Product roadmap

Only regular trading hours are supported currently.

It would be helpful if OPRA trade conditions were included in the normalized schemas. This is useful information that's currently lost during normalization. Also include the "message type" of each last sale message. Similar to: https://roadmap.databento.com/roadmap/us-equity-trade-condition-codes

Via streamlined SBE.

Australian Stocks with ASX and CBOE trades

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.

Minneapolis Grain Exchange (MGEX) has been rebranded under the MIAX Futures Exchange. This dataset provides coverage of symbols such as "HRSW" Minneapolis Hard Red Spring Wheat.

This request is to capture all requests for AI skills and tools (i.e Claude skills) related to Databento's APIs.

我如何才能取消订阅，我暂时不需要这个服务了

Please add forecasts of individual dividend amounts and ex-dividend dates, including unannounced dividends, with historical revisions and timestamps showing when each version became available. This would support options pricing, implied volatility and Greeks, early-exercise modelling, and index-futures fair value. Backtests need the dividend expectations available at the time; using eventual outcomes introduces look-ahead bias. Annual or quarterly dividend estimates don’t identify which dividends fall before a contract expires.

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.

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.