Product roadmap

Submit dataset requests and feature ideas here. For bug reports, use our chat support or issues tracker instead.

Trending

  1. Backfill US equities history before 2018

    The earliest that our tick history (L1 and better) goes back to is 2018, which is the start of our Nasdaq TotalView-ITCH coverage. While backfill of daily/OHLCV/L0 data is in progress, which will bring daily history back to at least 2010, we have no immediate plans to backfill our tick history yet. The root issue is that we cannot find a quality source that we trust for this granularity of data prior to 2018. While several sources exist, most of them do not meet our accuracy/quality control standards. This ticket tracks backfill of US equities - especially tick history for those venues - back to before 2018.

    Tessa Hollinger

    1

  2. JPX Futures

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

    Michael Aaron B

    8

  3. Real-time and historical index data

    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.

    Tessa Hollinger

    31

  4. Parquet encoding

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

    Tessa Hollinger

    12

  5. Calculated options greeks schema

    Add a schema for calculated metrics like options greeks, e.g. implied volatility, delta, etc.

    Carter Green

    13

  6. Equities reference, fundamental and static data

    e.g. Shares outstanding, short interest, market capitalization, P/E ratio etc.

    Tessa Hollinger

    3

  7. Machine-readable news feed (live and historical)

    Historical and live market news.

    Renan Gemignani (Databento)

    0

  8. Indian stock and derivatives data

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

    Amit S

    8

  9. US equity trade condition codes

    Add trade reporting modifier flags, e.g. those found in CTS sale conditions here: https://www.nyse.com/publicdocs/ctaplan/notifications/trader-update/cts_output_spec.pdf Similar to: https://roadmap.databento.com/b/n0o5prm6/feature-ideas/include-opra-trade-conditions

    Luca L

    5

  10. Limited support for L2/L3/MBP-10/MBO on Standard plans

    The legacy live usage-based plans allowed users to access L2/L3 data. However L2/L3 were pulled from the Standard plan. One possibility to increase the value of the Standard plan is to offer limited access to L2/L3, perhaps gated by a quota on symbol subscriptions per account, etc.

    Tessa Hollinger

    4

  11. HKEX

    Securities and futures data.

    Tessa Hollinger

    2

  12. Singapore Exchange (SGX) data

    Stocks and derivatives data from the Singapore Exchange (SGX)

    Carter Green

    1

  13. Euronext equities and futures (Milan, Paris, Amsterdam, Oslo, Brussels, Lisbon, Dublin) and LuxSE

    This ticket tracks all Euronext cash and derivatives markets. This includes, for example: Euronext Milan (formerly Borsa Italiana)Euronext Paris futures (CAC40, Milling Wheat, Corn, Rapeseed, etc.)Euronext Paris equitiesEuronext AmsterdamEuronext OsloEuronext BrusselsEuronext LisbonEuronext DublinLuxembourg Stock Exchange (LuxSE)

    Josip V

    5

  14. Official R client library

    This client library makes all our historical and live features easier to integrate in R on Windows, Linux, and Mac OS. R is currently already supported through our HTTP API and Raw TCP protocol, which are both language-agnostic.

    Tessa Hollinger

    0

  15. Cboe Europe (BXE, CXE, DXE)

    All Cboe Europe on-book equities markets - BXE, CXE, DXE. Captured at Equinix LD4.

    Tessa Hollinger

    0