High-performance
live data
with Python, Rust,
C++, and APIs
Get customized live market data for the last 24 hours sourced directly from top global venues.
Comprehensive market coverage
Select and customize data down to the symbol. Choose your favorite format, encoding, and delivery.
Trusted by
$295B+
AUM of hedge funds whose researchers use Databento
80+
emerging managers and CTAs over $100M AUM
400+
developers at tech startups valued over $1B
Build your first application in 4 lines of code
Databento works with any language through our Raw API, which uses a binary protocol over TCP, and our HTTP API. We also provide client libraries for Rust, Python, and C++.
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import databento as db
client = db.Historical('YOUR_API_KEY')
data = client.timeseries.get_range(
dataset='GLBX.MDP3',
schema='mbo',
start='2023-01-09T00:00',
end='2023-01-09T20:00',
limit=100,
)
data.replay(print)
Get started
Examples
Reference – Historical
Reference – Live
The most powerful APIs for normalized market data
Learn more ->
Same API for real-time and historical data
Our live API uses the same interfaces and data structures as our historical market replay, letting you use the same code for backtest and live trading.
Entire venue in a single subscription
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.
Tick-by-tick with full order book depth
All buy and sell orders at every price level. Get each trade, every tick, and order queue composition at all prices.
Nanosecond, PTP-synchronized timestamps
The only normalized market data solution to provide up to four timestamps for every event, with sub-microsecond accuracy across venues.
Low latency
The fastest real-time feed over public cloud. 90th percentile latency up to your application at 42 microseconds (cross-connect) or 590 microseconds (internet).
Seamless intraday replay
Join your real-time subscription with a seamless, streaming replay of the session. All within the ease of a single API call.
Multiple connectivity options
Get the full feed wherever you are. Cross-connects in NY4 and Aurora. Dedicated interconnect to AWS, GCP, Azure, and 8 PoPs.
Engineered for low latency and high precision
Colocation
Layer 1 switches
PTP
FPGAs
Rust
Zero-copy
Kernel bypass
Redundancy
Our servers are situated in primary colocation facilities like Equinix NY4 and CyrusOne Aurora I, and to minimize hops to the matching engine. This reduces latency and makes our timestamps more deterministic.
Complete Databento live architecture | Live system performance
Modern features built for top financial institutions
Self-service onboarding
Skip the sales call. Access your first dataset in as little as 3 minutes.
Direct from colocation facilities
Sourced and distributed straight from the colocation facilities that house each venue’s matching engine.
Complete normalization
Cover multiple asset classes and trading venues with one unified message format.
Multiple encodings
Choose between CSV, JSON, and our highly-compressible binary encoding, DBN.
Multiple symbology systems
Continuous contracts, options chains, rollover rules, venue-native numeric IDs, ticker symbols, and more.
Unlimited usage
Scale up with near-unlimited API calls and enough bandwidth even for a full-venue firehose.
Get licensed for live data in 3 minutes
Understand pricing in a simple way
Answer a short questionnaire to determine your actual monthly license fees and submit your license agreements. We pass through these license fees with no upcharge.
Keep track of license agreements in one place
Keep track of all past and active licenses from your Databento portal. Easily update the license based on any team composition changes.
Flexible pricing to meet your needs
Only pay for the data you use with usage-based pricing, or get unlimited data with our flat-rate pricing. Skip the sales call and get an instant price quote today.
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