Product roadmap

futures and futures options OHLC, OI and volume from the LME

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.

For ICE US futures including US softs and financials, such as cocoa, cotton, sugar, frozen orange juice, canola, world cotton, US grains, precious metals, MSCI indices, all currency pairs, and US Dollar Index. This was previously tied to this ticket for ICE Futures Europe and ICE Endex. However, we've decided to release ICE Futures Europe and Endex first separately from ICE US.

Most comprehensive, order-by-order view of all events in the NYSE equities market. Combines both orders and trades, providing more determinism than OpenBook feed. Also contains auction imbalance records.

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.

Full depth of book feed for Cboe EDGA exchange. Formerly known as Direct Edge EDGA.

Full depth of book feed for Cboe BYX exchange.

Full depth of book feed for Cboe BZX exchange.

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.

Currently our ICE Futures Europe coverage only includes commodities and not financial products like Euribor, as stated here. This ticket separately tracks a future dataset that includes the financial products. ICE Futures Europe financial products include: STIRSFTSE 100London Stock OptionsBond DerivativesEuriborSwapnoteEuroswissLong GiltMedium GiltShort GiltSOFRSONIA

Currently, continuous symbology only works for CME. This should work for ICE as well.

Data source can be different, e.g. LME, ICE, CME, EIA (free), USDA (free). Would like to get some uniform API to fetch them in a simple way.

Full depth of book feed for US equities, with zero license fees for real-time distribution and display.

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).