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.

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.

Only regular trading hours are supported currently.

Historical and live market news.

Hi there! Ive only been working with your service a short time, but im already commited to your platform. Python is a GREAT general purpose language. But I think i am justified when I say that for certain use cases, a "compile to native binary" language like Go is superior for the speed and simplicity (no package dependencies to manage, easier to build out dockerized/container applications) Justification: While there are other compile to native languages (RUST, Haskell, an Elixir i have heard of), Go has a significantly higher developer community. Its will be alot easier to crowdsource for bug, QA, enhancements and fuel adoption...I believe only the bareminimum functionality should be "made official" from you guys. While i think there are some things that should be made simpler than what you provide in your Databento Python SDK, I believe its more important to keep a consistant "bare bones functionality" across all your SDK offerings for accessing your core datasets GO (if you werent aware) allows exposing packages/modules that Python can consume. So you should (in theory) be able to design a top level/ 1 to many code base that can be re-purposed for python (and any other languages) ....Instead of maintaining 2 SDK's... you maintain the one... and port to the other via package exposure)...attached a screenshot (While you provide a pip install package, this approach would allow also make it easier for you to push to other package managers like homebrew, nuget, NPM....without having to refactor and maintain code bases for multiple languages.. Im a long time Go developer... So i 120% would like to volunteer to assist with development and design efforts. Ive already done quite a bit on my own project that I believe others would find useful ( I believe you'd also benefit from having an end user and consumer, aid in designing the final consumer product(s)... You know what they say about starship designers, never actually getting to go into space LOL) Long story short, an official Go SDK would offer "Minimal effort, maximum coverage" and enhanced scalability Thanks in advance!

At present, there is no mechanism through which a customer can cancel a batch download request once that request has been submitted. This ticket is to track the release of a feature that would allow customers to cancel batch download requests if those requests have not yet been completed.

Hello Databento team, I wanted to suggest a small API feature that would be useful for developers who automate historical data downloads. It would be very helpful if the API could return the account’s current balance, such as credits remaining or the current amount owed so far for the billing period. The main reason is budget control. I may want to set a monthly cap for how many credits I use or how much money I spend on data. If my application could check the current balance through the API, it could automatically stop downloading data before exceeding that limit. This would be especially useful because historical data downloads can take time, and I like being able to let downloads continue while I am away from the computer without having to constantly monitor the portal. Since the API already has access to my account and Databento knows the current pricing and usage so far, this would make automated data downloads much safer without requiring constant manual monitoring. Thanks for considering it.

Please can you check your job ARCX-20260825-Y6CKQLPM5T. It has been "queued" for an hour and half. (It is ARCX.PILLAR, all symbols, imbalance). Thanks!

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.

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.

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.

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.

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.