New user guides

What's a schema?

See fields and columns included with each schema.

Supported Schemas

Symbology

How to interpret instrument IDs, symbols, and definitions.

Symbology

Normalization format

Learn more about our data normalization.

Normalization Format

DBN files and encoding

Save and read our data in DBN, our lightning-fast binary format.

DBN Encoding

Equities

Get started on equities data like Nasdaq TotalView-ITCH.

Equities

Equity options

Get started on equity options data like OPRA.

Equity Options

Futures

Get started on futures data like CME Globex MDP 3.0.

Futures

Options on futures

Get started on options on futures data.

Futures Options

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