Equities data

Get real-time and historical stock and ETF data.
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Used by 3,000+ leading firms and high-growth startups

50+ trading venues

Easy access with a single, unified API.

1.4+ million instruments

Tick data, full order book, and more.

Over 10 PB coverage

Raw and normalized market data.

Flexible pricing

Only pay for what you use, or get unlimited access with flat-rate pricing.

Direct from source

Sourced from direct feeds at our Equinix NY4 and Aurora I colos.

Self-service onboarding

Skip the sales call. Access your first dataset in as little as 3 minutes.

Comprehensive market coverage

Databento is a licensed distributor and direct provider of market data for 50+ trading venues. See full venue list ->

All US equities combined in one service

Databento US Equities

20,148 products

Data from 15 US equities exchanges and 30 ATSs under a single pricing plan.

Equities

North America

Since 2018

View dataset

Exchange	Feed	Definitions	L1	L2	L3
Nasdaq	Nasdaq TotalView-ITCH
Nasdaq BX	Nasdaq BX TotalView-ITCH
Nasdaq PSX	Nasdaq PSX TotalView-ITCH
NYSE	NYSE Integrated
NYSE Arca	NYSE Arca Integrated
NYSE National	NYSE National Trades and BBO
NYSE Chicago	NYSE Chicago Integrated
Cboe BZX	Coming soon Cboe BZX Depth
Cboe BYX	Coming soon Cboe BYX Depth
Cboe EDGA	Coming soon Cboe EDGA Depth
Cboe EDGX	Coming soon Cboe EDGX Depth
MEMX	Coming soon MEMX Memoir Depth
MIAX	MIAX Pearl DoM
IEX	IEX TOPS
FINRA/Nasdaq TRF Carteret	Nasdaq Basic with NLS Plus
FINRA/Nasdaq TRF Chicago	Nasdaq Basic with NLS Plus
FINRA/NYSE TRF	Coming soon NYSE Trades

Modern stock data APIs built for top financial institutions

Databento works with any language through our APIs. We also provide client libraries for Python, Rust, and C++.

API

Build your first application in 4 lines of code

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Examples

Simple workflows for equities trading

See more examples

See more examples

Nanosecond timestamps

The only normalized market data solution to provide up to four timestamps for every event, with sub-microsecond accuracy across venues.

Full order book

All buy and sell orders at every price level. Get each trade tick-by-tick and order queue composition at all prices.

Entire venue in one API call

Subscribe to every update of every symbol on the venue, in a single API call—like a direct feed—be it over internet or cross-connect.

Direct prop feeds only

Databento’s equities data is sourced directly from each exchange.

	Direct feeds Databento	SIPs Most data providers
Feeds included	18 proprietary feeds	CTS, CQS, UTDF, UQDF only
Price levels	All levels	Top of book only
Trade aggressor side The SIPs don’t tell you whether a trade is buyer or seller-initiated, so you have to infer from the quote prices and participant timestamps. This can be as inaccurate on as much as 45% of trades. Using direct prop feeds gives you 100% accuracy.
Full order book The SIPs only consolidate top-of-book quotes from each market center, leaving out valuable information that happens in subsequent levels. Moreover, the SIPs are depth feeds, and do not provide order IDs which let you determine queue composition of each price level.
Odd lots Odd lots are not reported to the SIPs. However, odd lots make up nearly 50% of US equities trading activity and this trend continues to increase. Databento’s equity bundles report all trades regardless of size.
Auction imbalance
Low latency The CTA and UTP SIPs are based in Mahwah and Carteret respectively. For example, this means that trades in NYSE-listed stocks that occur on Nasdaq in Carteret have to be reported to CTA in Mahwah, incurring unnecessary latency. We consolidate the prop feeds in Secaucus NY4, which gives us the least average distance to all of the equities matching engines.

Customize your data

Select symbols, format, encoding, and delivery. Get any range by the nanosecond.

Read our API reference and user guides

Documentation

Schemas

Our datasets support multiple formats, including order book, tick data, bar aggregates, and more. View all supported schemas ->

mbo

Market by order, full order book, L3.
mbp-10

Market by price, market depth, L2.
mbp-1

Top of book, trades and quotes, L1.
tbbo

Top of book, sampled in trade space.
trades

Tick-by-tick trades, last sale.
ohlcv-t

Aggregates per second, minute, hour, or day.
definition

Point-in-time instrument definitions.
imbalance

Auction imbalance, order imbalance.
statistics

Intraday and end-of-day trading statistics.

Fields

Examples of frequently used data fields. Each schema is represented as a collection of fields. View all supported fields by schema ->

publisher_id

The publisher ID assigned by Databento, which denotes the dataset and venue.
instrument_id

The numeric instrument ID.
order_id

The order ID assigned at the venue.
ts_event

The matching-engine-received timestamp expressed as the number of nanoseconds since the UNIX epoch.
ts_recv

The capture-server-received timestamp expressed as the number of nanoseconds since the UNIX epoch.
ts_in_delta

The matching-engine-sending timestamp expressed as the number of nanoseconds before ts_recv
price

The order price where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001.
action

The event action. Can be Add, Cancel, Modify, cleaR book, Trade, or Fill.
size

The order quantity.
flags

A bit field indicating event end, message characteristics, and data quality.
expiration

The last eligible trade time expressed as a number of nanoseconds since the UNIX epoch.
strike_price

The exercise price if the instrument is an option. Converted to units of 1e-9, i.e. 1/1,000,000,000 or 0.000000001.

API methods

Examples of popular API methods. Our APIs are organized into four categories: metadata, timeseries, symbology, and batch download. View all supported API methods ->

metadata

Get dataset range

Get the available date range for a dataset.
metadata

List publishers

List all our dataset publishers.
metadata

List datasets

List all our available dataset names.
metadata

List schemas

List all available market data schemas for a dataset.
metadata

Get cost

Get the dollars for a historical streaming or batch download request.
timeseries

Get range

Stream time series data using our Historical API.
symbology

Resolve

Resolve a list of symbols into their exchange specific identifier.
batch

Download

Download a completed batch job.
batch

Submit job

Submit a large data request to our batch system for download.

Sampling frequencies

All datasets provide full flexibility and the ability to customize sampling resolution.

Every book update

Every order execution, add, cancel, replace, book snapshot, and more. By the nanosecond.
Tick-by-tick

Every trade and quote. By the nanosecond.
1 second

Subsampled BBO, last sale, and OHLCV aggregates by the second.
1 minute

Subsampled BBO, last sale, and OHLCV aggregates by the minute.
Hourly

OHLCV aggregates by the hour.
Daily

Daily market statistics, indicative opening and closing prices, OHLCV aggregates, and more.

What our users are saying

"The pay as you go model is brilliant."

Tom Brearley

Big 4 accounting firm

"With standardized schemas and automated paperwork, Databento has taken the friction out of onboarding live market data."

David Matsumura, Quantitative Developer

Patronus Capital

"This is arguably the best data source that’s out there right now. It has the simplicity of yfinance, with the coverage of essentially every option."

Quant Galore newsletter

"Pricing is forward, the data quality is reliable, and the support is incredible."

Greg Harris, Senior Quantitative Researcher

Fenrir LLC

"We stubbed-out a simulator in only a hundred lines of code using the Python API and got going the same day."

Vasily Andreev, CEO & Co-Founder

Temple Capital

"The documentation is awesome. It's easy to read, clean, and modern."

Rick Zhan, VP Quant Research

Global quant hedge fund, $50+B AUM

"I have full confidence in recommending Databento to our customers. Not just in terms of data quality, but also API robustness and speed."

Didier Lopez, CEO

OpenBB

"Our data needs are very specific, so it’s not easy to find a vendor. With Databento, I can get anything I want in 5 minutes."

Nikita Ostroverkhov, Quantitative Researcher

MA Investments LTD

"I was super impressed by what I saw. Great design choices! And great documentation. Wow."

Matt Papakipos, Creator of Chrome OS

Google

"The platform and APIs are a big upgrade over other legacy providers."

Jack Sweetzer, Head of Data & Digital

Energy Aspects

"Databento offers the most streamlined path to a production-ready integration."

Taylor Korf, EVP Research & Development

Neuravest Research Inc.

"Finally, a vendor that knows what they are doing because they occupied the same seat as their target customers."

Paul Aston, Founder

Tixall Global Advisors, LLC

Pricing

Frequently asked questions

Do I need 100% average daily volume (ADV) and all venues?

Regulation NMS ensures that orders are executed at the best available prices across the 16 equities exchanges, so trades reported on any venue execute at the best available prices at the time and are still suitable for most use cases. Many of our users opt against subscribing to all venues to lower their license fees.

Are all symbols covered? For example, are Nasdaq-listed securities traded on IEX?

Yes, each of our equities datasets covers all exchange-listed US stocks ("NMS stocks"), as these stocks are traded across all venues. For example, a Nasdaq-listed stock like AAPL is also traded on IEX.

What's a TRF?

The three FINRA Trade Reporting Facilities (TRFs) record all off-exchange trades in exchange-listed stocks, as required by regulation. This includes over-the-counter (OTC) transactions in NMS stocks, such as trades executed on Alternative Trading Systems (ATSs) or by FINRA broker-dealers. Collectively, TRFs account for approximately 45-52% of the average daily volume (ADV) in NMS stocks.

For more information, see FINRA's FAQ page on the TRFs. Data from the two Nasdaq-operated TRFs is included in our Nasdaq Basic with NLS Plus dataset, while the NYSE-operated TRF is available in our NYSE Trades dataset.

Why do you break up your offerings into separate venues? Don't SIPs offer all venues at once?

Databento is the only market data distributor to source all of our US equities from the direct prop feeds only and to consolidate these feeds ourselves. This is a common practice among the leading electronic market making firms, but uncommon among vendors because the direct prop feeds are significantly more expensive to license (about $60,000/month) than the SIPs ($10,500/month).

The direct prop feeds offer significant informational advantages over the SIPs, such as 100% accurate trade signs, odd lot quotations, full order book, auction imbalance, and lower latency from one less hop to Tape A/B/C. In actual applications, we've found that the SIPs are usually only more useful to FINRA broker-dealers that require a snap quote to meet the Vendor Display Rule.

Since we're licensing all of the direct prop feeds individually, it also gives us the flexibility to provide different blends of prop feeds that may be cheaper to license than the SIPs and more cost-effective for real-time use cases. Exchange operators offer similar solutions, such as Cboe One, Nasdaq Basic, and NYSE BQT, but they're limited to their own exchanges. Databento is venue-neutral, so we can blend a more effective set of feeds across exchange groups.

New users get $125 in free credits

Free credit applies to all of our historical market data.

Equities data

Get real-time and historical stock and ETF data.
It only takes 3 minutes. See docs ->

Comprehensive market coverage