Product roadmap

Submit dataset requests and feature ideas here. For bug reports, use our chat support or issues tracker instead.

Trending
  1. Support for Global Trading Hours (GTH) on OPRA US options data

    Only regular trading hours are supported currently.

    Carter Green

    11

  2. Include OPRA trade conditions

    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

    Carter Green

    11

  3. CME block trades and derived block trades

    Via streamlined SBE.

    Tessa Hollinger

    5

  4. Australian Stocks with ASX and CBOE trades

    Australian Stocks with ASX and CBOE trades

    Reece P

    8

  5. MIAX Futures Exchange (previously MGEX)

    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.

    Eric M Duncan

    2

  6. Official AI skill for Databento

    This request is to capture all requests for AI skills and tools (i.e Claude skills) related to Databento's APIs.

    Nicholas James Macholl

    2

  7. I'd liek to subscribe to plus to gain access to L1 - L3

    Is it possible to test to see if the feed is right for us without having to commit to a contract? maybe month to month or trial. We had subscribed to stadard but the depth of info was not available

    Michail B

    0

  8. Kind Request for Refund and Account Closure – Unexpected Financial Hardship

    Dear Databento Support Team, I was shocked to discover these substantial charges on my bank card, and I have serious concerns regarding the security of my payment information and how these transactions were processed. I did not make the purchase in question. This incident has caused me significant financial and emotional distress. I have family responsibilities and financial obligations, and this amount of money is extremely important to me. Therefore, I request your immediate attention and a fair resolution, including the following: A full refund of the $451.16 charged to my bank card. Complete cancellation of the outstanding balance of $170.57. Review and cancellation of the additional $46.47 invoice. Refund of the charged amount to my newly registered payment card, if possible. Permanent closure of my Databento account and removal of all stored payment information. I sincerely hope you will take this matter seriously and help me recover my money. Kind regards

    abdullah a

    1

  9. one traceroute/mtr from 209.127.153.140 to 16.56.134.11

    Hello Databento team, Following up on the stalls of our Live GLBX.MDP3 sessions from AWS Chicago (16.56.134.11): AWS Support is investigating the path on their side and has asked for the reverse path from your gateway to our instance, to see how your traffic enters AWS and whether traffic engineering is possible. We understand from your reply of 2026-10-24 that you cannot manage routing over the internet; this is not a routing request, only one diagnostic snapshot that AWS Support needs to continue on their side. Could you run, from 209.127.153.140 or a host in the same network: traceroute -I -A 16.56.134.11 mtr -n -c 200 --report 16.56.134.11 and send us the output? Our instance answers ICMP echo from any address. Thank you, Sergei

    Sergei S

    0

  10. Dividend forecasts with point-in-time history

    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.

    Victor S

    0

  11. Trading calendar information

    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.

    Renan Gemignani (Databento)

    9

  12. Consolidated US equities data

    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.

    Tessa Hollinger

    20

  13. WebSocket API for live data

    To extend support to browser-based applications.

    Tessa Hollinger

    8

  14. Parquet encoding

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

    Tessa Hollinger

    12

  15. Cboe FX ITCH (forex, foreign exchange)

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

    Tessa Hollinger

    19