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
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.
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
Sample data under generation
Check back soon, or contact sales to take an early look.
Date | Channels | Merging and deduplication | Size | Download |
|---|---|---|---|---|
| Loading… | ||||
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.