Product roadmap

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

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.

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

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).

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.

A Security Master for Global Corporate Actions data. External symbology mappings since 2005. Includes Bloomberg FIGI, ISINs, CFIs, FISNs, and CIKs.

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

could you please charge my most current card so that I am able to continue purchasing data?

When reading a DBN file that is also being written to, the DBNStore class will only iterate to the end of the file and then stop. Reading new records requires re-reading the entire file again. Adding another method/iterator that allows tailing the file being written to can enable use cases where one application writes DBN data to a file for another to read.

I wonder if I can get some ES Future tick data from today with this trial?

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.

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)

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.

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.