Raw market data with packet capture (PCAP) files

Leverage Databento’s most granular data, captured in its raw format with nanosecond-resolution hardware timestamps.

Databento dashboard on a desktop and mobile

High-precision market data

30+ trading venues

Coverage of proprietary direct feeds and consolidated feeds like OPRA.

3+ PB of compressed pcaps

Within immediate cloud access.

Up to 6 years of history

Captured directly by Databento or backfilled directly from trading venue.

Lossless market data

In its unfiltered, raw wire format and original packet sequence—before normalization.

Same-day data delivery

Instant pricing and self-service setup—no lengthy sales process required.

Nanosecond PTP timestamps

For high-frequency trading, backtesting systematic strategies, microstructure research, TCA, SOR, and more.

List of supported venues

Databento is a licensed distributor and direct provider of market data for 30+ venues

Equities

Nasdaq

Cboe BZX

Nasdaq BX

Cboe BYX

Nasdaq PSX

Cboe EDGA

NYSE

Cboe EDGX

NYSE Arca

MEMX

NYSE National

IEX

NYSE Chicago

MIAX Pearl

NYSE American

NASDAQ TRF Carteret

NYSE TRF

NASDAQ TRF Chicago

Options

Cboe

NYSE Arca Options

Cboe EDGX Options

NYSE American Options

Cboe BZX Options

MIAX Pearl

Cboe C2 Options

MIAX Options Exchange

Nasdaq PHLX

MIAX Emerald

Nasdaq ISE

Nasdaq Options

Nasdaq BX Options

Nasdaq GEMX

Nasdaq MRX

BOX Options

CME

CBOT

NYMEX

COMEX

Futures

CME

NYMEX

CBOT

COMEX

Databento's packet capture process

1

Colocated within same data center as matching engine or primary PoP

Colocating as close as possible to the venue makes our timestamps more deterministic and reflective of a real trading environment.

Colocated

2

Lossless capture up to 100 Gbps line rate

Using FPGAs and a proprietary capture process, we’re able to maintain line rate capture—even for large feeds like OPRA.

Colocated

3

Nanosecond, PTP-synchronized, and monotonic timestamps

Synchronized to GPS clock within sub-microsecond accuracy. Offsets are slewed, avoiding jumps and backward steps in time.

Nanoseconds

Flexible customization

Merge and deduplicate

Reduce storage, bandwidth, and transfer costs by up to 50% with options to merge and deduplicate our PCAPs before delivery.

Merge and deduplicate

Multiple delivery methods

AWS, Google Cloud Platform, rsync to your bare metal server, and more.

Delivery methods

Sample data

Sample data under generation

Check back soon, or contact sales to take an early look.

Date

Channels

Merging and deduplication

Size

Download

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Pricing

Monthly estimate

CME Globex MDP 3.0

  • · CME channel

  • · CBOT channel

  • · NYMEX channel

  • · COMEX channel

$2,000

Bundle discount

-$600

Total

Pre-tax

$1,400/month

Get started or request other customizations

We’ll get back to you within one business day.