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
Used by 3,000+ leading firms and high-growth startups

High-precision market data

50+ 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 50+ venues

EQUITIES

NasdaqNasdaq BXNasdaq PSXCboe BZXCboe BYXCboe EDGACboe EDGX
NYSENYSE ArcaNYSE AmericanNYSE ChicagoNYSE NationalMEMXMIAXIEX
FINRA/NYSE TRFFINRA/Nasdaq TRFIntelligentCross

FUTURES

CMECBOTNYMEXCOMEXCME Benchmark IndicesICE Futures EuropeICE Futures Abu DhabiICE EndexEurexEEX

OPTIONS

Cboe Options

Cboe EDGX Options

Cboe BZX Options

Cboe C2 Options

NYSE Arca Options

NYSE American Options

Nasdaq PHLX

Nasdaq ISE

Nasdaq Options

Nasdaq MRX

Nasdaq GEMX

Nasdaq BX Options

MIAX Options

MIAX Emerald

MIAX Pearl

MIAX Sapphire

BOX Options

MEMX Options

CME

CBOT

NYMEX

COMEX

ICE Futures Europe

ICE Endex

Eurex

EEX

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

Databento’s PCAP service covers over 20 direct and proprietary exchange feeds, with premium coverage of full order book and market depth.

Date

Merging and deduplication

Size

Download

Nasdaq TotalView-ITCH 5.0
2023-08-21 20:00 PM (ET)A side only10.20 GB
2023-08-22 09:30 AM (ET)A side only496.60 MB
Nasdaq BX TotalView-ITCH 5.0
2023-08-21 20:00 PM (ET)B side only3.43 GB
2023-08-22 09:30 AM (ET)B side only130.27 MB
Nasdaq PSX TotalView-ITCH 5.0
2023-08-22 09:30 AM (ET)A side only91.27 MB
2023-08-21 20:00 PM (ET)A & B sides4.26 GB
2023-08-22 09:30 AM (ET)B side only91.23 MB
NYSE Integrated
2023-08-21 20:00 PM (ET)A side only23.60 GB
2023-08-22 09:30 AM (ET)A side only1.12 GB
NYSE Arca Integrated
2023-08-22 09:30 AM (ET)A side only2.17 GB
2023-08-21 20:00 PM (ET)A & B sides46.61 GB
2023-08-22 09:30 AM (ET)B side only2.16 GB
NYSE American Integrated
2023-08-22 09:30 AM (ET)A side only82.71 MB
2023-08-21 20:00 PM (ET)A & B sides4.06 GB
2023-08-22 09:30 AM (ET)B side only82.72 MB
NYSE National Trades + BBO
2023-08-22 09:30 AM (ET)A side only25.28 MB
2023-08-21 20:00 PM (ET)A side only597.38 MB
2023-08-22 09:30 AM (ET)A side only518.21 KB
NYSE Chicago Integrated
2023-08-21 20:00 PM (ET)B side only2.34 GB
2023-08-22 09:30 AM (ET)B side only69.70 MB
Cboe BZX Depth
2023-08-21 20:00 PM (ET)A side only7.99 GB
2023-08-22 09:30 AM (ET)A side only400.02 MB
Cboe BYX Depth
2023-08-21 20:00 PM (ET)B side only2.48 GB
2023-08-22 09:30 AM (ET)B side only107.52 MB
Cboe EDGA Depth
2023-08-21 20:00 PM (ET)A side only2.48 GB
2023-08-22 09:30 AM (ET)A side only99.64 MB
Cboe EDGX Depth
2023-08-21 20:00 PM (ET)B side only5.74 GB
2023-08-22 09:30 AM (ET)B side only293.45 MB
MEMX Memoir Depth
2023-08-21 20:00 PM (ET)A side only4.86 GB
2023-08-22 09:30 AM (ET)A side only219.75 MB
IEX TOPS
2023-08-21 20:00 PM (ET)B side only2.98 GB
2023-08-22 09:30 AM (ET)B side only98.70 MB
MIAX Pearl Equities DoM
2023-08-22 09:30 AM (ET)A side only73.80 MB
2023-08-21 20:00 PM (ET)A & B sides3.15 GB
2023-08-22 09:30 AM (ET)B side only74.20 MB
IntelligentCross IQX
2024-11-04 19:00 PM (ET)A side only1.52 GB
2024-11-05 09:30 AM (ET)A side only71.12 MB
CME Globex MDP 3.0
2023-07-15 19:00 PM (CT)A side only1.67 GB
2023-07-16 06:00 AM (CT)A side only30.59 MB
2023-07-16 17:00 PM (CT)A side only329.32 MB
2023-07-15 19:00 PM (CT)A & B sides deduplicated1.68 GB
2023-07-16 17:00 PM (CT)A & B sides deduplicated329.70 MB
2023-07-16 19:00 PM (CT)A & B sides deduplicated144.64 GB
2023-07-17 08:30 AM (CT)A & B sides deduplicated6.82 GB
2023-07-15 19:00 PM (CT)CME channel config299.22 KB
ICE Endex
2023-08-22 09:30 AM (ET)A side only73.80 MB
2023-08-21 20:00 PM (ET)A & B sides3.15 GB
2023-08-22 09:30 AM (ET)B side only74.20 MB
ICE Futures Europe Commodities
2023-08-22 09:30 AM (ET)A side only73.80 MB
2023-08-21 20:00 PM (ET)A & B sides3.15 GB
2023-08-22 09:30 AM (ET)B side only74.20 MB
ICE Futures Europe Financials
2023-08-22 09:30 AM (ET)A side only73.80 MB
2023-08-21 20:00 PM (ET)A & B sides3.15 GB
2023-08-22 09:30 AM (ET)B side only74.20 MB
OPRA Pillar
2023-08-22 10:00 AM (ET)A side only21.42 GB
2023-08-22 10:30 AM (ET)A side only3.86 GB

PCAP data for every use case

See real-world applications using Databento’s 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.

Market replay

Algorithmic execution

PTP timestamps synchronize multiple feeds, providing a common reference for market liquidity, transaction cost analysis, and optimizing smart order routing strategies.

Algorithmic execution

Data validation

PCAPs provide lossless data, preserving every sequence number and original event ordering at the network level.

Data validation

Mid/high-frequency trading

Get direct feeds in their native format to develop parsers for low-latency strategies requiring fast feed handlers.

Mind/high-frequency trading

Backtesting

Capture timestamps near exchange handoff to calibrate matching engine latencies for accurate backtesting.

Backtesting

Pricing

Monthly estimate

CME Globex MDP 3.0

  • · CME channels

  • · CBOT channels

  • · NYMEX channels

  • · COMEX channels

$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.

Frequently asked questions

Is there a minimum order amount?

We require a minimum order of $3,000. Each PCAP delivery usually requires some manual coordination, so this helps ensure that we meet a minimum batch size that covers the engineering support costs.

Can you provide more sample PCAPs?

Contact us for more samples.

We can usually provide up to 1 week of sample data on a recent, randomized week. If you have special delivery requirements, such as file naming conventions, we can also discuss this and see if we can produce a representative sample of your final delivery.

We only allow public download of a small slice of the available sample data since the files are large and take up bandwidth if hosted publicly.

Could you provide more details of your capture architecture?

The capture servers are usually 1 or 2 switch hops away from the trading venue's handoff, with very deterministic latency, and we can provide necessary latency offsets if you need them for simulation purposes.

The A/B feeds terminate on separate boundary switches and capture them on separate ports.

The capture cards are FPGA-based, usually a Napatech or Endace card, and are designed to achieve lossless capture up to line rates of 100G and hardware timestamping with higher accuracy than typical NICs like the Xilinx Solarflare cards.

Our timestamps are synchronized against a PTP source, which at most venues will be a pair of Endrun grandmaster clocks of PTP class 6 and clock accuracy of <25 ns against UTC (0x20/32d). The time source of the grandmaster clocks is GPS (0x20). We only slew our time adjustments so the timestamps will not step backwards.

Do you have all channels on every exchange?

On most trading venues, we capture all of the available channels. Some trading venues have more complex channel configurations, redundant channels for recovery and instrument reference data, or license-restricted access to certain channels, and we may not capture some of the channels that are unnecessary to get complete state and history.

For example, CME has weekly sessions and snapshot channels which may be useful for replaying data in the middle of the week, otherwise you'll need to replay the pcaps starting from Sunday each week, which can be expensive. On the other hand, capturing the entire snapshot loop nonstop is impractical and wasteful, so we limit our capture of snapshots.

Since we provide PCAPs to a wide range of customers, including the leading proprietary trading firms and quant hedge funds, we usually adhere to best practices when it comes to deciding how to deal with the redundant channels.

What's the time interval of each file?

Each capture file spans 10 minutes, i.e. we rotate our capture files in 10 minute intervals. It's easy to merge or slice the files with standard PCAP utilities if you have other requirements.

Are you able to provide T+1 or delayed delivery on an ongoing basis?

Yes. We can provide this at a monthly rate with an annual contract. The exact cost will depend on your delivery requirements and the complexity of the project, but will usually be close to or the same as a one-time delivery of the same amount of data.

We're licensed as a real-time distributor on most trading venues listed and can deliver the data to you in roughly the time it takes to compress and transfer a few gigabytes of data twice (once to our central backup and then once to your desired destination) over WAN.

Depending on whether you have the appropriate real-time or delayed data subscriber licenses, we can either deliver the data intraday or embargo it until it meets historical data definitions so that you don't need to pay additional licensing fees.

Are there licensing restrictions on the PCAP files?

For most of the venues we've listed, you are free to use it for internal and distribution purposes.

Most trading venues do not have restrictions on the use and distribution of their data once it is considered historical, which is usually defined by end of the trading session or some fixed number of hours after the end of the trading session or original publication time, or some fixed time like the end of the calendar day.

Some venues require us to obtain permission before we can distribute the data to you, even on historical basis.

Since we licensed as a real-time distributor on most trading venues listed, we have flexibility on how soon we can deliver the data to you based on your existing license arrangements. Other PCAP vendors are usually only licensed or set up to distribute the data after it becomes historical.