Databento Docs

Databento provides live and historical market data with advanced features

Simple

A very small API surface and simple protocols. Anyone can get started in as little as 3 minutes.

Universal

Cover multiple asset classes and trading venues with one unified message format.

Institutional standards

Powered by the same direct feeds and PTP timestamping practices used by top financial institutions.

No usage limits

Listen to every order book message or hundreds of thousands of symbols at once.

Low latency without data loss

6.1 microsecond normalization latency. Practically zero data gaps with our FPGA-based capture.

Flexible pricing

Pay for what you use usage-based pricing for historical data. Or get unlimited access with flat-rate pricing.

Build your first application

Set up your API key. Get historical and live data—in as little as 4 lines of code.

Starter guides by asset class

Core concepts

Basic tutorials

Quick links

Data formats

L3 • Full order book L2 • Market depth L1 • Top of book Trades Quotes BBO OHLCV Statistics Market status Trading halts Trading hours Instrument definitions

Frequency

Tick-by-tick Second Minute Hourly Daily End of day

Futures

Continuous contracts Front month Back months Open interest Settlement prices Cleared volume Expirations Tick size Spreads User defined instruments Options on futures

Options

Stock options ETF options Index options Option chains Expirations Strikes 0DTE Underlying prices Open interest Volume Implied volatility Greeks

Equities

Stocks ETFs NBBO Closing prices Auction imbalance Pre-market Dividends Splits

Indices

Spot indices Implied indices Moneyness VIX and SPX

API features

Flat files DBN CSV JSON Parquet Write to disk Read from disk Snapshots Market replay Timestamping Performance optimization Latency Cloud interconnects Cross-connects Raw PCAP files