Product roadmap

https://www.cftc.gov/MarketReports/CommitmentsofTraders/index.htm

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.

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.

Make our historical and live APIs easier to integrate from Java.

Australian Stocks with ASX and CBOE trades

Real-time and historical FINRA TRACE data. Keywords: Real-time bond market transaction data, fixed income, asset-backed (ABS) and mortgage-backed securities (MBS), U.S. Treasury securities, U.S. Treasury notes, corporate bonds.

As per this link.

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

The current coverage for EEX covers futures and options on futures, but gas spot contracts are not currently part of the coverage. In the scope of this ticket, add support for EEX gas spot contracts under the XEEE.EOBI dataset.

The ability to remove tickers from an already started live data subscription. Currently subscriptions can only end by closing the session.

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

e.g. From BrokerTec or NASDAQ Fixed Income.

I have few questions regarding the data and how I can construct this for the download. I want the MBO data for ES Options. Can I can decide strike range based on the open price to download the MBO data. For Example From open price 50 strike above or below only or strike range 20 strike above or below the high and low? This is reduce the amount of data and cost. Similarly in the case of 1s or 1 min data can the above logic be applied. Since there are different option expiries, is there any ready made code examples that i can use for such logic or do you have any empanelled experts who help in downloading the correct amount of data

Hello, My Live API subscription to dataset XEUR.EOBI with schema=mbo returns: ErrorMsg code 255: "Not authorized for mbo schema" I can see my standard plan does not include MBO. Is there any way to create a custom plan for me? Im retail single user, im not sharing data with anyone, no commercial use, everyting for me. It will be great to have MBO for EUREX. I dont need any other exchange. Plus plan is way to expensive ( I will never cover the fees from trading gains, but I wish ;) ) for me and I dont need it. looking forward Krzysztof