Product roadmap

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.

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.

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.

https://www.cftc.gov/MarketReports/CommitmentsofTraders/index.htm

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.

To extend support to browser-based applications.

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

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

Make our historical and live APIs easier to integrate from Java.

The current coverage for EEX covers futures and options on futures, but gas spot contracts are not currently part of the coverage. In the scope of this ticket, add support for EEX gas spot contracts under the XEEE.EOBI dataset.

Ability to write natural language queries in Databento Docs to generate documentation for simple use cases, e.g. using o1-mini, Claude, GPT-4o, etc.

The ability to remove tickers from an already started live data subscription. Currently subscriptions can only end by closing the session.

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

e.g. From BrokerTec or NASDAQ Fixed Income.