Recent Content by Databento

  1. Need tick data for ES , throw me a bone here

    We have tick data up to the max granularity (L2 on FIX/FAST and MBO/L3 on MDP 3.0) for all CME instruments, starting 2010-06-06. See this link....
    Post by: Databento, Feb 20, 2025 in forum: Data Sets and Feeds

  2. CTA directory?

    There's no public source of fund/CTA/CPO performance mandated by regulation. The performance figures that show up on public lists are usually by...
    Post by: Databento, Jan 5, 2025 in forum: Commodity Futures

  3. Databento - L2 and L3/MBO CME historical data now available for 14 years

    Thanks for asking. We're expanding our daily history back to 2006. But we have no confirmed plans about extending our intraday history past May...
    Post by: Databento, Jan 3, 2025 in forum: Announcements

  4. Databento - L2 and L3/MBO CME historical data now available for 14 years

    We've recently extended our coverage history for CME, CBOT, NYMEX and COMEX back to June 2010. You can now access full market depth up to 10...
    Thread by: Databento, Jan 2, 2025, 2 replies, in forum: Announcements

  5. Which software supports scanning stocks based on EOD data and intraday data?

    Example of doing this with Databento. (For full disclosure, I work there.)
    Post by: Databento, Oct 24, 2024 in forum: Trading Software

  6. Short selling at the Chicago Stock Exchange

    Thanks for asking and yes that is a requested feature here. We don't have immediate plans to develop it but will probably do so if we see more...
    Post by: Databento, Sep 16, 2024 in forum: Options

  7. Short selling at the Chicago Stock Exchange

    Yes, tick-by-tick, timestamped to the nanosecond.
    Post by: Databento, Sep 15, 2024 in forum: Options

  8. Short selling at the Chicago Stock Exchange

    It's because you're looking at the wrong place. The TRFs are where ATSes (informally called "dark pools") report their trades. The short trades...
    Post by: Databento, Sep 15, 2024 in forum: Options

  9. Historical Data

    Thank you so much for recommending us! <3
    Post by: Databento, Sep 12, 2024 in forum: Data Sets and Feeds

  10. Level 2 for Stock Options?

    We consume the OPRA raw feed and it's L1 only. You can see the spec here, there's only best bid/offer, no depth index.
    Post by: Databento, Sep 5, 2024 in forum: Options

  11. Level 2 for Stock Options?

    The short answer is yes, but it's extremely expensive. The long answer is complicated. So, options data that you've seen so far is almost always...
    Post by: Databento, Sep 5, 2024 in forum: Options

  12. How big is x1 day S&P 500 E-Mini data file for tick (L1) and LOB (L2)

    Thanks @NorgateData and @2rosy. You can indeed see this on our site. From Aug 19, 2024: Last sale only (Trades): 12.75 MB L1 (MBP-1): 388.82 MB...
    Post by: Databento, Aug 20, 2024 in forum: Data Sets and Feeds

  13. Intraday Adjustment (splits,dividends) in 2024

    We have no plans in the short term to release a solution that's priced at the <$50 price range. But just for future reference or your curiosity,...
    Post by: Databento, Jul 5, 2024 in forum: Data Sets and Feeds

  14. Intraday Adjustment (splits,dividends) in 2024

    We're onboarding users for our corporate actions dataset which includes split events - info here.
    Post by: Databento, Jul 3, 2024 in forum: Data Sets and Feeds