Databento docs
  • Home
  • Quickstart
  • Set up Databento
  • Choose a service
  • Build your first application
  • New user guides
  • Examples and tutorials
  • Equities
  • Equities: Introduction
  • Top pre-market movers
  • Find average spread for a symbol
  • Calculate synthetic NBBO from prop feeds
  • Get daily closing prices for equities
  • Analyze auction imbalance dynamics
  • Futures
  • Futures: Introduction
  • Volume, open interest, and settlement prices
  • Futures trading hours
  • Get options chain for a futures product
  • Determine publishing times for statistics
  • Indices
  • Indices: Introduction
  • Implied SPX index from ES futures curve
  • Filter options by moneyness
  • Filter SPXW strikes by VIX-implied expected move
  • Options
  • Equity options: Introduction
  • Options on futures: Introduction
  • All options with a given underlying
  • Join options with underlying prices
  • US equity options volume by venue
  • Resample US equity options NBBO
  • Estimate implied volatility
  • Get symbols for 0DTE options
  • Daily statistics for equity options
  • Get end of day option spreads
  • Live data
  • Handle multiple record types
  • Stream live data to a file
  • Estimate Databento feed latency
  • Calculate TICK and TRIN indicators
  • Subscribe to MBO snapshot
  • Compare on-exchange and off-exchange trade volume
  • Historical data
  • Programmatic batch downloads
  • Best bid, best offer, and midprice
  • Custom OHLCV bars from trades
  • Join schemas on instrument ID
  • Plot a candlestick chart
  • Calculate VWAP and RSI
  • End-of-day pricing and portfolio valuation
  • Benchmark portfolio performance
  • Market halts, volatility interrupts, and price bands
  • Resample OHLCV from 1-minute to 5-minute
  • Convert DBN to other encoding formats
  • Request a large number of symbols
  • Symbology
  • Continuous contracts
  • Parent symbology
  • Symbology mapping for live data
  • Dataset symbols
  • Instrument definitions
  • Finding liquid instruments
  • Handling tick sizes
  • Finding ICE intercommodity spreads
  • Displaying fractional prices
  • Computing tick value and contract notional
  • Order book
  • Types of order book events
  • State management of resting orders
  • Limit order book construction
  • Microprice and book imbalance
  • Queue position of an order
  • Algorithmic trading
  • A high-frequency liquidity-taking strategy
  • Build prediction models with machine learning
  • Execution slippage and markouts
  • Matching engine latencies
  • Using messaging rates as a proxy for implied volatility
  • Mean reversion and portfolio optimization
  • Pairs trading based on cointegration
  • Build a real-time stock screener
  • Corporate actions
  • Dividends
  • New listings
  • Splits and reverse splits
  • Mergers and demergers
  • Adjustment factors
  • Applying adjustment factors
  • Handling multiple stock selections
  • Security master
  • Enrich instrument definitions
  • Listings and delistings
  • Market capitalization change
CORE CONCEPTS
  • Schemas and data formats
  • What's a schema?
  • Market by order (MBO)
  • Imbalance
  • Market by price (MBP-10)
  • Market by price (MBP-1)
  • BBO on trade (TBBO)
  • BBO on interval (BBO)
  • Trades
  • Aggregate bars (OHLCV)
  • Instrument definitions
  • Statistics
  • Status
  • Corporate actions
  • Adjustment factors
  • Security master
  • Standards and conventions
  • Common fields, enums and types
  • Normalization
  • Symbology
  • Databento Binary Encoding
  • Zstandard (zstd)
  • MBO snapshots
  • Reference data enums
  • Corporate actions events
  • Architecture
  • Databento architecture
  • Timestamping
  • Locations and network connectivity
  • Dedicated connectivity
  • Databento NTP service
  • Performance optimization
  • Venues and datasets
  • Blue Ocean ATS MEMOIR Depth
  • Cboe BYX Depth
  • Cboe BZX Depth
  • Cboe EDGA Depth
  • Cboe EDGX Depth
  • CFE
  • Databento Core Indices - CGIF
  • CME Globex MDP 3.0
  • Databento US Equities Mini
  • Databento US Equities Summary
  • Eurex
  • European Energy Exchange
  • ICE Endex
  • ICE Europe Commodities
  • ICE Europe Financials
  • ICE Futures US
  • IEX TOPS
  • MEMX MEMOIR Depth
  • MIAX Pearl Depth of Market
  • Nasdaq Basic with NLS Plus
  • Nasdaq TotalView-ITCH
  • Nasdaq Texas TotalView-ITCH
  • Nasdaq PSX TotalView-ITCH
  • NYSE Integrated
  • NYSE American Integrated
  • NYSE Arca Integrated
  • NYSE National Trades and BBO
  • NYSE Texas Integrated
  • OPRA
  • Adjustment factors
  • Corporate actions
  • Security master
API REFERENCE
  • Historical API
  • Basics
  • Overview
  • Authentication
  • Schemas and conventions
  • Datasets
  • Symbology
  • Encodings
  • Compression
  • Dates and times
  • Errors
  • Rate limits
  • Size limits
  • Metered pricing
  • Versioning
  • Client
  • Historical
  • Metadata
  • Historical.metadata.list_publishers
  • Historical.metadata.list_datasets
  • Historical.metadata.list_schemas
  • Historical.metadata.list_fields
  • Historical.metadata.list_unit_prices
  • Historical.metadata.get_dataset_condition
  • Historical.metadata.get_dataset_range
  • Historical.metadata.get_record_count
  • Historical.metadata.get_billable_size
  • Historical.metadata.get_cost
  • Time series
  • Historical.timeseries.get_range
  • Historical.timeseries.get_range_async
  • Symbology
  • Historical.symbology.resolve
  • Batch downloads
  • Historical.batch.submit_job
  • Historical.batch.list_jobs
  • Historical.batch.list_files
  • Historical.batch.get_job_details
  • Historical.batch.download
  • Historical.batch.download_async
  • Helpers
  • DBNStore
  • DBNStore.from_bytes
  • DBNStore.from_file
  • DBNStore.reader
  • DBNStore.replay
  • DBNStore.request_full_definitions
  • DBNStore.request_symbology
  • DBNStore.to_csv
  • DBNStore.to_df
  • DBNStore.to_file
  • DBNStore.to_json
  • DBNStore.to_ndarray
  • DBNStore.to_parquet
  • DBNStore.__iter__
  • DBNStore.insert_symbology_json
  • map_symbols_csv
  • map_symbols_json
  • Live API
  • Basics
  • Overview
  • Authentication
  • Sessions
  • Schemas and conventions
  • Datasets
  • Symbology
  • Dates and times
  • Intraday replay
  • Snapshot
  • System messages
  • Errors
  • Connection limits
  • Error detection
  • Versioning
  • Compression
  • Recovering after a disconnection
  • Maintenance schedule
  • Slow reader behavior
  • Client
  • Live
  • Live.add_callback
  • Live.add_stream
  • Live.add_reconnect_callback
  • Live.block_for_close
  • Live.start
  • Live.stop
  • Live.subscribe
  • Live.terminate
  • Live.wait_for_close
  • Live.__aiter__
  • Live.__iter__
  • Reference API
  • Basics
  • Overview
  • Authentication
  • Symbology
  • Dates and times
  • Errors
  • Rate limits
  • Client
  • Reference
  • Corporate actions
  • Reference.corporate_actions.get_range
  • Reference.corporate_actions.list_events
  • Reference.corporate_actions.list_enums
  • Adjustment factors
  • Reference.adjustment_factors.get_range
  • Security master
  • Reference.security_master.get_last
  • Reference.security_master.get_range
RESOURCES
  • FAQs
  • Client libraries vs. APIs
  • Streaming vs. batch download
  • Usage-based pricing and credits
  • Instruments and products
  • Venues and publishers
  • MBP-1 vs. TBBO vs. BBO schemas
  • Portal
  • Data catalog
  • Batch download
  • Data usage
  • API keys
  • Download center
  • Team
  • Billing
  • Plans and live data
  • Release notes
  • C++
  • 0.69.0 - Upcoming
  • 0.68.1 - 2026-09-30
  • 0.68.0 - 2026-09-18
  • 0.67.0 - 2026-09-01
  • 0.66.0 - 2026-08-25
  • 0.65.0 - 2026-08-18
  • 0.64.0 - 2026-08-11
  • 0.63.0 - 2026-08-04
  • 0.62.1 - 2026-07-28
  • 0.62.0 - 2026-07-14
  • 0.61.0 - 2026-07-07
  • 0.60.0 - 2026-06-16
  • 0.59.0 - 2026-06-02
  • 0.58.0 - 2026-05-26
  • 0.57.0 - 2026-05-12
  • 0.56.0 - 2026-05-05
  • 0.55.0 - 2026-04-28
  • 0.54.0 - 2026-04-21
  • 0.53.0 - 2026-04-08
  • 0.52.0 - 2026-03-31
  • 0.51.0 - 2026-03-17
  • 0.50.0 - 2026-03-03
  • 0.49.0 - 2026-02-24
  • 0.48.0 - 2026-02-18
  • 0.47.0 - 2026-02-04
  • 0.46.1 - 2026-01-27
  • 0.46.0 - 2026-01-20
  • 0.45.0 - 2025-12-10
  • 0.44.0 - 2025-11-18
  • 0.43.0 - 2025-10-22
  • 0.42.0 - 2025-08-19
  • 0.41.0 - 2025-08-12
  • 0.40.0 - 2025-07-29
  • 0.39.1 - 2025-07-22
  • 0.39.0 - 2025-07-15
  • 0.38.2 - 2025-07-01
  • 0.38.1 - 2025-06-25
  • 0.38.0 - 2025-06-10
  • 0.37.1 - 2025-06-03
  • 0.37.0 - 2025-06-03
  • 0.36.0 - 2025-05-27
  • 0.35.1 - 2025-05-20
  • 0.35.0 - 2025-05-13
  • 0.34.2 - 2025-05-06
  • 0.34.1 - 2025-04-29
  • 0.34.0 - 2025-04-22
  • 0.33.0 - 2025-04-15
  • 0.32.1 - 2025-04-07
  • 0.32.0 - 2025-04-02
  • 0.31.0 - 2025-03-18
  • 0.30.0 - 2025-02-11
  • 0.29.0 - 2025-02-04
  • 0.28.0 - 2025-01-21
  • 0.27.0 - 2025-01-07
  • 0.26.0 - 2024-12-17
  • 0.25.0 - 2024-11-12
  • 0.24.0 - 2024-10-22
  • 0.23.0 - 2024-09-25
  • 0.22.0 - 2024-08-27
  • 0.21.0 - 2024-07-30
  • 0.20.1 - 2024-07-16
  • 0.20.0 - 2024-07-09
  • 0.19.1 - 2024-06-25
  • 0.19.0 - 2024-06-04
  • 0.18.1 - 2024-05-22
  • 0.18.0 - 2024-05-14
  • 0.17.1 - 2024-04-08
  • 0.17.0 - 2024-04-01
  • 0.16.0 - 2024-03-01
  • 0.15.0 - 2024-01-16
  • 0.14.1 - 2023-12-18
  • 0.14.0 - 2023-11-23
  • 0.13.1 - 2023-10-23
  • 0.13.0 - 2023-09-21
  • 0.12.0 - 2023-08-24
  • 0.11.0 - 2023-08-10
  • 0.10.0 - 2023-07-20
  • 0.9.1 - 2023-07-11
  • 0.9.0 - 2023-06-13
  • 0.8.0 - 2023-05-16
  • 0.7.0 - 2023-04-28
  • 0.6.1 - 2023-03-28
  • 0.6.0 - 2023-03-24
  • 0.5.0 - 2023-03-13
  • 0.4.0 - 2023-03-02
  • 0.3.0 - 2023-01-06
  • 0.2.0 - 2022-12-01
  • 0.1.0 - 2022-11-07
  • Python
  • 0.87.0 - 2026-09-22
  • 0.86.0 - 2026-09-01
  • 0.85.0 - 2026-08-25
  • 0.84.0 - 2026-08-18
  • 0.83.0 - 2026-08-04
  • 0.82.0 - 2026-07-21
  • 0.81.0 - 2026-07-07
  • 0.80.0 - 2026-06-16
  • 0.79.0 - 2026-06-02
  • 0.78.0 - 2026-05-12
  • 0.77.0 - 2026-04-28
  • 0.76.0 - 2026-04-21
  • 0.75.0 - 2026-04-07
  • 0.74.1 - 2026-03-31
  • 0.74.0 - 2026-03-24
  • 0.73.0 - 2026-03-10
  • 0.72.0 - 2026-02-26
  • 0.71.0 - 2026-02-17
  • 0.70.0 - 2026-01-27
  • 0.69.0 - 2026-01-13
  • 0.68.2 - 2026-01-06
  • 0.68.1 - 2025-12-16
  • 0.68.0 - 2025-12-09
  • 0.67.0 - 2025-12-02
  • 0.66.0 - 2025-11-18
  • 0.65.0 - 2025-11-11
  • 0.64.0 - 2025-09-30
  • 0.63.0 - 2025-09-02
  • 0.62.0 - 2025-08-19
  • 0.61.0 - 2025-08-12
  • 0.60.0 - 2025-08-05
  • 0.59.0 - 2025-07-15
  • 0.58.0 - 2025-07-08
  • 0.57.1 - 2025-06-17
  • 0.57.0 - 2025-06-10
  • 0.56.0 - 2025-06-03
  • 0.55.1 - 2025-06-02
  • 0.55.0 - 2025-05-29
  • 0.54.0 - 2025-05-13
  • 0.53.0 - 2025-04-29
  • 0.52.0 - 2025-04-15
  • 0.51.0 - 2025-04-08
  • 0.50.0 - 2025-03-18
  • 0.49.0 - 2025-03-04
  • 0.48.0 - 2025-01-21
  • 0.47.0 - 2024-12-17
  • 0.46.0 - 2024-12-10
  • 0.45.0 - 2024-11-12
  • 0.44.1 - 2024-10-29
  • 0.44.0 - 2024-10-22
  • 0.43.1 - 2024-10-15
  • 0.43.0 - 2024-10-09
  • 0.42.0 - 2024-09-23
  • 0.41.0 - 2024-09-03
  • 0.40.0 - 2024-08-27
  • 0.39.3 - 2024-08-20
  • 0.39.2 - 2024-08-13
  • 0.39.1 - 2024-08-13
  • 0.39.0 - 2024-07-30
  • 0.38.0 - 2024-07-23
  • 0.37.0 - 2024-07-09
  • 0.36.3 - 2024-07-02
  • 0.36.2 - 2024-06-25
  • 0.36.1 - 2024-06-18
  • 0.36.0 - 2024-06-11
  • 0.35.0 - 2024-06-04
  • 0.34.1 - 2024-05-21
  • 0.34.0 - 2024-05-14
  • 0.33.0 - 2024-04-16
  • 0.32.0 - 2024-04-04
  • 0.31.1 - 2024-03-20
  • 0.31.0 - 2024-03-05
  • 0.30.0 - 2024-02-22
  • 0.29.0 - 2024-02-13
  • 0.28.0 - 2024-02-01
  • 0.27.0 - 2024-01-23
  • 0.26.0 - 2024-01-16
  • 0.25.0 - 2024-01-09
  • 0.24.1 - 2023-12-15
  • 0.24.0 - 2023-11-23
  • 0.23.1 - 2023-11-10
  • 0.23.0 - 2023-10-26
  • 0.22.1 - 2023-10-24
  • 0.22.0 - 2023-10-23
  • 0.21.0 - 2023-10-11
  • 0.20.0 - 2023-09-21
  • 0.19.1 - 2023-09-08
  • 0.19.0 - 2023-08-25
  • 0.18.1 - 2023-08-16
  • 0.18.0 - 2023-08-14
  • 0.17.0 - 2023-08-10
  • 0.16.1 - 2023-08-03
  • 0.16.0 - 2023-07-25
  • 0.15.2 - 2023-07-19
  • 0.15.1 - 2023-07-06
  • 0.15.0 - 2023-07-05
  • 0.14.1 - 2023-06-16
  • 0.14.0 - 2023-06-14
  • 0.13.0 - 2023-06-02
  • 0.12.0 - 2023-05-01
  • 0.11.0 - 2023-04-13
  • 0.10.0 - 2023-04-07
  • 0.9.0 - 2023-03-10
  • 0.8.1 - 2023-03-05
  • 0.8.0 - 2023-03-03
  • 0.7.0 - 2023-01-10
  • 0.6.0 - 2022-12-02
  • 0.5.0 - 2022-11-07
  • 0.4.0 - 2022-09-14
  • 0.3.0 - 2022-08-30
  • HTTP API
  • 0.36.0 - TBD
  • 0.35.0 - 2025-08-19
  • 0.34.1 - 2025-06-17
  • 0.34.0 - 2025-06-09
  • 0.33.0 - 2024-12-10
  • 0.32.0 - 2024-11-26
  • 0.31.0 - 2024-11-12
  • 0.30.0 - 2024-09-24
  • 0.29.0 - 2024-09-03
  • 0.28.0 - 2024-06-25
  • 0.27.0 - 2024-06-04
  • 0.26.0 - 2024-05-14
  • 0.25.0 - 2024-03-26
  • 0.24.0 - 2024-03-06
  • 0.23.0 - 2024-02-15
  • 0.22.0 - 2024-02-06
  • 0.21.0 - 2024-01-30
  • 0.20.0 - 2024-01-18
  • 0.19.0 - 2023-10-17
  • 0.18.0 - 2023-10-11
  • 0.17.0 - 2023-10-04
  • 0.16.0 - 2023-09-26
  • 0.15.0 - 2023-09-19
  • 0.14.0 - 2023-08-29
  • 0.13.0 - 2023-08-23
  • 0.12.0 - 2023-08-10
  • 0.11.0 - 2023-07-25
  • 0.10.0 - 2023-07-06
  • 0.9.0 - 2023-06-01
  • 0.8.0 - 2023-05-01
  • 0.7.0 - 2023-04-07
  • 0.6.0 - 2023-03-10
  • 0.5.0 - 2023-03-03
  • 0.4.0 - 2022-12-02
  • 0.3.0 - 2022-08-30
  • 0.2.0 - 2021-12-10
  • 0.1.0 - 2021-08-30
  • Raw API
  • 0.9.4 - Upcoming
  • 0.9.3 - 2026-08-01
  • 0.9.2 - 2026-07-18
  • 0.9.1 - 2026-06-27
  • 0.9.0 - 2026-04-26
  • 0.7.5 - 2026-02-28
  • 0.7.4 - 2026-02-15
  • 0.7.3 - 2026-02-10
  • 0.7.2 - 2025-12-14
  • 0.7.1 - 2025-11-09
  • 0.7.0 - 2025-10-26
  • 0.6.4 - 2025-09-28
  • 0.6.3 - 2025-09-07
  • 0.6.2 - 2025-08-02
  • 0.6.1 - 2025-06-29
  • 0.6.0 - 2025-05-24
  • 0.5.6 - 2025-04-06
  • 0.5.5 - 2024-12-01
  • 0.5.4 - 2024-10-02
  • 0.5.3 - 2024-10-02
  • 0.5.1 - 2024-07-24
  • 2024-07-20
  • 2024-06-25
  • 0.5.0 - 2024-05-25
  • 0.4.6 - 2024-04-13
  • 0.4.5 - 2024-03-25
  • 0.4.4 - 2024-03-23
  • 0.4.3 - 2024-02-13
  • 0.4.2 - 2024-01-06
  • 0.4.0 - 2023-11-08
  • 0.3.0 - 2023-10-20
  • 0.2.0 - 2023-07-23
  • 0.1.0 - 2023-05-01
  • Rust
  • 0.64.0 - Upcoming
  • 0.63.0 - 2026-09-29
  • 0.62.0 - 2026-09-21
  • 0.61.0 - 2026-09-01
  • 0.60.0 - 2026-08-25
  • 0.59.0 - 2026-08-18
  • 0.58.0 - 2026-08-11
  • 0.57.0 - 2026-08-04
  • 0.56.0 - 2026-07-28
  • 0.55.0 - 2026-07-14
  • 0.54.0 - 2026-07-07
  • 0.53.0 - 2026-06-02
  • 0.52.0 - 2026-05-26
  • 0.51.0 - 2026-05-12
  • 0.50.0 - 2026-05-05
  • 0.49.0 - 2026-04-29
  • 0.48.0 - 2026-04-21
  • 0.47.0 - 2026-04-15
  • 0.46.0 - 2026-04-07
  • 0.45.0 - 2026-03-31
  • 0.44.0 - 2026-03-17
  • 0.43.0 - 2026-03-04
  • 0.42.0 - 2026-02-24
  • 0.41.0 - 2026-02-18
  • 0.40.0 - 2026-01-27
  • 0.39.0 - 2026-01-20
  • 0.38.0 - 2025-12-16
  • 0.37.0 - 2025-12-09
  • 0.36.0 - 2025-11-19
  • 0.35.0 - 2025-10-22
  • 0.34.1 - 2025-09-30
  • 0.34.0 - 2025-09-23
  • 0.33.1 - 2025-08-26
  • 0.33.0 - 2025-08-19
  • 0.32.0 - 2025-08-12
  • 0.31.0 - 2025-07-30
  • 0.30.0 - 2025-07-22
  • 0.29.0 - 2025-07-15
  • 0.28.0 - 2025-07-01
  • 0.27.1 - 2025-06-25
  • 0.27.0 - 2025-06-10
  • 0.26.2 - 2025-06-03
  • 0.26.1 - 2025-05-30
  • 0.26.0 - 2025-05-28
  • 0.25.0 - 2025-05-13
  • 0.24.0 - 2025-04-22
  • 0.23.0 - 2025-04-15
  • 0.22.0 - 2025-04-01
  • 0.21.0 - 2025-03-18
  • 0.20.0 - 2025-02-12
  • 0.19.0 - 2025-01-21
  • 0.18.0 - 2025-01-08
  • 0.17.0 - 2024-12-17
  • 0.16.0 - 2024-11-12
  • 0.15.0 - 2024-10-22
  • 0.14.1 - 2024-10-08
  • 0.14.0 - 2024-10-01
  • 0.13.0 - 2024-09-25
  • 0.12.1 - 2024-08-27
  • 0.12.0 - 2024-07-30
  • 0.11.4 - 2024-07-16
  • 0.11.3 - 2024-07-09
  • 0.11.2 - 2024-06-25
  • 0.11.1 - 2024-06-11
  • 0.11.0 - 2024-06-04
  • 0.10.0 - 2024-05-22
  • 0.9.1 - 2024-05-15
  • 0.9.0 - 2024-05-14
  • 0.8.0 - 2024-04-01
  • 0.7.1 - 2024-03-05
  • 0.7.0 - 2024-03-01
  • 0.6.0 - 2024-01-16
  • 0.5.0 - 2023-11-23
  • 0.4.2 - 2023-10-23
  • 0.4.1 - 2023-10-06
  • 0.4.0 - 2023-09-21
  • 0.3.0 - 2023-09-13
  • 0.2.1 - 2023-08-25
  • 0.2.0 - 2023-08-10
  • 0.1.0 - 2023-08-02
  • Data
  • 2026-10-13
  • 2026-09-15
  • 2026-08-08
  • 2026-07-19
  • 2026-05-31
  • 2026-05-09
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llms.txt

Venues and datasets

Differences between venue protocols and how they’re normalized by Databento.

Blue Ocean ATS MEMOIR Depth
Equities
OCEA.MEMOIR
Cboe BYX Depth
Equities
BATY.PITCH
Cboe BZX Depth
Equities
BATS.PITCH
Cboe EDGA Depth
Equities
EDGA.PITCH
Cboe EDGX Depth
Equities
EDGX.PITCH
CFE
Futures
Options
XCBF.PITCH
CME Globex MDP 3.0
Futures
Options
GLBX.MDP3
Databento Core Indices - CGIF
Indices
DBIX.CORE
Databento US Equities Mini
Equities
EQUS.MINI
Databento US Equities Summary
Equities
EQUS.SUMMARY
Eurex
Futures
Option
XEUR.EOBI
European Energy Exchange
Futures
Option
XEEE.EOBI
ICE Endex
Futures
Options
NDEX.IMPACT
ICE Europe Commodities
Futures
Options
IFEU.IMPACT
ICE Europe Financials
Futures
Options
IFLL.IMPACT
ICE Futures US
Futures
Options
IFUS.IMPACT
IEX TOPS
Equities
IEXG.TOPS
MEMX MEMOIR Depth
Equities
MEMX.MEMOIR
MIAX Pearl Depth of Market
Equities
EPRL.DOM
Nasdaq Basic with NLS Plus
Equities
XNAS.BASIC
Nasdaq TotalView-ITCH
Equities
XNAS.ITCH
Nasdaq PSX TotalView-ITCH
Equities
XPSX.ITCH
Nasdaq Texas TotalView-ITCH
Equities
XBOS.ITCH
NYSE Integrated
Equities
XNYS.PILLAR
NYSE American Integrated
Equities
XASE.PILLAR
NYSE Arca Integrated
Equities
ARCX.PILLAR
NYSE National Trades and BBO
Equities
XCIS.TRADESBBO
NYSE Texas Integrated
Equities
XCHI.PILLAR
OPRA
Options
OPRA.PILLAR
Adjustment factors
Equities
Reference
Corporate actions
Equities
Reference
Security master
Equities
Reference