Product roadmap

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

Original request from Juan Linares: "Great product but please add dark mode." There are two separate parts to this: Dark mode for the portal and main website (databento.com, databento.com/portal) Dark mode for the docs We can consider this only after Q1 2025 since we're doing a major rebranding of our website which is expected to finish by early April 2025. The new colors will make it easier for us to implement a dark mode.

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.

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.

KRX futures (e.g., Kospi, 10Y Korean government bond future) and options data.

The current coverage for EEX covers futures and options on futures, but gas spot contracts are not currently part of the coverage. In the scope of this ticket, add support for EEX gas spot contracts under the XEEE.EOBI dataset.

Hi, I am not satisfied about the download speed of historical data. When I first use this service a year ago (Jan 2025) it was fast (about 30-40MB/s), then it dropped to 20MB/s, now it is only 1 MB/s. For reference, I'm using 2 Gig fiber and speed test looks fine using fast.com Can we introduce the object storage system as other vendors do? (e.g. Massive, Tardis) I'm guessing most people download daily zstd data format and ALL_SYMBOLS, therefore you could just prepare files in advance and upload to object storage, I recommend Cloudflare R2, since they don't charge you outbound traffic fee. And since most users are Pro subscription, you only need to store last 1 month for frequent access. This would be a huge deal I think.

i mistakenly requested the wrong schema, need it csv not zstd

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.

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.