Supported trading venues and exchanges
Databento is a licensed distributor and direct provider of equities, futures, and options market data from over 60 venues.
Venue list
Equities
(20)| 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 | Databento US Equities -> | 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 |
| 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 |
| NYSE | Databento US Equities -> | PCAP, MBO | 2018-05-01 |
| NYSE Arca | Databento US Equities -> | PCAP, MBO | 2018-05-01 |
| NYSE American | Databento US Equities -> | PCAP, MBO | 2018-05-01 |
| NYSE Texas | Databento US Equities -> | PCAP, MBO | 2023-04-03 |
| NYSE National | Databento US Equities -> | PCAP, MBO | 2023-04-03 |
| MEMX | Databento US Equities -> | PCAP, MBO | 2023-04-03 |
| MIAX Pearl | Databento US Equities -> | PCAP, MBO | 2023-04-03 |
| IEX | Databento US Equities -> | PCAP, MBO | 2016-12-12 |
| FINRA/Nasdaq TRF Carteret | Databento US Equities -> | PCAP, Trades | 2023-04-03 |
| FINRA/Nasdaq TRF Chicago | Databento US Equities -> | PCAP, Trades | 2023-04-03 |
| FINRA/NYSE TRF | Databento US Equities -> | PCAP, Trades | 2023-04-03 |
| IntelligentCross | IntelligentCross IQX -> | PCAP | 2024-09-16 |
| Blue Ocean ATS | Blue Ocean ATS Multicast MEMOIR Depth -> | PCAP | 2025-08-17 |
Options
(30)| 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, CMBP-1 | 2023-03-28 |
| Cboe EDGX Options | OPRA -> | PCAP, CMBP-1 | 2023-03-28 |
| Cboe BZX Options | OPRA -> | PCAP, CMBP-1 | 2023-03-28 |
| Cboe C2 Options | OPRA -> | PCAP, CMBP-1 | 2023-03-28 |
| NYSE Arca Options | OPRA -> | PCAP, CMBP-1 | 2023-03-28 |
| NYSE American Options | OPRA -> | PCAP, CMBP-1 | 2023-03-28 |
| Nasdaq PHLX | OPRA -> | PCAP, CMBP-1 | 2023-03-28 |
| Nasdaq ISE | OPRA -> | PCAP, CMBP-1 | 2023-03-28 |
| Nasdaq Options | OPRA -> | PCAP, CMBP-1 | 2023-03-28 |
| Nasdaq MRX | OPRA -> | PCAP, CMBP-1 | 2023-03-28 |
| Nasdaq GEMX | OPRA -> | PCAP, CMBP-1 | 2023-03-28 |
| Nasdaq BX Options | OPRA -> | PCAP, CMBP-1 | 2023-03-28 |
| MIAX Options | OPRA -> | PCAP, CMBP-1 | 2023-03-28 |
| MIAX Emerald | OPRA -> | PCAP, CMBP-1 | 2023-03-28 |
| MIAX Pearl | OPRA -> | PCAP, CMBP-1 | 2023-03-28 |
| MIAX Sapphire | OPRA -> | PCAP, CMBP-1 | 2023-03-28 |
| BOX Options | OPRA -> | PCAP, CMBP-1 | 2023-03-28 |
| MEMX Options | OPRA -> | PCAP, CMBP-1 | 2023-03-28 |
| CME | CME Globex MDP 3.0 -> | PCAP, MBO | 2010-06-06 |
| CBOT | CME Globex MDP 3.0 -> | PCAP, MBO | 2010-06-06 |
| NYMEX | CME Globex MDP 3.0 -> | PCAP, MBO | 2010-06-06 |
| COMEX | CME Globex MDP 3.0 -> | PCAP, MBO | 2010-06-06 |
| ICE Europe Commodities | ICE Europe Commodities iMpact -> | PCAP, MBO | 2018-12-23 |
| ICE Europe Financials | ICE Europe Financials iMpact -> | PCAP, MBO | 2024-12-10 |
| ICE Abu Dhabi | ICE Europe Commodities iMpact -> | PCAP, MBO | 2018-12-23 |
| ICE Endex | ICE Endex iMpact -> | PCAP, MBO | 2018-12-23 |
| ICE Futures US | ICE Futures US iMpact -> | PCAP, MBO | 2018-12-23 |
| ICE Canada | ICE Futures US iMpact -> | PCAP, MBO | 2018-12-23 |
| Eurex | Eurex EOBI -> | PCAP, MBO | 2025-03-10 |
| EEX | EEX EOBI -> | PCAP, MBO | 2025-03-10 |
Futures
(12)| 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 | 2010-06-06 |
| CBOT | CME Globex MDP 3.0 -> | PCAP, MBO | 2010-06-06 |
| NYMEX | CME Globex MDP 3.0 -> | PCAP, MBO | 2010-06-06 |
| COMEX | CME Globex MDP 3.0 -> | PCAP, MBO | 2010-06-06 |
| ICE Europe Commodities | ICE Europe Commodities iMpact -> | PCAP, MBO | 2018-12-23 |
| ICE Europe Financials | ICE Europe Financials iMpact -> | PCAP, MBO | 2024-12-10 |
| ICE Abu Dhabi | ICE Europe Commodities iMpact -> | PCAP, MBO | 2018-12-23 |
| ICE Endex | ICE Endex iMpact -> | PCAP, MBO | 2018-12-23 |
| ICE Futures US | ICE Futures US iMpact -> | PCAP, MBO | 2018-12-23 |
| ICE Canada | ICE Futures US iMpact -> | PCAP, MBO | 2018-12-23 |
| Eurex | Eurex EOBI -> | PCAP, MBO | 2025-03-10 |
| EEX | EEX EOBI -> | PCAP, MBO | 2025-03-10 |
Indices
(1)| 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 Benchmark Indices | CME Globex MDP 3.0 -> | PCAP | 2017-05-21 |
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