Live data
Handle multiple record types
Handle different record types using callbacks.
Live
Stream live data to a file
Write and save live data to a file.
Live
Estimate Databento feed latency
Get time between our servers and your real-time application.
Live
Calculate TICK and TRIN indicators
Compute market TICK and TRading INdex on real-time trades.
Live
Subscribe to MBO snapshot
Get the latest order book state without replaying the entire trading session.
Live
Compare on-exchange and off-exchange trade volume
Compare the volumes of the different venues of Nasdaq Basic with NLS Plus.
Live