Product roadmap

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).

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.

To extend support to browser-based applications.

futures and futures options OHLC, OI and volume from the LME

National Stock Exchange (NSE) and Bombay Stock Exchange (BSE) data.

Makes all of our historical and live features easier to integrate in JavaScript.

For our live data, Databento plans on supporting two transport layers ("Raw" TCP, WebSocket) and two data encodings (DBN, JSON). This idea is for supporting a gRPC API for consuming live data. This would require both a new transport layer (gRPC-flavored HTTP/2) and a new data encoding option (Protocol Buffers).

Hi, is there any chance that we will see Euronext paris futures expansion (CAC40, Milling Wheat, Corn, Rapeseed ... futures) thanks

Currently any unresolved symbol results in the session ending and the connection being closed. The live API should have non-fatal errors for issues like an unsupported schema and symbols that fail to resolve. This is tracked internally as D-579

Hi, would it be possible to add daily discount factors for options trading? ie: day expiry (biz_days or trading days) discount factor 10/1/25. 10/5/25 0.995 10/2/25 10/5/25 0.998

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.