Introducing Databento US Equities

We’re excited to introduce Databento US Equities , a new service that brings data from 15 US equities exchanges and 30 ATSs together under a single pricing plan. This solution combines our existing US equities datasets (Nasdaq TotalView-ITCH and those bundled in Databento Equities Basic) with the remaining trading venues for a complete view of the market.

Our initial release includes 40 trading venues and adds  8 new datasets  to our catalog:

• Nasdaq Basic with NLS Plus
• Nasdaq BX TotalView-ITCH
• Nasdaq PSX TotalView-ITCH
• NYSE Integrated
• NYSE Arca Integrated
• NYSE American Integrated
• Databento US Equities Summary
• MIAX Pearl Depth of Market

Future updates will extend coverage to include MEMX and Cboe exchanges. For more details, explore our Databento US Equities service page or visit our pricing page to upgrade your plan.

Our normalized APIs now support NYSE , NYSE Arca , and NYSE American's full order book feeds. These Integrated feeds provide auction imbalance data from NYSE-operated venues, complementing the imbalance data already available through Nasdaq TotalView-ITCH.

Through Nasdaq Basic with NLS Plus , users now have access to the majority of trading volume on non-lit markets. This dataset includes the direct feed for off-exchange trades reported to the FINRA/Nasdaq TRFs.

We've added Nasdaq BX and PSX TotalView-ITCH's full order book feeds to our normalized APIs, which builds on our existing PCAP coverage for these venues.

Our new Summary dataset provides 100% intraday volume on a delayed basis and consolidated end-of-day prices (OHLCV) across all NMS exchanges and ATSs. This maximizes CTA/UTP SIP coverage without introducing license fees.

We’ve launched new pricing plans to support our Databento US Equities service. As outlined in the pricing table , we've organized our schemas into four categories based on their level of granularity: L0, L1, L2, and L3. Our new plans include different time ranges of history for each group of schemas.

Our new Standard plan is available for $199/month and provides unlimited access to:

• 7 years of OHLCV history
• 12 months of L1 history (13 schemas total)
• 1 month of L2 (MBP-10) and L3 (MBO) history
• Live data with no exchange license fees

All plans include rolling T+1 coverage for the included schemas and access to our full suite of proprietary depth-of-book feeds, including new datasets that will be released in February and March.

IEX TOPS live data will be replaced by Databento US Equities Mini on February 1, 2025. This new dataset blends multiple sources to create a more accurate BBO than IEX TOPS without exchange license fees. IEX TOPS historical data will remain a part of our catalog.

Databento US Equities Max will combine all proprietary feeds into one dataset, allowing users to calculate an accurate synthetic NBBO and a more predictive microprice than SIP feeds. It will be released by the end of Q2 2025.