Product roadmap

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

Only regular trading hours are supported currently.

Via streamlined SBE.

Australian Stocks with ASX and CBOE trades

The Eurex dataset (XEUR.EOBI) has availability from 2025-03-10. This request is to backfill this dataset with more history. A source of this history has not been identified, we will update this ticket when/if it is accepted with details.

Hi Databento support, Two of my batch jobs have been sitting in state "queued" since submission and never moved to "processing", while 6 definition jobs for the same date, submitted by the same account a few minutes earlier, completed normally. Job 1: Job ID: GLBX-20261109-YSL9BJETME Submitted: 2026-11-09 02:48:23 UTC Symbols: YM.FUT (stype_in=parent, stype_out=instrument_id) Job 2: Job ID: GLBX-20261109-EDAESTMVPJ Submitted: 2026-11-09 02:48:58 UTC Symbols: CL.FUT (stype_in=parent, stype_out=instrument_id) Both jobs: Dataset: GLBX.MDP3 Schema: definition Range: 2026-10-23T00:00:00Z to 2026-10-24T00:00:00Z Encoding: dbn, zstd Quoted cost: USD 0 (metadata.get_cost, immediately before submission) What I observed: Polled batch.get_job_details roughly every 17 s since submission (387 polls per job, 02:48Z to 04:36Z, about 1 h 47 min). Every response returned state="queued"; neither job has reached "processing".6 other definition jobs for the same date on the same account (NQ.FUT, ES.FUT, ES.OPT, NQ.OPT, GC.FUT, HG.FUT), submitted between 02:41Z and 02:48Z, all completed in under 4 minutes: GLBX-20261109-H4NGGD9PCE, GLBX-20261109-JMYNDKA8PE, GLBX-20261109-NEYY5RX953, GLBX-20261109-GH97GYEGUN, GLBX-20261109-DLF8RKC69U, GLBX-20261109-5SW4GUWGDJThe same query for YM.FUT on 2026-09-30 (job GLBX-20261104-7W8NY3KAGR, submitted 2026-11-04 15:24Z) completed in under 1 minute, so the symbol/schema itself is fine.Similar stalls happened earlier this week: GLBX-20261107-KHRB7CABBL (ZF.FUT mbp-10), GLBX-20261106-N3R6M9WKXU (TN.FUT mbp-10) and GLBX-20261106-K9V8K9T7TH (ZB.FUT mbp-10) each stalled for about 4 hours. Could you check whether these two jobs are stuck in your batch queue and either release them or let me know if I should cancel and resubmit? I have not resubmitted so far to avoid duplicate jobs. If possible, please keep the same job IDs, since my downloader is still waiting on them. Thank you,

Dear Databento Support Team, I am writing regarding a historical market data order that I accidentally placed with the wrong dataset. I mistakenly purchased EQUS.MINI TBBO data, whereas I actually need XNAS.ITCH historical data, which provides a longer historical period for my quantitative financial research project. I would therefore kindly like to request a cancellation and refund of the incorrect order, if possible. Alternatively, I would greatly appreciate a credit that I could apply toward purchasing the correct XNAS.ITCH dataset. Order details: Request ID: EQUS-20261107-FYWYJ8NFDDDataset: EQUS.MINISchema: TBBOOrder date: November 7, 2026Amount charged: USD 92.77 I intend to continue using Databento and purchase the correct historical dataset, so a credit toward that purchase would also be a very helpful solution. Thank you very much for your time and consideration. I would sincerely appreciate any assistance you can provide. Best regards

Hi, I was charged $471.63 dollars but I not longer had subscription. My previous subscription was already cancelled few weeks ago. I would like to request the reimbursment . Thank you Andres Escobar 9499661546

About 6 months ago i ordered access for 6 months of pcap data during 2025 for CME for account AWS account 891612553438. I need access immediately my email is albi@taconictrading.com and my name is Albi Tocilla.

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.

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.