Proprietary high-performance binary format used for data delivery.
~$1,200/yr est.
Real-time
1
1
Freshness
Recently enriched
Complete
81%
API
API Available
Offering: High-fidelity, normalized historical and real-time exchange market data delivered via a unified API and proprietary binary format.
Best for: Quantitative researchers and algorithmic traders requiring granular, exchange-level market data for backtesting and execution analysis.
Get an instant price estimate based on your organization profile — seats, usage rights, and contract term.Estimated ~$1,200/yr est.
Request a sample directly from Databento.
Is there a similar source you're aware of, cheap with a clean API ...
Depends what you are looking for. Is it real time quotes? IEX data is now free after 15minutes instead of 15milliseconds. One option is the Databento US Equities Mini for 200 USD per month. If I under
SEC approves Texas Stock Exchange, first new US integrated ...
I've been happy with Databento as a low-friction way to get market data. I ... ohlcv-1d ALL_SYMBOLS EQUS.SUMMARY ohlcv-1d $ 4.380178 156772672 bytes ...
Modelling Level 3 Order Book data with Deep Learning : r/algotrading
I plan to do this on NQ and GC futures market. Im also planning on using DataBento for historical and live MBO (L3) data. Upvote 10. Downvote
Expected fields and columns in this data product
Databento Binary Encoding (DBN) is a financial market data data product offered by Databento, available on discovery. Data is updated real-time. API access is available for programmatic integration. Vedex estimates pricing at roughly $1,200/yr (an estimate, not a vendor-published price).
Proprietary high-performance binary format used for data delivery.
Databento is a data provider & platform vendor based in Boston, MA. Databento is a data-as-a-service platform that provides high-performance, normalized market data for financial institutions and quantitative researchers. By offering a unified API for historical and r...