Product roadmap

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.

Historical and live market news.

Only regular trading hours are supported currently.

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.

It might be possible to obtain CME trading session hours systematically in historical captures of the instrument definition messages, as embedded in tag-1682=MDSecurityTradingStatus. This ties to another proposed feature here.

KRX futures (e.g., Kospi, 10Y Korean government bond future) and options data.

Note: This is not typically included in corporate actions (which are available) or fundamentals (https://roadmap.databento.com/b/n0o5prm6/feature-ideas/equities-reference-fundamental-and-static-data).

Hello, unfortunately we recognized that all the invoices aren't addressed correctly. Can you please update them and sending me the correct addressed invoices? best regards, Niko

we are looking for clarification on: Which live data feeds are included in our current subscription versus those requiring additional DFR approvals.Whether we should be activating certain feeds, like NYSE National Trades and BBO, directly in the portal ourselves.The specific licensing fees for Nasdaq TotalView-ITCH and whether those are covered under the Plus package. We would like to proceed with the feeds included in our current plan as soon as possible. Please let us know if you need any further information from our side to move this forward.

Hello Databento Support, I was charged for a subscription renewal that I unintentionally forgot to cancel. I no longer need this plan and have canceled it to prevent any future renewals. The charge was made on July 4th for the standard plan. I have not used the plan or accessed subscription data during this renewed billing period. Could you please cancel or refund this most recent invoice as a one-time courtesy? I would greatly appreciate your help. Thank you, Jos Josdoesthemost17@gmail.com

Just wondering when this is likely to go live? Thanks