Raw market data with packet capture (PCAP) files
Leverage Databento’s most granular data, captured in its raw format with nanosecond-resolution hardware timestamps.
High-precision market data
40+ trading venues
Coverage of proprietary direct feeds and consolidated feeds like OPRA.
6+ 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 40+ venues
EQUITIES
FUTURES
OPTIONS
Cboe Options
NYSE American Options
Cboe EDGX Options
MIAX Pearl
Cboe BZX Options
MIAX Options
Cboe C2 Options
MIAX Emerald
Nasdaq PHLX
BOX Options
Nasdaq ISE
CME
Nasdaq Options
CBOT
Nasdaq GEMX
NYMEX
Nasdaq MRX
COMEX
Nasdaq BX Options
ICE Endex
MEMX Options
ICE Futures Europe
NYSE Arca Options
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.
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.
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.
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.
Multiple delivery methods
AWS, Google Cloud Platform, rsync to your bare metal server, and more.
Sample data
Databento’s PCAP service covers over 20 direct and proprietary exchange feeds, with premium coverage of full order book and market depth.
Equities
Futures and options
Options
Date | Channels | Merging and deduplication | Size | Download |
|---|---|---|---|---|
| Nasdaq TotalView-ITCH 5.0 | ||||
| 2023-08-21 20:00 PM (ET) | A | A side only | 10.20 GB | |
| 2023-08-22 09:30 AM (ET) | A | A side only | 496.60 MB | |
| Nasdaq BX TotalView-ITCH 5.0 | ||||
| 2023-08-21 20:00 PM (ET) | B | B side only | 3.43 GB | |
| 2023-08-22 09:30 AM (ET) | B | B side only | 130.27 MB | |
| Nasdaq PSX TotalView-ITCH 5.0 | ||||
| 2023-08-22 09:30 AM (ET) | A | A side only | 91.27 MB | |
| 2023-08-21 20:00 PM (ET) | AB | A & B sides | 4.26 GB | |
| 2023-08-22 09:30 AM (ET) | B | B side only | 91.23 MB | |
| NYSE National Trades + BBO | ||||
| 2023-08-22 09:30 AM (ET) | A | A side only | 25.28 MB | |
| 2023-08-21 20:00 PM (ET) | A | A side only | 597.38 MB | |
| 2023-08-22 09:30 AM (ET) | A | A side only | 518.21 KB | |
| NYSE Chicago Integrated | ||||
| 2023-08-21 20:00 PM (ET) | B | B side only | 2.34 GB | |
| 2023-08-22 09:30 AM (ET) | B | B side only | 69.70 MB | |
| Cboe BZX Depth | ||||
| 2023-08-21 20:00 PM (ET) | A | A side only | 7.99 GB | |
| 2023-08-22 09:30 AM (ET) | A | A side only | 400.02 MB | |
| Cboe BYX Depth | ||||
| 2023-08-21 20:00 PM (ET) | B | B side only | 2.48 GB | |
| 2023-08-22 09:30 AM (ET) | B | B side only | 107.52 MB | |
| Cboe EDGA Depth | ||||
| 2023-08-21 20:00 PM (ET) | A | A side only | 2.48 GB | |
| 2023-08-22 09:30 AM (ET) | A | A side only | 99.64 MB | |
| Cboe EDGX Depth | ||||
| 2023-08-21 20:00 PM (ET) | B | B side only | 5.74 GB | |
| 2023-08-22 09:30 AM (ET) | B | B side only | 293.45 MB | |
| MEMX Memoir Depth | ||||
| 2023-08-21 20:00 PM (ET) | A | A side only | 4.86 GB | |
| 2023-08-22 09:30 AM (ET) | A | A side only | 219.75 MB | |
| IEX TOPS | ||||
| 2023-08-21 20:00 PM (ET) | B | B side only | 2.98 GB | |
| 2023-08-22 09:30 AM (ET) | B | B side only | 98.70 MB | |
| MIAX Pearl Equities DoM | ||||
| 2023-08-22 09:30 AM (ET) | A | A side only | 73.80 MB | |
| 2023-08-21 20:00 PM (ET) | AB | A & B sides | 3.15 GB | |
| 2023-08-22 09:30 AM (ET) | B | B side only | 74.20 MB | |
| IntelligentCross IQX | ||||
| 2024-11-04 19:00 PM (ET) | A | A side only | 1.52 GB | |
| 2024-11-05 09:30 AM (ET) | A | A side only | 71.12 MB | |
| CME Globex MDP 3.0 | ||||
| 2023-07-15 19:00 PM (CT) | A | A side only | 1.67 GB | |
| 2023-07-16 06:00 AM (CT) | A | A side only | 30.59 MB | |
| 2023-07-16 17:00 PM (CT) | A | A side only | 329.32 MB | |
| 2023-07-15 19:00 PM (CT) | AB | A & B sides deduplicated | 1.68 GB | |
| 2023-07-16 17:00 PM (CT) | AB | A & B sides deduplicated | 329.70 MB | |
| 2023-07-16 19:00 PM (CT) | AB | A & B sides deduplicated | 144.64 GB | |
| 2023-07-17 08:30 AM (CT) | AB | A & B sides deduplicated | 6.82 GB | |
| 2023-07-15 19:00 PM (CT) | CME channel config | 299.22 KB | ||
| OPRA Pillar | ||||
| 2023-08-22 10:00 AM (ET) | A | A side only | 21.42 GB | |
| 2023-08-22 10:30 AM (ET) | A | A side only | 3.86 GB | |
PCAP data for every use case
See real-world applications using Databento’s L2 and L3 PCAP data.
View all customer stories ->Market replay
PCAPs offer higher granularity and precision than L3/MBO data, enabling the replay of every book event with details like A/B feed arbitration, packet boundaries, atomic updates, and more.
Algorithmic execution
PTP timestamps synchronize multiple feeds, providing a common reference for market liquidity, transaction cost analysis, and optimizing smart order routing strategies.
Data validation
PCAPs provide lossless data, preserving every sequence number and original event ordering at the network level.
Mid/high-frequency trading
Get direct feeds in their native format to develop parsers for low-latency strategies requiring fast feed handlers.
Backtesting
Capture timestamps near exchange handoff to calibrate matching engine latencies for accurate backtesting.
Pricing
Monthly estimate
CME Globex MDP 3.0
| $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.