Product roadmap

Only regular trading hours are supported currently.

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, 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.

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

e.g. for S&P 500.

Australian Stocks with ASX and CBOE trades

Full order book feed for LSE securities — including full depth pricing data, auction imbalance, and instrument trading status. Includes: LSE UKLSE InternationalLSE European See also: https://roadmap.databento.com/b/n0o5prm6/feature-ideas/lse-turquoise

FedWatch data. As found on https://www.cmegroup.com/market-data/market-data-api.html

The current guide (https://databento.com/docs/architecture/performance-optimization) was written pre-launch and now best practices have drifted a bit.

e.g. From BrokerTec or NASDAQ Fixed Income.

Hi, I am seeing the below error (venv) λ python live_candle.py --sound Traceback (most recent call last): File "C:\Users\rajin\es\live_candle.py", line 276, in raise SystemExit(main()) File "C:\Users\rajin\es\live_candle.py", line 253, in main symbol = args.symbol or resolve_front_month_symbol(args.dataset, api_key) ~~~~~~~~~~~~~~~~~~~~~~~~~~^^^^^^^^^^^^^^^^^^^^^^^ File "C:\Users\rajin\es\live_candle.py", line 90, in resolve_front_month_symbol to_instrument_id = client.symbology.resolve( dataset=dataset, ...... end_date=tomorrow, ) File "C:\Users\rajin\es\venv\Lib\site-packages\databento\historical\api\symbology.py", line 79, in resolve response: Response = self._post( ~~~~~~~~~~^ url=self._base_url + ".resolve", ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ data=data, ^^^^^^^^^^ basic_auth=True, ^^^^^^^^^^^^^^^^ ) ^ File "C:\Users\rajin\es\venv\Lib\site-packages\databento\common\http.py", line 113, in _post check_http_error(response) ~~~~~~~~~~~~~~~~^^^^^^^^^^ File "C:\Users\rajin\es\venv\Lib\site-packages\databento\common\http.py", line 233, in check_http_error raise BentoServerError( ...... ) databento.common.error.BentoServerError: 504 The remote gateway timed out.

Now I can't get CME's GFU6's live data. this also happened on LEV6 and HEV6

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.

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