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Examples and tutorials

Schemas and data formats

Standards and conventions

Venues and datasets

CME Globex MDP 3.0

Cboe EDGA Depth

Cboe EDGX Depth

Databento US Equities Basic

Databento US Equities Mini

Databento US Equities Summary

European Energy Exchange

ICE Endex iMpact

ICE Europe Commodities iMpact

ICE Europe Financials iMpact

ICE Futures US iMpact

MIAX Depth of Market

Nasdaq Basic with NLS Plus

Nasdaq TotalView-ITCH

NYSE American Integrated

NYSE Arca Integrated

NYSE Texas Integrated

NYSE National Trades and BBO

NYSE Integrated

Corporate actions

Adjustment factors

Security master

MEMX Memoir

MEMX disseminates full depth-of-book data for their exchange through their MEMOIR Depth Feed, which Databento receives over UDP multicast in our NY4 data center.

The MEMX Depth Feed Client Specifications are available from MEMX's website.

Info
The Databento team is currently working on this article.

Timestamps

MEMX messages received by Databento include one timestamp with nanosecond precision. As with all of our datasets, we also collect a ts_recv timestamp when the packet was received by our capture server. MEMX does not include an exchange send timestamp, thus ts_in_delta field is set to 0 for all messages.

Databento Field	MEMX Field	Description
`ts_recv`	N/A	The capture-server-received timestamp.
`ts_event`	Timestamp	The matching-engine-received timestamp.
`ts_in_delta`	N/A	Set to 0.

More details about our timestamps are available in our timestamping guide.