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 to its ideal properties for financial trading systems, with manual memory management, predictable performance, easy access to low-level facilities, productive tooling, and strong language community. And we've put our money where our mouth is: today, more than half of Databento's core infrastructure is written in Rust. Every API call mostly goes through our Rust code paths and all of our data is passed around using our high-performance messaging format, Databento Binary Encoding, which is also implemented in Rust. Some key features of our Rust client library include: Real-time and historical data. Same interfaces and data structures for both real-time and historical data, allowing you to use the same code for both. Full market coverage on our APIs. US futures (CME) and equities (Nasdaq) through the same API. Extremely fast. Comparable performance to our C++ client library, which achieves historical order book replay at 19 million events per second. Ability to fetch and listen to all symbols on an exchange at once, with a single API call. Median 6.1 microseconds between ingress and egress of our infrastructure. We'll be releasing US equity options, via OPRA, and real-time US equities later this month.
@Databento I have a question about your OPRA feed. Are corporate events such as earnings dates, dividend dates, splits etc tagged or identified in some fashion? Thank you.
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, with a November release time frame—this is tracked on our roadmap here.
I submitted a request to have corporate events added to options data from the OPRA feed. Hopefully you guys get to it. I'm in a quant trader group and your data has been well received. You and your team @Databento are doing a great job. Hope you guys aren't slammed with work.
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 prioritize the important features.