Data

2026-10-13

Fixed an issue where NDEX.IMPACT had no options data through 2023-03-17.

2026-09-15

The latest regeneration of CME Globex data prior to May 2017 includes several data quality fixes.

Bug fixes

Fixed missing final settlement prices on 2016-03-18 by normalizing settlement prices from MDP2 security definitions into the statistics schema
Fixed CME Globex MDP2 requests for part of a UTC date returning truncated or empty data
Fixed incomplete OHLCV bars in CME Globex MDP2 data where most of a day consolidated into a single bar
Fixed min_price_increment_amount in MDP2 definitions, which incorrectly held the min_price_increment value

2026-08-08

Enhancements

Upgraded GLBX.MDP3 to DBN version 3:
Definition schema now includes one record per strategy leg
Added N (None) action, which can carry F_LAST flag
Settlement prices from security definitions move to the statistics schema
Price limits are added to the statistics schema

Bug fixes

GLBX.MDP3 fixes:
Fixed issue where legacy CME data is missing side for trades
Fixed incorrect mapping of instrument security trading status for Pre-Cross
Fixed issue where publication of a Status record could cause MBO records to incorrectly have F_LAST set, and also trigger a premature MBP record before the end of the CME event

2026-07-19

Bug fixes

Fixed issue with ts_recv jitter in EQUS.MINI where timestamps could be non-monotonic

This fix will be propagated to already-generated historical data at a later date.

2026-05-31

Bug fixes

Fixed issue with incorrect off-market publisher attribution for trades for live and historical data starting on 2026-05-31.
Fixed issue with truncated contract symbols for live and historical data starting on 2026-05-31

These fixes will be propagated to already-generated historical data at a later date.

2026-05-09

Enhancements

Added channel 333 (Event Contracts II) to GLBX.MDP3 data
Moved the weekly gateway restart from Sunday 09:30 UTC to Saturday 02:15 CT

2026-04-22

Bug fixes

Fixed instrument_id inconsistency in Blue Ocean ATS historical data from 2026-03-22 through 2026-04-21

2026-04-15

This release introduces live and historical CFE (XCBF.PITCH) data. CFE is the exclusive venue for futures on the Cboe Volatility Index (VIX), a widely used benchmark for expected U.S. equity market volatility. Its coverage also extends to corporate bond index, equity index and cryptocurrency contracts. You can read more about the release here.

2026-04-13

Bug fixes

Fixed Blue Ocean ATS historical data from 2026-02-10 through 2026-02-13 that was degraded by a packet handling bug following a network gap affecting 2026-02-08 through 2026-02-09. Data from 2026-02-08 through 2026-02-09 remains degraded.

2026-04-08

This release introduces live and historical Blue Ocean ATS MEMOIR Depth (OCEA.MEMOIR) data. Blue Ocean ATS is a leading venue for after-hours US equities trading, supporting 24-hour access to US equity markets. You can read more about the release here.

Enhancements

Added support for the OCEA.MEMOIR dataset

2025-11-09

Bug fixes

Fixed default values for new imbalance data to match other schemas
Fixed auction_time to be in UTC for NYSE datasets

2025-11-04

This release introduces live and historical Eurex EOBI (XEUR.EOBI) data. Eurex is Europe's largest derivatives exchange and a major trading venue for equity index and fixed income derivatives, as well as single stock options. You can read more about the release here.

Enhancements

Added support for the XEUR.EOBI dataset

2025-09-23

Bug fixes

Fixed missing ts_ref in CME Globex settlement price statistics prior to 2015
Fixed a symbology issue in the XCIS.TRADESBBO dataset starting on 2025-02-21.

2025-08-26

Enhancements

Added preliminary end-of-day statistics to EQUS.SUMMARY. More details available on the dataset supplement.

2025-08-05

Enhancements

Added historical data for delisted market types in ICE datasets, including EUA futures when they traded on IFEU prior to 2021

Bug fixes

Fixed missing options book updates for ICE datasets

2025-07-25

The latest regeneration of CME Globex data prior to May 2017 includes several data quality fixes and improvements.

Enhancements

Added status schema data for CME Globex prior to May 2017

Bug fixes

Fixed incorrect activation and expiration from 2015-11-22 to 2017-05-21
Fixed incorrect price levels in the MBP-10 schema for products with reduced market_depth and implied books on MDP2 CME Globex data
Fixed missing ts_ref in CME Globex data from 2015-11-20 to 2017-05-21
Fixed empty CME Globex data for 2010-09-13, 2010-11-17, 2012-07-19, and 2017-03-13
Fixed out-of-order statistics records in pre-2017 CME Globex data
Fixed missing SettlPriceType normalization in MDP2 CME Globex data

2025-07-06

Bug fixes

Fixed missing symbol mappings in live EQUS.MINI when subscribing between 09:30Z on Sunday and 06:00Z on Monday

2025-07-01

Bug fixes

Fixed incomplete ICE Futures US data prior to 2023-03-19
Fixed broken symbology for BRN futures and options in ICE Europe Commodities data on 2024-01-01 and 2024-01-02

2025-06-27

Bug fixes

Fixed misaligned and incorrect values for some instruments in CME Globex from 2012-02-05 through 2012-02-10

2025-06-17

This release introduces live and historical ICE Futures US iMpact (IFUS.IMPACT) and ICE Europe Financials iMpact (IFLL.IMPACT) data. The datasets cover US futures and options for all softs, metals, and financial products, as well as European equity and interest rate derivatives. You can read more about the release here.

Enhancements

Changed the following Venue, Publisher, and Dataset descriptions:
"ICE Futures Europe (Financials)" renamed to "ICE Europe Financials"
"ICE Futures Europe (Commodities)" renamed to "ICE Europe Commodities"

2025-06-10

Enhancements

Extended OPRA Pillar history back to 2013. You can read more about the release here.

2025-05-20

Bug fixes

Fixed degraded dates in CME Globex prior to 2024-12-09 could have stuck orders
Fixed incorrect underlying for options created mid-week in CME Globex prior to 2017-05-21

2025-05-07

Enhancements

Extended US equities coverage to Cboe EDGX Depth, Cboe EDGA Depth, Cboe BZX Depth, and Cboe BYX Depth. You can read more about the release here.
Added normalization for the official opening and closing cross prices in Nasdaq data

2025-04-05

Enhancements

Added support for open interest and volume-based continuous symbology in the live API

2025-04-01

Bug fixes

Fixed incorrect strike prices for some options in CME Globex definitions prior to 2017-05-21

2025-03-13

Enhancements

Extended US equities coverage to MEMX MEMOIR Depth. You can read more about the release here.

2025-02-26

Bug fixes

Regenerated degraded EPRL.DOM historical data from 2025-02-03 through 2025-02-19 (inclusive)

2025-02-01

Enhancements

Added the Databento US Equities Mini dataset, which provides cost-effective real-time US equities data. You can read more about this release here.

2025-01-15

Breaking changes

Rolled out changes to live connection limits

2024-12-14

Bug fixes

Fixed degraded CME Globex data for 2024-11-08

2024-12-03

Enhancements

Extended CME Globex history back to 2010

2024-12-02

This release features several normalization and data quality improvements to ICE Europe Commodities and ICE Endex.

Enhancements

Improved ICE normalization to use ContractSymbol for raw_symbol when available. ContractSymbol provides more human-readable symbols than the StrategySymbol fallback.
Updated ICE normalization to normalize off-market trades under a separate publisher

Bug fixes

Fixed an issue with ICE Europe Commodities and ICE Endex where System Priced leg trades were counted towards OHLCV bars

2024-10-22

Bug fixes

Fixed an issue where several Fridays in 2020 had no data for ICE Europe Commodities and ICE Endex

2024-10-24

Enhancements

Added adjustment factors to our reference data API. You can read about this release here.

2024-07-05

Enhancements

Added an MBP snapshot record at 00:00 UTC for historical data. This is generated along with the existing MBO snapshot and will have the F_SNAPSHOT flag set. The MBP snapshot will only be sent for instruments that actually have a quote.

2024-06-25

Enhancements

Added the status schema for the GLBX.MDP3 dataset

2024-06-18

Bug fixes

Changed normalization for CME Globex MDP 3.0 statistics to use tag 34-MsgSeqNum for sequence to match other schemas instead of tag 83-RptSeq
Fixed scaling of strike_price for metal options for CME Globex MDP 3.0
Added truncated digit of strike_price for MDP 3.0 2-Year T-Note options (OZT) for CME Globex MDP 3.0. strike_price now includes the full strike price
Fixed scaling of unit_of_measure_qty in older CME Globex MDP 3.0. Previously, the newer 9-digit precision scaling was erroneously applied to pre-late 2018 data when CME used 7-digit precision
Changed stat_flags to always be 0 when it is unused or there is no source field to normalize to it

2024-05-07

Bug fixes

Changed normalization for ICE Europe Commodities iMpact and ICE Endex iMpact to no longer set ts_ref when a valuation date time or trading date isn't specified
Added missing normalization to statistics schema for Option Open Interest Message and Option Settlement Price Message in ICE Europe Commodities iMpact and ICE Endex iMpact

2024-01-18

This release introduces live and historical ICE Europe Commodities iMpact (IFEU.IMPACT) and ICE Endex iMpact (NDEX.IMPACT) data. The datasets cover European futures and options for all energy and commodities products, including all listed outrights, spreads, and options combinations. You can read more about the release here.

Enhancements

Added the IFEU.IMPACT and NDEX.IMPACT datasets, does not yet include our mbo, mbp-10, mbp-1, and tbbo schemas

2023-11-17

Enhancements

This release adds support for Nasdaq TotalView-ITCH (XNAS.ITCH) live data. This includes detailed information on every order in the book, captured and distributed from our Equinix NY4 colo, offering more insights into Nasdaq market activity than data sourced from the SIPs.

You can read more about this release here.

2023-10-04

This release introduces the Databento Equities Basic dataset (DBEQ.BASIC), our first bundle of live and historical US equities data. The bundle includes five proprietary feeds—NYSE Chicago Integrated, IEX TOPS, NYSE National Trades, NYSE National BBO, and MIAX Pearl Equities Depth of Market—that can be licensed for distribution, display, and non-display applications at no cost. You can read more about the release here.

Enhancements

Added the DBEQ.BASIC dataset, does not include live data for the mbo schema

Breaking changes

Changed XNAS.ITCH Cross Trade messages when no cross occurred to have a price of UNDEF_PRICE instead of the previous price of 0

2023-08-29

This release introduces the OPRA (Options Price Reporting Authority) dataset (OPRA.PILLAR) for the historical and live APIs, covering all 16 national exchanges. This not only includes options on single name equities, but also on indices, e.g., Cboe VIX options, SPX options, and certain volatility benchmark indices like SPIKE and VSPKE. You can read more about the release here.

Enhancements

Added the OPRA.PILLAR dataset, does not yet include live data for the mbp-1 schema, or Global Trading Hours (GTH)

2023-07-23

Updated CSV encoding:
Reordered columns in every schema to better reflect relative importance
Added channel_id to MBO schema
Always include rtype to differentiate between schemas
Rename security_group in definitions schema to group to match struct definitions
Updated JSON encoding:
Moved header fields (rtype, publisher_id, instrument_id, and ts_event) to
Added channel_id to MBO schema
Changed to always include rtype to differentiate between schemas nested object under the key hd in JSON encoding to match structure definitions
Rename security_group in definitions schema to group to match struct definitions
All 64-bit integers are now serialized as strings to avoid loss of precision

2023-05-01

Renamed product_id to instrument_id in common header
Renamed symbol to raw_symbol in definitions schema

2023-04-28

Added strike_price field to definitions schema
Added strike_price_currency field to definitions schema
Added instrument_class field to definitions schema
Deprecated related and related_security_id from definitions schema

2023-03-07

Fixed an issue causing duplicate add order snapshots on CME Globex MDP 3.0.