Options data

Get real-time and historical options data.
It only takes 3 minutes with our APIs.

options illustration

40+ 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.

List of supported venues

Databento is a licensed distributor and direct provider of market data for 40+ trading venues. See all supported venues ->

OPRA

  • BOX Options

  • Cboe BZX Options Exchange

  • Cboe C2 Options Exchange

  • Cboe EDGX Options Exchange

  • Nasdaq BX Options

  • Nasdaq GEMX

  • Nasdaq ISE

  • Nasdaq MRX

  • Cboe Options Exchange

  • MIAX Emerald

  • MIAX Options Exchange

  • MIAX Pearl

  • Nasdaq PHLX

  • Nasdaq Options Market

  • NYSE American Options

  • NYSE Arca Options

CME Globex MDP 3.0

  • CME

  • CBOT

  • NYMEX

  • COMEX

CME

The primary feed for CME options on futures

CME Globex MDP 3.0

3,520 products

The primary data feed for all CME instruments. Provides full order book, daily statistics, reference data, and more.

Futures · Options

North America

Since 2017

View dataset

Modern options 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

Get started
API illustration

Examples

Simple workflows for options trading

Nanosecond timestamps

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

Low latency

Multiple venues in one

Identify the trading venue behind each quote and get the consolidated NBBO.

Multiple venues in one

Smart symbology

Easy ways to fetch options chains and handle multiple expirations and rollovers.

Smart symboloy

Customize your data

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

Read our API reference and user guides

Documentation
Data illustration

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-n

    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, static data.

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 combination of packet end with matching engine status.

  • 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

New users get $125 in free credits

Free credit applies to all of our historical data

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Dataset illustration