Market data for startups

Trusted by

400+

developers from tech startups valued over $1B

80+

emerging managers and CTAs over $100M AUM

$295B+

AUM

of hedge funds whose researchers use Databento

Only pay for what you use

With Databento’s usage-based pricing, it’s easier and more affordable for startups to access the data they need. We help to eliminate thousands of dollars in upfront expenses per dataset — no subscriptions required.

Learn more about pricing ->

Direct from the source

Databento is a licensed distributor for 40+ trading venues. All data is sourced directly from raw feeds at our Equinix NY4 and Aurora I colocation sites, with no third-party data providers in between.

Learn more about our process ->

Venues

Cboe

CME

IEX

MEMX

MIAX

Nasdaq

NYSE

OPRA

See all supported venues ->

Schemas

MBO

Market by order, full order book, L3.

MBP-10

Market by price, market depth, L2.

MBP-1

Top of book, trades and quotes, L1.

Trades

Tick-by-tick trades, last sale.

OHLCV-N

Aggregates per second, minute, hour, or day.

Definition

Point-in-time instrument definitions.

Imbalance

Auction imbalance, order imbalance.

Coverage

Live and intraday data

5+ years of historical data

Over 2 PB of raw and normalized coverage

Licensed distributor for 40+ trading venues

PTP timestamps with nanosecond resolution

Modern tools for startups

Speed up your production cycle and save hundreds of hours each year

Licensing

Execute data licenses, manage entitlements, track agreements, and make payments in one place.

Teams

Assign entitlements, set monthly limits, and streamline accounting.

Data usage tracking

Visualize and monitor your team’s data usage. Filter by dataset or user.

Multiple formats

Deliver straight to your application or download as flat files in CSV, JSON, or binary.

Unlimited API calls

Get full venue feeds with one API call. Listen to every order book message or thousands of symbols at once.

Chat support

Same-day technical support through online chat and our Slack community.

Build your first application in 4 lines of code

Databento works with any language through our Raw API, which uses a binary protocol over TCP, and our HTTP API. We also provide client libraries for Rust, Python, and C++.

Client libraries

APIs

Python

import databento as db
client = db.Historical('YOUR_API_KEY')

data = client.timeseries.get_range(
    dataset='GLBX.MDP3',
    schema='mbo',
    start='2023-01-09T00:00',
    end='2023-01-09T20:00',
    limit=100,
)

data.replay(print)

Output

Best-in-class infrastructure stack

Through Databento, you’re equipping your startup with the same infrastructure partners used by the world’s leading trading firms – featuring PTP timestamps with sub-microsecond accuracy, low-latency networking, lossless capture at line rate, and premium colocation.

Databento gets you started in as little as 5 minutes

A simpler, faster way to get market data

Our self-service portal gets you started in as little as 5 minutes. Skip the sales calls and get instant pricing for your customized data selection. Sign up for free and get $125 in free credits.

Get started