Product roadmap

The earliest that our tick history (L1 and better) goes back to is 2018, which is the start of our Nasdaq TotalView-ITCH coverage. While backfill of daily/OHLCV/L0 data is in progress, which will bring daily history back to at least 2010, we have no immediate plans to backfill our tick history yet. The root issue is that we cannot find a quality source that we trust for this granularity of data prior to 2018. While several sources exist, most of them do not meet our accuracy/quality control standards. This ticket tracks backfill of US equities - especially tick history for those venues - back to before 2018.

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.

Add trade reporting modifier flags, e.g. those found in CTS sale conditions here: https://www.nyse.com/publicdocs/ctaplan/notifications/trader-update/cts_output_spec.pdf Similar to: https://roadmap.databento.com/b/n0o5prm6/feature-ideas/include-opra-trade-conditions

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.

All Cboe Europe on-book equities markets - BXE, CXE, DXE. Captured at Equinix LD4.

Dear Databento Support Team, I am writing to sincerely ask for your help regarding an unexpected billing issue on my account. I accidentally downloaded data incorrectly through Databento, which resulted in a very large charge that I did not intend to incur. This was an honest mistake on my part, caused by misunderstanding the data request and usage process. I did not intend to use such a large amount of data, and the resulting charge is far beyond what I expected or can reasonably afford. I deeply apologize for the mistake and for any inconvenience this may cause. I would be very grateful if you could review my account activity and consider canceling, reversing, or waiving the charge related to this accidental data download. In addition, I would also like to request that my Databento account be deleted after this billing issue is reviewed and resolved. Please let me know if there are any steps I need to complete for account deletion. I truly appreciate your understanding and would be very thankful for any assistance you can provide. This was not intentional, and I sincerely hope there is a way to resolve this matter. Thank you very much for your time and consideration. Sincerely, seongeun

Hi, is it possible to subscribe only to GC futures Level 1 or Level 2 market data without purchasing data for any other instruments or asset classes?

I currently have an active OPRA.PILLAR Live subscription on API key db-BcenqQUP... (first 10 chars). I'm building a real-time options-flow detector that would benefit from pairing options data with spot prices on the underlying equities. I attempted to subscribe to EQUS.MINI and got: "A live data license is required to access EQUS.MINI." Expected — I understand it's a separate entitlement. I'd like to know: Pricing What's the monthly cost to add EQUS.MINI Live to my current subscription, for: ~50 symbols (specific US large-cap equities: AAPL, TSLA, MSFT, NVDA, AMD, AMZN, MU, MSTR, PLTR, ORCL, HOOD, and ~40 others) Schemas needed: trades and ohlcv-1s (possibly cmbp-1 for BBO) Continuous streaming during US market hours (09:30–16:00 ET), approximately 6.5 hrs/day × 5 days/week Alternatives worth considering If EQUS.MINI Live doesn't fit my use case or budget, what would you recommend for spot last-trade prices on ~50 US large-cap equities as a real-time companion to OPRA.PILLAR? Options I've seen: EQUS.MINI Live DBEQ.BASIC Live XNAS.ITCH Live (if my symbols are Nasdaq-listed) XNYS.PILLAR Live (for NYSE-listed) IEXG.TOPS Live (cheapest, if sufficient for spot prices) Which would you suggest given the use case, and what's the pricing tier for each? Bundling Is there a bundle discount for adding a second live dataset to an existing OPRA.PILLAR subscription? Trial Is a short free trial available for EQUS.MINI Live so I can validate the integration before committing monthly? Technical Can a single databento.Live client subscribe to BOTH OPRA.PILLAR and EQUS.MINI concurrently on the same API key, or do I need two separate client instances (two TCP sessions)?

Do I have access to the live data or now with my current account? if yes then what kind of data access I have and for what instruments as I am a little confused looking at my account. In my subscription it say live data is active and below that "ou can currently access historical market data for the services below at usage-based rates. Subscribe to activate live data." please clarify

I’m looking to get short borrow rates via api. This data typically comes in late from my pb and not api based.

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.

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.