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

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.

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

Date

Channels

Merging and deduplication

Size

Download

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.