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 levels for the years where CME's feed was based on a legacy FIX/FAST format, and market by order (MBO) for the years since the migration to CME MDP 3.0. Our historical data includes nanosecond-resolution timestamps, and includes all symbols on the exchange, including non-lead month contracts, spreads, options on futures, options combinations, UDIs, and UDSes. This makes Databento one of the leading sources for high-precision tick data for futures, as most tick data providers only carry L1 history of lead month outrights with millisecond resolution this far back. Access is available through our APIs (e.g. Python, Rust, HTTP) and file downloads can be done through our non-code browser UI. Learn more details here.
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 2018 for now. We're more focused on our Eurex/EEX launch and expanding OPRA history for the rest of Q1. We're making several improvements to our equities offering roughly on Jan 13 and Feb 4: Expanding equities daily history to go back to roughly 2006. Adding NYSE Integrated, including auction imbalance, back to May 2018. Adding NYSE Arca Integrated, including auction imbalance, back to May 2018. Adding NYSE American Integrated, including auction imbalance, back to May 2018. Adding Cboe BZX, BYX, EDGA, EDGX Depth, back to May 2018. Adding MEMX Memoir Depth, back to March 2023. Reintroducing MIAX Pearl Equities DoM, back to March 2023. Adding Nasdaq Basic/NLS Plus and NYSE Trades for TRF trade volumes, back to 2024. There will be sources with more history for L1 but our focus is on being the best source for L2 and L3/MBO.