Official consolidated end-of-day summary data for all US equities is published by the Nasdaq NLS+ feed. This data is normalized into our Databento US Equities Summary dataset.

Overview

We'll use the historical client to request daily data for multiple equity symbols. For this example, we'll look at a few popular companies like AMZN, NFLX, and TSLA. We'll calculate the cumulative percent change for these symbols over time, then plot the data to compare their relative performance.

Example

Python

      
    
import databento as db
import matplotlib.pyplot as plt

# Set parameters
dataset = "EQUS.SUMMARY"
symbols = ["AMZN", "NFLX", "TSLA"]
start = "2024-10-01"
end = "2025-10-01"

client = db.Historical("YOUR_API_KEY")

# Request OHLCV-1d data for the selected symbols
df = client.timeseries.get_range(
    dataset=dataset,
    symbols=symbols,
    schema="ohlcv-1d",
    start=start,
    end=end,
).to_df()

# Calculate cumulative percent change over the request range
df["cum_pct_change"] = df.groupby("symbol")["close"].transform(lambda x: (x - x.iloc[0]) / x.iloc[0] * 100)

print(df)

# Plot the relative performance of these symbols
df.groupby("symbol")["cum_pct_change"].plot(
    figsize=(12, 6),
    legend=True,
    xlabel="Date",
    ylabel="Cumulative % Change",
    title="Relative Performance\nOctober 2024 - October 2025",
)

plt.axhline(y=0, color="grey", linestyle="-", zorder=1)
plt.grid(True)
plt.tight_layout()
plt.show()

Results

Python

      
    
                           rtype  publisher_id  instrument_id     open     high        low    close    volume symbol  cum_pct_change
ts_event
2024-10-01 00:00:00+00:00     35            90            853   184.90   186.19   183.4519   185.13  36044906   AMZN        0.000000
2024-10-01 00:00:00+00:00     35            90          11275   713.64   717.76   698.5900   706.13   2813482   NFLX        0.000000
2024-10-01 00:00:00+00:00     35            90          16244   262.67   263.98   248.5300   258.02  87397613   TSLA        0.000000
2024-10-02 00:00:00+00:00     35            90            853   184.44   186.60   184.0400   184.76  23704056   AMZN       -0.199860
2024-10-02 00:00:00+00:00     35            90          11275   706.13   716.21   704.6878   711.09   1758167   NFLX        0.702420
...                          ...           ...            ...      ...      ...        ...      ...       ...    ...             ...
2025-09-29 00:00:00+00:00     35            90          11275  1205.00  1224.49  1187.5400  1206.41   3033174   NFLX       70.848144
2025-09-29 00:00:00+00:00     35            90          16244   444.35   450.98   439.5000   443.21  79491510   TSLA       71.773506
2025-09-30 00:00:00+00:00     35            90          11275  1206.41  1208.50  1178.0000  1198.92   3830304   NFLX       69.787433
2025-09-30 00:00:00+00:00     35            90          16244   441.52   445.00   433.1200   444.72  74357960   TSLA       72.358732
2025-09-30 00:00:00+00:00     35            90            853   222.03   222.24   217.8900   219.57  48396369   AMZN       18.603144

[750 rows x 10 columns]

See also
The prices seen in the EQUS.SUMMARY dataset are unadjusted for any splits or dividends. This data can be enriched with our corporate actions and adjustment factors datasets.

Daily prices