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.

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.

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.

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.

Support Parquet as a form of encoding, aside from dbn, CSV and JSON.

All orders plus last look quotes from 35 major banks and non-bank LPs, on one of the largest FX venues.

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

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.

This serves as a master list of all other snapshot-like features on our roadmap. The scope of this ticket is potentially very large and ambiguous so we've broken this down into smaller tickets that you can follow separately. (Historical only) https://roadmap.databento.com/b/n0o5prm6/feature-ideas/add-historical-endpoint-for-latest-snapshot-of-any-schema. This would allow a user to get the latest published value of any given schema, within the boundaries allowed by licensing/entitlements/historical embargo window. The main benefit of this is for creating ticker tape or latest quote features, e.g. on a web app, after we start exposing intraday data over the historical/HTTP API (https://roadmap.databento.com/roadmap/expose-intraday-and-current-trading-session-historical-data-over-historical-http-api-and-clients). Likely endpoint names for this would be either timeseries.get_last or timeseries.get_snapshot. (Historical only) https://roadmap.databento.com/b/n0o5prm6/feature-ideas/provide-snapshots-as-of-specified-time-in-historical-api. Likely endpoint names for this would be either timeseries.get_last or timeseries.get_snapshot.(Live only) https://roadmap.databento.com/roadmap/add-periodic-mbo-book-snapshots-to-live-api. This allows a user to get the last published value of any given schema at a specified time. The main benefit of this would be to allow customers to subsample the data on server side and reduce cost, though the benefit is diminished with feature 5 on this list. Note that this would allow a user to emulate (1) relatively well since a user could potentially just pass in their current clock time or some time slightly ahead of the clock time. However, their underlying implementations would be different and (1) and (2) would likely be released separately. Likely endpoint names for this would be either timeseries.get_last_asof or `timeseries. (Live only) https://roadmap.databento.com/b/n0o5prm6/feature-ideas/allow-live-api-clients-to-request-for-mbo-snapshot-recovery. This provides resilience to gaps or data errors originating from Databento side. It could also be used for recovery of book state caused by client-side issues or disconnection, but would be less quick than feature (4) on this list.(Both historical and live) https://roadmap.databento.com/roadmap/fixed-interval-mbp-1-summaries-eg-1-minute-bbo-or-subsampled-bbo. The purpose of this is more to provide customers a convenience over fetching or subscribing MBP-1 and subsampling and forward filling the MBP-1 data themselves, which could be very expensive given the size of MBP-1 data and how the customer has no idea how far to look back for the "last" MBP-1 update prior to the 1 second or 1 minute refresh interval. Some of these are in development, hence the status of this entire ticket, however you should check on each individual one in case the specific feature you're looking for is still in Considering state.