developers from tech startups valued over $1B
emerging managers and CTAs over $100M 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 30+ 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 ->
Market by order, full order book.
Market by price, market depth, L2.
Top of book, trades and quotes, L1.
Tick-by-tick trades, last sale.
Aggregates per second, minute, hour, or day.
Point-in-time instrument definitions.
Auction imbalance, order imbalance.
Live and intraday data
5+ years of historical data
Over 2 PB of raw and normalized coverage
Licensed distributor for 30+ trading venues
PTP timestamps with nanosecond resolution
Modern tools for startups
Speed up your production cycle and save hundreds of hours each year
Execute data licenses, manage entitlements, track agreements, and make payments in one place.
Assign entitlements, set monthly limits, and streamline accounting.
Data usage tracking
Visualize and monitor your team’s data usage. Filter by dataset or user.
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.
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 Python and C++.
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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)
Reference — Historical
Reference — Live
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.