Product roadmap

Historical and live market news.

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

B3: Brazil Equities and Futures MBO data. Keywords for search purposes: Brasil Bolsa Balcão S.A., Brazilian Mercantile and Futures Exchange (BM&F), BMF, Bovespa (São Paulo Stock Exchange), Cetip (Central of Custody and Financial Settlement of Securities for the organized OTC market).

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.

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

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.

Futures and options on futures from LME. This will be captured at LON2 colo and include both L2 (for implied pricing) and L3 feed (order-by-order). Lower granularities like OHLC, OI, settlement volume, etc. will be included as well

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

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

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

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)

Macroeconomic data releases, such as: Jobs Inflation, e.g. CPI FOMC

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

This would allow a user to get the latest published value of any given schema, within the boundaries allowed by licensing/entitlements/historical embargo window. Likely endpoint names for this would be either timeseries.get_last or timeseries.get_snapshot. The main benefit of this would be to support ticker tape-type use cases, especially when we've enabled entitlements to intraday data through the HTTP API. See also: List of other snapshot features on the roadmap

At present, there is no mechanism through which a customer can cancel a batch download request once that request has been submitted. This ticket is to track the release of a feature that would allow customers to cancel batch download requests if those requests have not yet been completed.