Supported trading venues and exchanges
Databento is a licensed distributor and direct provider of equities, futures, and options market data from over 40 venues.
Venue list
Equities
(17)VENUE | DATASET |
MAX GRANULARITY
PCAP: Packet
captures in raw wire format.
MBO: Incremental
order book updates, L3.
MBP-10: Market by
price, market depth, L2.
MBP-1: Top of
book, trades and quotes, L1.
| AVAILABLE FROM |
---|---|---|---|
Nasdaq | Nasdaq TotalView-ITCH -> | PCAP, MBO | 2018-05-01 |
Nasdaq BX | Databento US Equities -> | PCAP, MBO | 2018-05-01 |
Nasdaq PSX | Databento US Equities -> | PCAP, MBO | 2018-05-01 |
NYSE
Coming soon
| NYSE Integrated | PCAP, MBO | 2018-05-01 |
NYSE Arca
Coming soon
| NYSE Arca Integrated | PCAP, MBO | 2018-05-01 |
NYSE National | Databento US Equities -> | PCAP, MBO | 2023-04-03 |
NYSE Chicago | Databento US Equities -> | PCAP, MBO | 2023-04-03 |
NYSE American
Coming soon
| Databento US Equities | PCAP, MBO | 2018-05-01 |
Cboe BZX | Databento US Equities -> | PCAP, MBO | 2018-05-01 |
Cboe BYX | Databento US Equities -> | PCAP, MBO | 2018-05-01 |
Cboe EDGA | Databento US Equities -> | PCAP, MBO | 2018-05-01 |
Cboe EDGX | Databento US Equities -> | PCAP, MBO | 2018-05-01 |
MEMX | Databento US Equities -> | PCAP, MBO | 2023-04-03 |
IEX | Databento US Equities -> | PCAP, MBP-10 | 2016-12-12 |
MIAX | Databento US Equities -> | PCAP, MBO | 2023-04-03 |
FINRA/Nasdaq TRF | Databento US Equities -> | PCAP, Trades | 2023-04-03 |
FINRA/NYSE TRF | Databento US Equities -> | PCAP, Trades | 2023-04-03 |
Options
(23)VENUE | DATASET |
MAX GRANULARITY
PCAP: Packet
captures in raw wire format.
MBO: Incremental
order book updates, L3.
MBP-10: Market by
price, market depth, L2.
MBP-1: Top of
book, trades and quotes, L1.
| AVAILABLE FROM |
---|---|---|---|
Cboe Options | OPRA -> | PCAP, MBP-1 | 2023-03-28 |
Cboe EDGX Options | OPRA -> | PCAP, MBP-1 | 2023-03-28 |
Cboe BZX Options | OPRA -> | PCAP, MBP-1 | 2023-03-28 |
Cboe C2 Options | OPRA -> | PCAP, MBP-1 | 2023-03-28 |
Nasdaq PHLX | OPRA -> | PCAP, MBP-1 | 2023-03-28 |
Nasdaq ISE | OPRA -> | PCAP, MBP-1 | 2023-03-28 |
Nasdaq Options | OPRA -> | PCAP, MBP-1 | 2023-03-28 |
Nasdaq GEMX | OPRA -> | PCAP, MBP-1 | 2023-03-28 |
Nasdaq MRX | OPRA -> | PCAP, MBP-1 | 2023-03-28 |
Nasdaq BX Options | OPRA -> | PCAP, MBP-1 | 2023-03-28 |
MEMX Options | OPRA -> | PCAP, MBP-1 | 2023-03-28 |
NYSE Arca Options | OPRA -> | PCAP, MBP-1 | 2023-03-28 |
NYSE American Options | OPRA -> | PCAP, MBP-1 | 2023-03-28 |
MIAX Pearl | OPRA -> | PCAP, MBP-1 | 2023-03-28 |
MIAX Options | OPRA -> | PCAP, MBP-1 | 2023-03-28 |
MIAX Emerald | OPRA -> | PCAP, MBP-1 | 2023-03-28 |
BOX Options | OPRA -> | PCAP, MBP-1 | 2023-03-28 |
CME | CME Globex MDP 3.0 -> | PCAP, MBO | 2017-05-21 |
CBOT | CME Globex MDP 3.0 -> | PCAP, MBO | 2017-05-21 |
NYMEX | CME Globex MDP 3.0 -> | PCAP, MBO | 2017-05-21 |
COMEX | CME Globex MDP 3.0 -> | PCAP, MBO | 2017-05-21 |
ICE Endex | ICE Endex iMpact -> | PCAP, MBP-10 | 2018-12-23 |
ICE Futures Europe | ICE Futures Europe iMpact -> | PCAP, MBP-10 | 2018-12-23 |
Futures
(6)VENUE | DATASET |
MAX GRANULARITY
PCAP: Packet
captures in raw wire format.
MBO: Incremental
order book updates, L3.
MBP-10: Market by
price, market depth, L2.
MBP-1: Top of
book, trades and quotes, L1.
| AVAILABLE FROM |
---|---|---|---|
CME | CME Globex MDP 3.0 -> | PCAP, MBO | 2017-05-21 |
CBOT | CME Globex MDP 3.0 -> | PCAP, MBO | 2017-05-21 |
NYMEX | CME Globex MDP 3.0 -> | PCAP, MBO | 2017-05-21 |
COMEX | CME Globex MDP 3.0 -> | PCAP, MBO | 2017-05-21 |
ICE Endex | ICE Futures Europe iMpact -> | PCAP, MBO | 2018-12-23 |
ICE Futures Europe | ICE Futures Europe iMpact -> | PCAP, MBO | 2018-12-23 |
Not listed here? See our roadmap ->