Product roadmap

Historical and live market news.

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.

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.

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

Stocks and derivatives data from the Singapore Exchange (SGX)

Securities and futures data.

Macroeconomic data releases, such as: Jobs Inflation, e.g. CPI FOMC

Kalshi is a regulated exchange where you can trade on the outcome of real world events: https://kalshi.com/

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.

Apart from CME/Comex the most important exchanges for metals (prices, inventory, warehouse movements etc) are: LME, LBMA, SHFE, Dalian, and for all recycled commodities it is Davis Index. It would be a massive help if you can provide even just end of day data with historical data from these platforms to start with. Live feeds and delayed feeds are obvious next steps but EOD data would be a massive first step.

Please cancel my Databento subscription and all associated live-data subscriptions at the end of the current billing period. Please confirm that no subscription or recurring license fee will renew.

Hello Databento Support, I need help reconciling a historical streaming request that reached your server but was interrupted before my application read or persisted any response body. Dataset: GLBX.MDP3 Schema: definition Contract requested: MESZ5 Request time: 2026-09-19 approximately 18:18:06.224712 UTC through 18:18:08.687527 UTC Delivery mode: Historical Streaming My application received the HTTP response headers and an X-Warning, which the Databento Python SDK surfaced as a BentoWarning. The application stopped immediately before opening its staging file or reading the response body. Locally observed response bytes: 0 Local retries: 0 The Data Usage portal shows approximately 3.6 KB and < $0.01 of GLBX.MDP3 usage around this period, but the portal view is aggregated and I cannot conclusively attribute that usage to this individual request. Could you please help confirm: Whether this historical streaming request resulted in outbound billable bytes. The exact number of billable bytes and exact cost, if available. Whether the request delivered a complete definition response or stopped before completion. Whether it is safe to submit the same MESZ5 definition request again without risking ambiguity regarding the previous request. If possible, what the X-Warning associated with this request was. I am not requesting a refund. I only need authoritative reconciliation before allowing my system to retry the request. Please let me know if you need my Databento account email, API key name/identifier, or any additional timestamps. I will not send the API key secret itself. Thank you.

Would love if u guys can add a dark theme option to databento website

Hi , I have order 13:20-1500 utc in the request , but I found out that the price different between Full day and 1.5 hours are almost the same, can I pay extra dollar to reclaim full day 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.