Product roadmap
Submit requestSubmit dataset requests and feature ideas here. For bug reports, use our chat support or issues tracker instead.
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 Gemignani6
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 Hollinger13
European Energy Exchange (EEX) data
From EEX CEF Core feed EEX EOBI feed. This will include order-by-order data as well as less granular formats, such daily settlements, definitions, etc.
Carter Green11
Support for Global Trading Hours (GTH) on OPRA US options data
Only regular trading hours are supported currently.
Carter Green5
B3 UMDF Dataset
B3: Brazil Equities and Futures MBO data. Keywords for search purposes: Brasil Bolsa Balcão S.A., Brazilian Mercantile and Futures Exchange (BM&F), BMF, Bovespa (São Paulo Stock Exchange), Cetip (Central of Custody and Financial Settlement of Securities for the organized OTC market).
Renan Gemignani2
Macroeconomic data
Macroeconomic data releases, such as: Jobs Inflation, e.g. CPI FOMC
Owen2
test
test
Celina Tran0
Real-time and historical index data
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.
Tessa Hollinger25
CFE Book Depth
Full depth of book feed for Cboe Futures Exchange (CFE). CFE contains volatility futures and corporate bond index futures, such as VIX futures (VX, VXM).
Zach Banks10
Eurex EOBI dataset
Data for Eurex, including all schemas (MBO, MBP, ohlcv, etc.).
Renan Gemignani14
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 Hollinger12
WebSocket API for live data
To extend support to browser-based applications.
Tessa Hollinger6
Index component weightings
e.g. for S&P 500.
Tessa Hollinger3
Parquet encoding
Support Parquet as a form of encoding, aside from dbn, CSV and JSON.
Tessa Hollinger11
Official C# client library
This client library makes all our historical and live features easier to integrate in C# on Windows, Linux, and Mac OS. C# is currently already supported through our HTTP API and Raw TCP protocol, which are both language-agnostic.
Tessa Hollinger12