Thanks for the feedback. We're very intentional in that we don't plan on competing to be the lowest-cost data provider. There are some specific...
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....
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...
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...
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...
Example of doing this with Databento. (For full disclosure, I work there.)
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...
Yes, tick-by-tick, timestamped to the nanosecond.
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...
Thank you so much for recommending us! <3
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.
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...
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...
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,...
We're onboarding users for our corporate actions dataset which includes split events - info here.
We've got SPY tick data (every trade) for 5 years, $78.16—free if you use your signup credit. [ATTACH] ES is a bit more expensive.
Here you go: Python ✅ NQ front month ✅ 1 min granularity ✅ Self-signup, no need to wait for an email reply ✅ import databento as db client =...
Yes you can just specify whatever you want in your subscription request: import databento as db client = db.Live(key="YOUR_API_KEY") #...
$11.56/month for all top-of-book changes and trades of the 10 most active tickers (see this page > Batch select all symbols on page > Click...
We have both: databento.com You can find us on the official exchange distributor lists, e.g. CME, Nasdaq, IEX, ICE, etc.
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