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.

To extend support to browser-based applications.

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

Historical and live market news.

Original request from Juan Linares: "Great product but please add dark mode." There are two separate parts to this: Dark mode for the portal and main website (databento.com, databento.com/portal) Dark mode for the docs We can consider this only after Q1 2025 since we're doing a major rebranding of our website which is expected to finish by early April 2025. The new colors will make it easier for us to implement a dark mode.

It can be inferred based on a delayed subscription ack, but it would be nice to have an explicit indication when the subscription rate limit has been hit.

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

Apart from CME/Comex the most important exchanges for metals (prices, inventory, warehouse movements etc) are: LME, LBMA, SHFE, Dalian, and for all recycled commodities it is Davis Index. It would be a massive help if you can provide even just end of day data with historical data from these platforms to start with. Live feeds and delayed feeds are obvious next steps but EOD data would be a massive first step.

Hello, I want to offer a future term structure curve on our website and within our Windows tool Tradility. It should work like the one presented on vixcentral but it should also allow for other underlyings (e.g. CL). It needn't be real time. 15 min delay is fine. I would like to know which product I should acquire to get started. Kind regards Daniel

Is there a way that I can add (a la carte) live logins? Right now the documentation suggests I can log into only 2 devices concurrently with the standard plan. As I am scaling my solution to additional products on additional servers, I am in a position where currently I require one additional login. It appears my only options are to sign up for a second standard account to get two more logins, or to move to plus which grants unlimited logins. Can I work out a way to just get a 3rd login added to my current plan?

Hi — existing account on GLBX.MDP3 OHLCV-1m for ES/NQ/MES/MNQ. Want to add: trades + mbp-1 for ES (8-year historical, 2018-2026) OHLCV-1m for ZN, DX, GC, CL, VX (8-year) Per get_cost API the pay-per-use total is ~$1,400+. Is there a flat-fee subscription tier that bundles these schemas + symbols at a research-friendly price, or is pay-per-use the only path? Any volume discount thresholds? Thanks, Ray

Hi — existing account on GLBX.MDP3 OHLCV-1m for ES/NQ/MES/MNQ. Want to add: trades + mbp-1 for ES (8-year historical, 2018-2026) OHLCV-1m for ZN, DX, GC, CL, VX (8-year) Per get_cost API the pay-per-use total is ~$1,400+. Is there a flat-fee subscription tier that bundles these schemas + symbols at a research-friendly price, or is pay-per-use the only path? Any volume discount thresholds? Thanks, Ray

i want to download mbo level 3 csv history file of the The 2010 Flash Crash (The Navinder Singh Sarao Case)

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.