Product roadmap

The legacy live usage-based plans allowed users to access L2/L3 data. However L2/L3 were pulled from the Standard plan. One possibility to increase the value of the Standard plan is to offer limited access to L2/L3, perhaps gated by a quota on symbol subscriptions per account, etc.

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.

Could we add support to make the result of DBNStore.to_df a Polars dataframe as well? Perhaps the function signature could just be overloaded with a to_polars: bool argument. Something like: In Python @overload def to_df(self, to_polars: Literal[False]) -> pd.DataFrame: ... @overload def to_df(self, to_polars: Literal[True]) -> pl.DataFrame: ... Or, maybe to_df is split into two different functions to_pandas and to_polars. Either way, it would be helpful to avoid having to do pl.from_pandas(store.to_df().reset_index(drop=False)). Plus, Polars can convert to pyarrow-Pandas zero-copy, but not the other way around.

The Definition schema in the GLBX.MDP3 dataset should definitely include the full product name

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).

Make our historical and live APIs easier to integrate from Java.

Add trade reporting modifier flags, e.g. those found in CTS sale conditions here: https://www.nyse.com/publicdocs/ctaplan/notifications/trader-update/cts_output_spec.pdf Similar to: https://roadmap.databento.com/b/n0o5prm6/feature-ideas/include-opra-trade-conditions

Australian Stocks with ASX and CBOE trades

Securities and futures data.

Stocks and derivatives data from the Singapore Exchange (SGX)

Adding support for the CBOE Complex Options Order Feed, which provides detailed insights into complex order activity across CBOE markets. This includes multi-leg strategy orders, spread data, and intricate order types that are vital for understanding advanced options trading strategies. Key Features: -Real-time and historical data on multi-leg orders. -Visibility into pricing and execution of complex options strategies. -Detailed breakdowns of spread and combination order flows.

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

Currently, the cancel action type C is used for both actual order cancellations and trade-related deletions. This makes it hard to construct features based on order cancellations as they need to keep history of trades or fills and ignore cancellations that come after. To solve this, we'll be introducing a delete action type D to delete orders after a trade.

This ticket tracks all Euronext cash and derivatives markets. This includes, for example: Euronext Milan (formerly Borsa Italiana)Euronext Paris futures (CAC40, Milling Wheat, Corn, Rapeseed, etc.)Euronext Paris equitiesEuronext AmsterdamEuronext OsloEuronext BrusselsEuronext LisbonEuronext DublinLuxembourg Stock Exchange (LuxSE)

Several equities prop feeds provide market participant IDs (MPIDs). Currently, our normalized MBO format is lossy at the moment and fails to expose these MPIDs, and our only partial solution is to provide raw pcaps from which these can be extracted. This ticket will also partly facilitate this: https://roadmap.databento.com/roadmap/raw-data-via-api