Product roadmap

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

Feature request for per-publishes BBO-1x schemas to allow more synthetic book building without the overhead of MBP-1.

Feature request to provide a consolidated bid/ask sizes at OPRA's published NBBO across all constituent exchanges. Currently, the CMBP-1 (and CBBO-1x) schema only provides the bid/ask sizes on the venue quoting the NBBO.

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.

B3: Brazil Equities and Futures MBO data. Keywords for search purposes: Brasil Bolsa Balcão S.A., Brazilian Mercantile and Futures Exchange (BM&F), BMF, Bovespa (São Paulo Stock Exchange), Cetip (Central of Custody and Financial Settlement of Securities for the organized OTC market).

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.

Securities and futures data.

Stocks and derivatives data from the Singapore Exchange (SGX)

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 would like to cancel my subscription for US Equities. Thank you.

I currently use Databento for futures market data and am preparing to run my trading system from a QuantVPS VPS located in Aurora, Illinois. I would like to understand whether my Databento connection can be routed through your Aurora-based infrastructure so that my market-data path is local to CME Aurora, rather than via a more distant public endpoint. Could you please confirm: Whether Databento offers an Aurora endpoint or Aurora-optimized connectivity for CME futures data. Any setup or monthly fees. The correct endpoint / connection settings to use from my Aurora VPS. Expected latency benefit versus my current public-internet connection. Any bandwidth, message-rate, or account configuration requirements. For context, I am focused initially on CME futures data for ES and NQ, with low-to-moderate usage for systematic trading research and execution. Please let me know the pricing, setup process, and who I should coordinate with.

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.