Yes. The raw feed is about 3-5 Gbps per side at average rate, normalization shrinks this down substantially and buffering manages the spikes....
I'm excited to announce the latest addition to Databento's offerings: live and historical for all 16 US equity options exchanges through OPRA....
I'm excited to announce that Databento has launched its dedicated interconnect service. The service enables Databento customers in public cloud...
Being able to use the same code for production and backtest is probably the most important.
Thanks so much, it brightens my day to hear that. I've relayed this to the team. We have a busy schedule but feedback like this helps us...
Thanks for asking. Those corporate events on the underlying stocks don't come as part of the OPRA feed. We're working on corporate actions data,...
I'm proud to announce that we've launched our official Rust client library this week. Check it out on GitHub here. We chose to support Rust due...
Our CME history goes back to 2017-05-21. If you only want GE end-of-day it's just $3.29 for 5 years. Tick data is a bit higher, at $95.61 for 5...
Interesting, thanks for sharing. It seems the single-file limitation is the primary trade-off here. In our case we need horizontal scale-out, but...
We've not used TimeBase but it looks like it's a proprietary software by Deltix. Deltix itself is a reasonably good company, but we don't have...
We don't have a direct integration with NinjaTrader. You'd have to either use our HTTP API or Raw TCP API in C# to integrate us in NinjaTrader.
We don't currently provide Indian markets. We're focused on building a great experience for US futures, equities, spot FX, and fixed income first...
Depends on the volume you can do, $250k to $1M.
Unfortunately no, that's essentially what our historical API is for. Unlike most other vendors you've probably come across, our historical and...
After a month of successful testing, we're now opening our real-time feed service to all users! You can now start your subscription on your own...
:(
74.75 makes more sense. It is significantly above the midprice of 62.5.
No, this is correct. You can do a sanity check yourself: the theoretical price (microprice) should be higher when there's stronger buying interest...
Thanks! 1. CME doesn't require a license to get historical data. Hence, there's also no "base fee" for historical data. 2. A non-pro user can...
Real-time data is now available through Databento Live, starting with CME futures and options, and we're accepting early testers. Databento Live...
Separate names with a comma.