Product roadmap

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.

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.

Via streamlined SBE.

I’m building an engine and using this for personal investing. My process scans a large group of U.S. stocks, then looks more closely at a much smaller number before I consider investing. I’m looking at Starter Corporate Actions and Starter Security Master, which I understand would cost about $5,976 per year combined. Before deciding, could you please clarify a few things? If I search Corporate Actions for a stock and get no results, can I reasonably assume Databento has no split, reverse split, stock dividend, or similar event recorded for that period? Are there any important gaps in U.S. stock coverage?If an event is later changed or cancelled, can I see both the original information and the updated information?Is the 1,000-symbol limit based on unique ISINs? If I check the same stock several times, does it still count only once?Do Corporate Actions and Security Master each include 1,000 ISINs, or do they share one 1,000-ISIN limit?If a search returns no results, does that stock still count toward my limit?Can Security Master help me follow a stock through ticker changes, exchange changes, mergers, and successor companies? Can it also distinguish an ADR from the underlying foreign shares? I expect to research tens to a few hundred candidates per year. Given that use, do I need both Starter products, or would one of them be enough? Thanks, Lance

I wanted to unsubscribe, I couldn't delete my credit card from your portal, without any prior information how can you charge 47$ from my credit card

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.

I have been using CBOE's free SPX Options OI file published around 7:00(UTC)/03:00(ET), what time does databento publish the SPX Options OI file? i also would like to download historical file but when i check the data set for SPX Options OI file under Statistics, there are SPX and SPXW, do i have to download both?

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.

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.