Product roadmap

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.

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)

Support AWS S3 as an additional method of delivery, aside from HTTP and FTP.

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.

Data for Deutsche Boerse Equities, including all schemas (MBO, MBP, ohlcv, etc)

Hello, I'd really like high quality equities data for european exchanges like xetra, so I created this feature request. Maybe others are interested in that as well. Even EOD would be nice as a start. Kind regards,

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.

It would be useful to have a snapshot of option chain at the end of the day for the OPRA or CME listed options so that the users can request option chains directly instead of requesting for each of the options individually. This will be easier for curve fitting and greeks calculation.

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)

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).

To extend support to browser-based applications.

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.

Data for Eurex, including all schemas (MBO, MBP, ohlcv, etc.).

This client library makes all our historical and live features easier to integrate in C# on Windows, Linux, and Mac OS. C# is currently already supported through our HTTP API and Raw TCP protocol, which are both language-agnostic.