Product roadmap

Historical and live market news.

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.

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.

Hi Databento Team, We are conducting historical research on NDX/NDXP 0DTE options to reconstruct intraday GEX, Call Wall, Put Wall, and Gamma Flip/Zero Gamma at approximately 1-minute frequency. We already have approximately one year of OPRA.PILLAR OHLCV-1m and Definition data. We now need Statistics (Open Interest) and CBBO-1m, including the earlier historical period. Could you please confirm: Can we retrieve only same-day-expiring NDXP (0DTE) contracts for each historical trading day? Can CBBO-1m and Statistics (OI) be requested only for those 0DTE contracts to minimize cost? What is the most cost-efficient way to obtain the required data for April 2023–July 2026, considering we already have one year of OHLCV-1m and Definition data? Would pay-as-you-go or a subscription be more economical, and could you provide an approximate cost estimate? Our purpose is historical research/backtesting, not redistribution of OPRA data. Thanks.

I’m evaluating Databento OPRA historical data for a research pipeline and would like to request a very small representative sample before purchasing access. Requested sample: Dataset: OPRA.PILLARSymbols/universe: SPX.OPT and SPXW.OPTSchema: cmbp-1Date: August 19, 2025Time window: 09:58–10:15 ETBroad/full parent-chain coverage, not ATM-onlyPlease preserve the original event and receive timestamps (ts_event and ts_recv), bid/ask, bid/ask sizes, actions/flags, publisher_id, instrument_id, and raw symbol mappings If possible, please also include for the same date: Date-valid instrument definitions for the included SPX/SPXW contractsStatistics records containing open interest (stat_type=9), including the actual morning publication records rather than a rewritten intraday snapshotAny sample cash-SPX index observations available for the same time window, ideally with original source/capture timestamps The purpose is only to verify technical compatibility before purchasing historical access. I need enough consecutive real data to test causal quote replay and exact 1-, 3-, 5-, and 10-minute state reconstruction. Even 15–20 minutes of real SPX/SPXW event data would be sufficient. Thank you.

Hello Databento Support, I recently noticed that I was charged(2026/08/31) for Databento, but I was not aware that this payment would be processed. I have not actually used the service, and there should be no meaningful usage or activity on my account. You should be able to confirm this by reviewing my account usage logs. Since the service has not been used, I would appreciate it if you could review the charge and issue a full refund. Please let me know if you need any additional information from me Thank you for your help. Best regards,

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.

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.

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

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

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

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.

e.g. for S&P 500.