Introducing Databento's first US equities bundle: Databento Equities Basic
We're excited to announce the launch of Databento Equities Basic (DBEQ.BASIC), our first bundle of US equities data. This dataset is a bundle of US equities proprietary feeds from NYSE Chicago, NYSE National, IEX, and MIAX Pearl Equities, which are free to license for distribution, display, and non-display applications and is ideal for web apps, brokerages, systematic trading, and cloud-based environments.
The data is captured and distributed at the company's Equinix NY4 colocation and is available on real-time and historical basis with its Python, Rust, and C++ clients and market data APIs. Databento Equities Basic is the first of several US equities bundles we plan to release in the coming months.
- Covers 4 US equities exchanges (NYSE Chicago, NYSE National, IEX*, MIAX) with no monthly licensing fees from the exchange.
- Includes both real-time data and historical data starting from April 2023, and continuously available on a T+1 basis.
- Both usage-based and flat rate pricing available: only pay for what you use, or get unlimited use of historical and real-time data for only $825 per month.
- Multiple data schemas : market depth (MBP), last sale, OHLCV aggregates, and more.
- High-fidelity capture with nanosecond-resolution hardware timestamps and PTP time synchronization.
- Multiple encodings, including CSV, JSON, and our ultra-fast compressed binary format, DBN. Learn more about DBN here or on our GitHub .
- Support for batch flat file downloads, direct-to-application streaming, and market replay.
- Point-in-time instrument definitions.
To start using DBEQ.BASIC, you can use the same existing APIs or client libraries with DBEQ.BASIC as the dataset name. For example, Python client users can start with the following to fetch all instrument definitions:
import databento as db
client = db.Historical(key='YOUR_API_KEY')
data = client.timeseries.get_range(
dataset='DBEQ.BASIC',
schema='definition',
symbols='ALL_SYMBOLS',
start='2023-10-02',
)
Users can navigate to the Live data page in their portal to activate live DBEQ.BASIC data. There are no license fees for this dataset bundle, but some information is still needed for reporting purposes. After you answer a short questionnaire, Databento determines your subscriber status and auto-generates your contracts to meet venue licensing requirements. You can then begin streaming live data immediately.
*Note: IEX TOPS feed is delayed 15 milliseconds per exchange requirements. All other venues are real-time.