High-precision market data
30+ 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 30+ venues
NASDAQ TRF Carteret
NASDAQ TRF Chicago
NYSE Arca Options
Cboe EDGX Options
NYSE American Options
Cboe BZX Options
Cboe C2 Options
MIAX Options Exchange
Nasdaq BX Options
Databento's packet capture process
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.
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.
Nanosecond, PTP-synchronized, and monotonic timestamps
Synchronized to GPS clock within sub-microsecond accuracy. Offsets are slewed, avoiding jumps and backward steps in time.
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.
Futures and options
Merging and deduplication
CME Globex MDP 3.0
Get started or request other customizations
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