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.

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)

e.g. for S&P 500.

It might be possible to obtain CME trading session hours systematically in historical captures of the instrument definition messages, as embedded in tag-1682=MDSecurityTradingStatus. This ties to another proposed feature here.

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.

This ticket tracks the feature of releasing historical data as early as permissible. Currently, we embargo historical data strictly at a 24h cutoff to ensure that it is distributed safely as historical data for every venue, thus sidestepping real-time/delayed licensing requirements for our users. However, many venues actually define their "historical" boundary as the same date in venue local timezone OR the session end. So in theory, if a session ends at 8 PM ET, it would be possible to distribute data from the same day at 7.59 PM ET at 8 PM ET. Currently, to get data from within the trading session, you must use the live API (through Raw API or a live client of the Raw API). However, the Raw API can be unwieldy for a range of use cases that require a small amount of data from the current trading session. For example, if the user only needs a few instrument definitions, settlement prices, or wants to update a ticker tape based on subsampled OHLCVs, it is usually preferred to use a request-response model like our HTTP API; setting up and tearing down a stateful TCP subscription for the live API is probably too hefty for this feature. Once released, users should be able to access intraday historical data via HTTP API so long as they have a live data entitlement. See also: https://roadmap.databento.com/b/n0o5prm6/feature-ideas/provide-snapshots-for-historical-and-live-data

Add a schema for calculated metrics like options greeks, e.g. implied volatility, delta, etc.

Data for: Copenhagen Stock Exchange (Nasdaq Copenhagen) Stockholm Stock Exchange (Nasdaq Stockholm) Helsinki Stock Exchange (Nasdaq Helsinki) Iceland Stock Exchange (Nasdaq Iceland) Tallinn Stock Exchange (Nasdaq Baltic) Riga Stock Exchange (Nasdaq Baltic) Vilnius Stock Exchange (Nasdaq Baltic)

A schema to encompass useful EOD information in various forms. Currently, users have to extract EOD prices from ohlcv-1d. However, this is aligned to UTC midnight. Users who want EOD data based on session end or other specific conventions, e.g. 3:45 PM ET (to avoid auction) have to extract this from ohlcv-1h or ohlcv-1m data. This could be provided either in the form of a new endpoint, new schema (e.g. 'ohlcv-eod' or 'eod'), or more session/market calendar functionality.

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.

The ability to share batch downloads. This may be reserved as an enterprise or mid-tier plan feature.

https://www.ice.com/products/Futures-Options/Energy

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.