Product roadmap

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.

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.

Historical and live market news.

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

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

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.

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

Securities and futures data.

Stocks and derivatives data from the Singapore Exchange (SGX)

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

I’m looking to get short borrow rates via api. This data typically comes in late from my pb and not api based.

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.

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