Overview

Databento's live API offers both real-time subscriptions and intraday replay within the last 24 hours to various market data schemas and symbols. Multiple subscriptions may be combined into a single session, such as trades, subsampled data (second, minute, hour, daily aggregates), and definitions (expirations, settlement, etc.). For an easy transition from backtesting to live trading, the live API supports the same schemas, datasets, and symbology as the historical API and returns the same record structures. Our live clients use our binary DBN encoding for performant zero-copy market data decoding.