Product roadmap

Full depth of book feed for Cboe Futures Exchange (CFE). CFE contains volatility futures and corporate bond index futures, such as VIX futures (VX, VXM).

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.

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.

Data for Deutsche Boerse Equities, including all schemas (MBO, MBP, ohlcv, etc.) Captured at Equinix FR2 primary colo.

The Eurex dataset (XEUR.EOBI) has availability from 2025-03-10. This request is to backfill this dataset with more history. A source of this history has not been identified, we will update this ticket when/if it is accepted with details.

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

Hi, I would like to permanently delete my account (ryad.bouderga78@gmail.com) and remove my credit card (Mastercard ending in 3981) from your system. Please confirm once this has been done. Thank you.

I was hoping databento would consider some sort of restricted usage of live level 2 or level 3 on the cheaper plans. Maybe the ability to subscribe to just one symbol of MBP-10 or MBO at a time. The logic for this is that even with a databento subscription I am required to use a second market data subscription just to see market depth. As a retail trader my focus is normally only on 1 or 2 symbols in that kind of detail during live trading. I think MBP-1 is essentially useless and the bigger plans are totally overkill for new users with less starting capital. On the same note it is not really very useful for me to subscribe to 20 or 30 L2 or L3 feeds (not yet at least) The historical data access offers great value at the current price point, but continuing the subscription once i have testing data is pointless because I get more for less (besides stability) by subscibing to other live feeds which give me access to depth. Sure databento has latency, data accuracy etc. but as a live subscription on lower tiers for people running 1 or 2 strategies on 1 or 2 symbols, the value starts to drop off quickly after backtesting/acquiring data. there are a few options all of which would increase retainment and probably revenue. a paid per symbol level 2 or level 3 for live on lower tier.1 live L2 or L3 symbol per account and up the price a bit Understanding you have to work this around licensing and maybe that is the issue.

Hi Databento Team, I recently upgraded to the PLUS plan because I was trying to access CME Globex (GLBX.MDP3) Live MBO/MBP-10 data and was receiving "Not authorized" errors. However, even after the upgrade and confirming that "Live data" is Active on my portal, I am still getting the exact same API connection errors: Not authorized for mbo schema Not authorized for mbp-10 schema This situation raises a few concerns for me, and I would like your team to clarify: Did your sales/support team misunderstand my needs? > Was the Standard plan actually sufficient for receiving Live GLBX.MDP3 MBO data as a Non-Professional user? What is the EXACT root cause? > If the plan upgrade wasn't the solution, what is actually blocking my API key? Is there a pending manual compliance review, a missing CME Click-Through Agreement, or an incorrect configuration on your backend? My system is fully built and tested, and I am just waiting on your side to unlock the data stream. Please investigate my account and let me know the true cause of this issue and how we can fix it immediately. Thank you,

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.

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.

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.

e.g. for S&P 500.