Product roadmap

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

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.

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.

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

Historical and live market news.

It would be great if Japan Exchange Group (Nikkei 225, etc) could be supported. CME Nikkei 225 volume is too low.

Securities and futures data.

Stocks and derivatives data from the Singapore Exchange (SGX)

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.

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

Apart from CME/Comex the most important exchanges for metals (prices, inventory, warehouse movements etc) are: LME, LBMA, SHFE, Dalian, and for all recycled commodities it is Davis Index. It would be a massive help if you can provide even just end of day data with historical data from these platforms to start with. Live feeds and delayed feeds are obvious next steps but EOD data would be a massive first step.

Hi, I was looking at the NG.c.0 bbo-1s schema. We downloaded the entire history range a while back, and two dates were missing at the time (specifically 2012-02-12 and 2017-05-29). I'm working on a strategy that involves the bbo-1s schema and have (pleasantly) found that these two dates are now present when queried with the client get_range API. My question is: does it happen that you adjust/fix data on your end and then make it available to clients? This would also help me rule out any issues in my download and Parquet conversion process. Grazie

Hi, I am not satisfied about the download speed of historical data. When I first use this service a year ago (Jan 2025) it was fast (about 30-40MB/s), then it dropped to 20MB/s, now it is only 1 MB/s. For reference, I'm using 2 Gig fiber and speed test looks fine using fast.com Can we introduce the object storage system as other vendors do? (e.g. Massive, Tardis) I'm guessing most people download daily zstd data format and ALL_SYMBOLS, therefore you could just prepare files in advance and upload to object storage, I recommend Cloudflare R2, since they don't charge you outbound traffic fee. And since most users are Pro subscription, you only need to store last 1 month for frequent access. This would be a huge deal I think.

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.