliance review, a missing CME Click-Through Agreement, or an incorrect configuration on your backend? My system is fully built and tested, and I am just waiting on your side to unlock the data stream. Please investigate my account and let me know the true cause of this issue and how we can fix it immediately. Thank you,

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.