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
Nasdaq
Cboe BYX
Nasdaq BX
Cboe EDGA
Nasdaq PSX
Cboe EDGX
NYSE
MEMX
NYSE Arca
IEX
NYSE National
MIAX
NYSE Chicago
FINRA/Nasdaq TRF
NYSE American
FINRA/NYSE TRF
Cboe BZX
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
Futures
CME
COMEX
CBOT
ICE Endex
NYMEX
ICE Futures Europe
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
Equities
Futures and options
Options
Date | Channels | Merging and deduplication | Size | Download |
|---|---|---|---|---|
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.