Databento Equities Max
Equities
Coming soon
Databento Equities Max includes all of Databento Equities Book: the prop feeds of 3 US stock exchanges (IEX, NYSE National, and NYSE Chicago); all ATSes reporting to the 3 FINRA TRFs; Nasdaq TotalView-ITCH; NYSE Integrated; and NYSE Arca Integrated. It also provides access to all remaining equities venues, which include MIAX Pearl Equities, MEMX, Nasdaq BX and PSX, NYSE American, and the complete suite of Cboe exchanges (EDGA, EDGX, BZX, and BYX).
Venue | Dataset | Depth |
---|---|---|
NYSE | NYSE Chicago Integrated | Full order book |
NYSE | NYSE National BBO and Trades | Top of book |
NYSE | NYSE Integrated MBO | Full order book |
NYSE | NYSE Arca Integrated MBO | Full order book |
NYSE | NYSE American Integrated MBO | Full order book |
IEX | IEX TOPS (delayed 15 ms) | Top of book |
MIAX | MIAX Pearl DoM | Full order book |
FINRA TRFs | Nasdaq NLS and NYSE Trades | Trades only |
Nasdaq | Nasdaq TotalView-ITCH | Full order book |
Nasdaq | Nasdaq BX TotalView-ITCH | Full order book |
Nasdaq | Nasdaq PSX TotalView-ITCH | Full order book |
CBOE | EDGA Pitch Depth | Full order book |
CBOE | EDGX Pitch Depth | Full order book |
CBOE | BZX Pitch Depth | Full order book |
CBOE | BYX Pitch Depth | Full order book |
Modern features built for top financial institutions
Self-service onboarding
Skip the sales call. Access your first dataset in as little as 3 minutes.
Direct from colocation facilities
Sourced and distributed straight from the colocation facilities that house each venue’s matching engine.
Complete normalization
Cover multiple asset classes and trading venues with one unified message format.
Multiple encodings
Choose between CSV, JSON, and our highly-compressible binary encoding, DBN.
Multiple symbology systems
Continuous contracts, options chains, rollover rules, venue-native numeric IDs, ticker symbols, and more.
Unlimited usage
Scale up with near-unlimited API calls and enough bandwidth even for a full-venue firehose.
The most powerful APIs for normalized market data
Learn more ->
Same API for real-time and historical data
Our live API uses the same interfaces and data structures as our historical market replay, letting you use the same code for backtest and live trading.
Entire venue in a single subscription
Subscribe to every update of every symbol on the venue, in a single API call—like a direct feed—be it over internet or cross-connect.
Tick-by-tick with full order book depth
All buy and sell orders at every price level. Get each trade, every tick, and order queue composition at all prices.
Nanosecond, PTP-synchronized timestamps
The only normalized market data solution to provide up to four timestamps for every event, with sub-microsecond accuracy across venues.
Low latency
The fastest real-time feed over public cloud. 90th percentile latency up to your application at 42 microseconds (cross-connect) or 590 microseconds (internet).
Seamless intraday replay
Join your real-time subscription with a seamless, streaming replay of the session. All within the ease of a single API call.
Multiple connectivity options
Get the full feed wherever you are. Cross-connects in NY4 and Aurora. Dedicated interconnect to AWS, GCP, Azure, and 8 PoPs.
Build your first application in 4 lines of code
Databento works with any language through our Raw API, which uses a binary protocol over TCP, and our HTTP API. We also provide client libraries for Rust, Python, and C++.
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import databento as db
client = db.Historical('YOUR_API_KEY')
data = client.timeseries.get_range(
dataset='GLBX.MDP3',
schema='mbo',
start='2023-01-09T00:00',
end='2023-01-09T20:00',
limit=100,
)
data.replay(print)
Get started
Examples
Reference – Historical
Reference – Live
Get licensed for live data in 3 minutes
Understand pricing in a simple way
Answer a short questionnaire to determine your actual monthly license fees and submit your license agreements. We pass through these license fees with no upcharge.
Keep track of license agreements in one place
Keep track of all past and active licenses from your Databento portal. Easily update the license based on any team composition changes.
Flexible pricing to meet your needs
Only pay for the data you use with usage-based pricing, or get unlimited data with our flat-rate pricing. Skip the sales call and get an instant price quote today.
See pricing