Product roadmap

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). Keywords: Market calendar, trading holidays.

e.g. From BrokerTec or NASDAQ Fixed Income.

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.

Only regular trading hours are supported currently.

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

Australian Stocks with ASX and CBOE trades

Real-time and historical FINRA TRACE data. Keywords: Real-time bond market transaction data, fixed income, asset-backed (ABS) and mortgage-backed securities (MBS), U.S. Treasury securities, U.S. Treasury notes, corporate bonds.

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

Full order book feed for LSE securities — including full depth pricing data, auction imbalance, and instrument trading status. Includes: LSE UKLSE InternationalLSE European See also: https://roadmap.databento.com/b/n0o5prm6/feature-ideas/lse-turquoise

As per this link.

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

FedWatch data. As found on https://www.cmegroup.com/market-data/market-data-api.html

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

The current guide (https://databento.com/docs/architecture/performance-optimization) was written pre-launch and now best practices have drifted a bit.