Product roadmap

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.

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.

Only regular trading hours are supported currently.

Historical and live market news.

It would be great if Japan Exchange Group (Nikkei 225, etc) could be supported. CME Nikkei 225 volume is too low.

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

KRX futures (e.g., Kospi, 10Y Korean government bond future) and options 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.

Hello Databento team, I wanted to suggest a small API feature that would be useful for developers who automate historical data downloads. It would be very helpful if the API could return the account’s current balance, such as credits remaining or the current amount owed so far for the billing period. The main reason is budget control. I may want to set a monthly cap for how many credits I use or how much money I spend on data. If my application could check the current balance through the API, it could automatically stop downloading data before exceeding that limit. This would be especially useful because historical data downloads can take time, and I like being able to let downloads continue while I am away from the computer without having to constantly monitor the portal. Since the API already has access to my account and Databento knows the current pricing and usage so far, this would make automated data downloads much safer without requiring constant manual monitoring. Thanks for considering it.

my account has been locked for security reasons after my inbank just rejected a 500 dollar fee from you just the fuck is happening

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.

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

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