Announcements

Introducing ICE Futures US

Introducing new OPRA pricing plans

OPRA improvements coming soon

Engineering

Computing the option Greeks using Pathway and Databento

Author portrait of Luca Metehau, Guest author

Luca Metehau, Guest author

Build a fast, real-time stock screener in Python

Download and merge PCAPs with Databento for market replay

Author portrait of Roman Bansal, Guest author

Roman Bansal, Guest author

Getting queue position from L2 and order book data

February 26, 2025

Build a Pairs Trading Strategy in Python

February 16, 2025

Visualize market data with TradingView Lightweight Charts

Author portrait of Idris Dosunmu, Guest author

Idris Dosunmu, Guest author

January 28, 2025

Analyzing live market data with Databento and RisingWave

December 24, 2024

Matching engines: 3-minute guide for traders & developers

September 13, 2024

How we built the world’s fastest cloud-ready ticker plant

September 12, 2024

Company

Sparta x Databento: API infra and rethinking GTM

Quant Night London: Commodities, infra, and what’s next

Quants worth following: William Mann

Quant Night London: OPRA, HFT, and infrastructure insights

Quants worth following: Jakub Polec

Join Databento at Spring 2025 STAC Summit Chicago

Learning resources

What are 0DTE options?

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