Product roadmap

This serves as a master list of all other snapshot-like features on our roadmap. The scope of this ticket is potentially very large and ambiguous so we've broken this down into smaller tickets that you can follow separately. (Historical only) https://roadmap.databento.com/b/n0o5prm6/feature-ideas/add-historical-endpoint-for-latest-snapshot-of-any-schema. 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. The main benefit of this is for creating ticker tape or latest quote features, e.g. on a web app, after we start exposing intraday data over the historical/HTTP API (https://roadmap.databento.com/roadmap/expose-intraday-and-current-trading-session-historical-data-over-historical-http-api-and-clients). Likely endpoint names for this would be either timeseries.get_last or timeseries.get_snapshot. (Historical only) https://roadmap.databento.com/b/n0o5prm6/feature-ideas/provide-snapshots-as-of-specified-time-in-historical-api. Likely endpoint names for this would be either timeseries.get_last or timeseries.get_snapshot.(Live only) https://roadmap.databento.com/roadmap/add-periodic-mbo-book-snapshots-to-live-api. This allows a user to get the last published value of any given schema at a specified time. The main benefit of this would be to allow customers to subsample the data on server side and reduce cost, though the benefit is diminished with feature 5 on this list. Note that this would allow a user to emulate (1) relatively well since a user could potentially just pass in their current clock time or some time slightly ahead of the clock time. However, their underlying implementations would be different and (1) and (2) would likely be released separately. Likely endpoint names for this would be either timeseries.get_last_asof or `timeseries. (Live only) https://roadmap.databento.com/b/n0o5prm6/feature-ideas/allow-live-api-clients-to-request-for-mbo-snapshot-recovery. This provides resilience to gaps or data errors originating from Databento side. It could also be used for recovery of book state caused by client-side issues or disconnection, but would be less quick than feature (4) on this list.(Both historical and live) https://roadmap.databento.com/roadmap/fixed-interval-mbp-1-summaries-eg-1-minute-bbo-or-subsampled-bbo. The purpose of this is more to provide customers a convenience over fetching or subscribing MBP-1 and subsampling and forward filling the MBP-1 data themselves, which could be very expensive given the size of MBP-1 data and how the customer has no idea how far to look back for the "last" MBP-1 update prior to the 1 second or 1 minute refresh interval. Some of these are in development, hence the status of this entire ticket, however you should check on each individual one in case the specific feature you're looking for is still in Considering state.

For ICE US futures including US softs and financials, such as cocoa, cotton, sugar, frozen orange juice, canola, world cotton, US grains, precious metals, MSCI indices, all currency pairs, and US Dollar Index. This was previously tied to this ticket for ICE Futures Europe and ICE Endex. However, we've decided to release ICE Futures Europe and Endex first separately from ICE US.

This ticket tracks the feature of releasing historical data as early as permissible. Currently, we embargo historical data strictly at a 24h cutoff to ensure that it is distributed safely as historical data for every venue, thus sidestepping real-time/delayed licensing requirements for our users. However, many venues actually define their "historical" boundary as the same date in venue local timezone OR the session end. So in theory, if a session ends at 8 PM ET, it would be possible to distribute data from the same day at 7.59 PM ET at 8 PM ET. Currently, to get data from within the trading session, you must use the live API (through Raw API or a live client of the Raw API). However, the Raw API can be unwieldy for a range of use cases that require a small amount of data from the current trading session. For example, if the user only needs a few instrument definitions, settlement prices, or wants to update a ticker tape based on subsampled OHLCVs, it is usually preferred to use a request-response model like our HTTP API; setting up and tearing down a stateful TCP subscription for the live API is probably too hefty for this feature. Once released, users should be able to access intraday historical data via HTTP API so long as they have a live data entitlement. See also: https://roadmap.databento.com/b/n0o5prm6/feature-ideas/provide-snapshots-for-historical-and-live-data

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

Brazil Equities and Futures MBO 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

SEC Form 13F is a quarterly report required by the U.S. Securities and Exchange Commission (SEC) from institutional investment managers overseeing $100 million or more in equity assets. This filing provides transparency into the investment activities of major financial institutions, such as hedge funds, mutual funds, and asset managers, by disclosing their equity holdings in publicly traded companies. Form 13F filings offer valuable insights into market trends, institutional investment strategies, and capital flows across sectors, making them a critical resource for investors, analysts, and financial data platforms. At Databento, we plan to streamline access to 13F data, offering timely, structured, and developer-friendly APIs to help our users efficiently analyze institutional holdings, track portfolio shifts, and uncover investment opportunities. The timing of this release will largely depend on customer demand. Please upvote this roadmap item if you're interested in this dataset. In the meantime, we recommend sourcing this data directly from SEC themselves.

Historical hourly opton prices for crude oil futures (CME). to use with excel. I am new to your portal. One year of data would be ok but I need optiondata for all monthly and weekly expirations and all strike prices for the last 12 months. With Option Prices I intend the Greeks, ask,bid and mid. Are these data available, at what cost and what is the format for the download? Thank you,

Introduce support for JSON encoding as an input format within raw API POST requests. This feature will enable users to submit structured data more efficiently and align with modern API usage standards. By leveraging JSON, developers can streamline the integration process, reduce errors, and improve compatibility with various programming environments. This enhancement will provide a flexible and developer-friendly experience, making it easier for clients to interact with our API.

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)

To extend support to browser-based applications.

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.

Full depth of book feed for Cboe Futures Exchange (CFE). CFE contains volatility futures and corporate bond index futures, such as VIX futures (VX, VXM).

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