Product roadmap

To extend support to browser-based applications.

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.

Via streamlined SBE.

Hi there! Ive only been working with your service a short time, but im already commited to your platform. Python is a GREAT general purpose language. But I think i am justified when I say that for certain use cases, a "compile to native binary" language like Go is superior for the speed and simplicity (no package dependencies to manage, easier to build out dockerized/container applications) Justification: While there are other compile to native languages (RUST, Haskell, an Elixir i have heard of), Go has a significantly higher developer community. Its will be alot easier to crowdsource for bug, QA, enhancements and fuel adoption...I believe only the bareminimum functionality should be "made official" from you guys. While i think there are some things that should be made simpler than what you provide in your Databento Python SDK, I believe its more important to keep a consistant "bare bones functionality" across all your SDK offerings for accessing your core datasets GO (if you werent aware) allows exposing packages/modules that Python can consume. So you should (in theory) be able to design a top level/ 1 to many code base that can be re-purposed for python (and any other languages) ....Instead of maintaining 2 SDK's... you maintain the one... and port to the other via package exposure)...attached a screenshot (While you provide a pip install package, this approach would allow also make it easier for you to push to other package managers like homebrew, nuget, NPM....without having to refactor and maintain code bases for multiple languages.. Im a long time Go developer... So i 120% would like to volunteer to assist with development and design efforts. Ive already done quite a bit on my own project that I believe others would find useful ( I believe you'd also benefit from having an end user and consumer, aid in designing the final consumer product(s)... You know what they say about starship designers, never actually getting to go into space LOL) Long story short, an official Go SDK would offer "Minimal effort, maximum coverage" and enhanced scalability Thanks in advance!

Please enable the Standard Reference plan for internal research. I need Security Master and Corporate Actions API access for one US ETF, GLD, using security_master.get_range and corporate_actions.get_range. Please confirm pricing and whether my existing API key will inherit access.

Hi Databento Support, I’m evaluating the Starter Corporate Actions and Starter Security Master plans for personal investing. My use case is fairly simple: I do broad stock research using my existing market data, then I want to use Corporate Actions and Security Master on a much smaller number of stocks that make it through my screening process — probably tens to a few hundred unique securities per year. Before I subscribe, I need to confirm a few things: If I check a specific security in Corporate Actions for a defined period and no split, reverse split, stock dividend, or similar event is returned, can I reasonably rely on that to mean Databento has no such event recorded for that security and period? Are there any material U.S. equity coverage gaps I should be aware of?If a corporate action is later corrected, changed, or cancelled, does the PIT data allow me to see both what Databento knew at the earlier point in time and the subsequent correction?On the Starter plans, is the 1,000-security allowance based on unique ISINs for the subscription year? If I check the same ISIN multiple times, does it still only count once?Are the 1,000-ISIN allowances for Corporate Actions and Security Master separate, or do the two products share one 1,000-ISIN allowance?If I query an ISIN and the request is successful but returns no Corporate Actions records, does that ISIN still count toward my 1,000?For Security Master, will it generally allow me to follow the same security through ticker changes, exchange/listing changes, mergers, or successor securities? For ADRs, can it identify the ADR separately from the underlying foreign ordinary shares? Based on this usage — broad screening elsewhere and Reference checks only on the final candidates — would Starter Corporate Actions + Starter Security Master be the appropriate package, or would you recommend something different? Thanks, Lance

Hi — I'm on the US Equities Standard plan and considering upgrading to Plus for live data. My use case: I need to classify each trade as buyer-initiated or seller-initiated using the Lee-Ready rule, which requires the prevailing NBBO (bid and ask) at the moment of each execution. Three questions: 1. On the LIVE feed for XNAS.ITCH, does the "tbbo" schema deliver each trade together with the bid/ask in effect at that moment, the same way it does in the historical API? 2. Same question for XNAS.BASIC live. Historical rejects "tbbo" on that dataset — which live schema there includes trades with quotes? 3. If neither delivers trades with quotes in a single schema, can I subscribe to trades and mbp-1 simultaneously on the same connection and match them by timestamp? Thanks.

This initiative would establish a centralized, standardized and normalized historical market-data repository for Kenyan securities, enabling investors and researchers to conduct robust quantitative research, valuation, backtesting and investment analysis using reliable, structured historical 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.

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.

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.

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

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

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

e.g. for S&P 500.