Product roadmap

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).

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

Add a schema for calculated metrics like options greeks, e.g. implied volatility, delta, etc.

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.

To extend support to browser-based applications.

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

Data for: Copenhagen Stock Exchange (Nasdaq Copenhagen) Stockholm Stock Exchange (Nasdaq Stockholm) Helsinki Stock Exchange (Nasdaq Helsinki) Iceland Stock Exchange (Nasdaq Iceland) Tallinn Stock Exchange (Nasdaq Baltic) Riga Stock Exchange (Nasdaq Baltic) Vilnius Stock Exchange (Nasdaq Baltic)

Could we add support to make the result of DBNStore.to_df a Polars dataframe as well? Perhaps the function signature could just be overloaded with a to_polars: bool argument. Something like: In Python @overload def to_df(self, to_polars: Literal[False]) -> pd.DataFrame: ... @overload def to_df(self, to_polars: Literal[True]) -> pl.DataFrame: ... Or, maybe to_df is split into two different functions to_pandas and to_polars. Either way, it would be helpful to avoid having to do pl.from_pandas(store.to_df().reset_index(drop=False)). Plus, Polars can convert to pyarrow-Pandas zero-copy, but not the other way around.

Hello, I'd really like high quality equities data for european exchanges like xetra, so I created this feature request. Maybe others are interested in that as well. Even EOD would be nice as a start. Kind regards,

Full order book feed for LSE securities — including full depth pricing data, auction imbalance, and instrument trading status.

Currently, we only support the standard Python versions and not the free-threaded interpreters. Supporting this will require some work in databento-dbn and perhaps dependencies of the databento package.

Data for Deutsche Boerse Equities, including all schemas (MBO, MBP, ohlcv, etc)

Hello Databento Team, could you add a native Dark Mode across the Console, Docs, and API Explorer with system detection via prefers-color-scheme and a manual toggle to reduce eye strain and improve nighttime usability?

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.

Data for Eurex, including all schemas (MBO, MBP, ohlcv, etc.).