Official SDK for accessing the platform.
Sample AvailableAPI Access
Est. Price
~$120/yr est.
Update Frequency
Real-time
Pricing Tiers
1
Regions
1
Quality SignalsB
Freshness
Recently enriched
Complete
81%
API
API Available
Product Overview
Market Data Infrastructure$
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.
Benefits
- Usage-based pricing model reduces entry barriers
- Proprietary DBN binary format optimizes high-performance data processing
- Standardized schemas across diverse exchange data feeds
- Unified API for both historical and real-time data access
Drawbacks
⚠ Limited to market data · ⚠ lacking broader alternative or fundamental data sets · ⚠ Requires technical proficiency to leverage proprietary binary formats and SDKsProduct Intelligence
Value Score
73
quality per $
Price Position
P50
mid-range
Coverage
75
geo × freq × depth
Try-ability
60
ease of trial
Market concentration: 100% (concentrated — few vendors)
Data Depth & Coverage
Data Depth
73
composite
Breadth
52
asset coverage
Temporal
76
history depth
Transparency
65
lineage & sourcing
Research-Ready
100
backtest fitness
Point-in-Time
Yes
Granularity
Tick
Data Lineage
Full
Backtest-Ready
Yes
History from: 2010
Type: Core Infrastructure
Vertical: Quant Strategies
License: API-Only
MNPI Risk: Low
Asset Classes
EquitiesDerivativesFXCommoditiesCrypto
Collection Methods
Licensed exchange feed
Universe Composition
ListedDelisted
Market Cap Coverage
All
Primary Data Sources
Direct exchange feeds
Product Details
Use Cases
Quantitative tradingBacktestingFinancial researchAlgorithmic tradingMarket microstructure analysis
Categories
Financial Market DataHistorical Market DataReal-time Market DataMarket Data Infrastructure
Coverage
Global
Delivery
API
Data Sources
financial exchanges
Pricing Tiers
Vedex estimate
~$120/yr est.
SUBSCRIPTIONMEDIUM
Add to Data Room
Get an instant price estimate based on your organization profile — seats, usage rights, and contract term.Estimated ~$120/yr est.
Request a sample directly from Databento.
Web Authority
Emerging5 mentions·2 platforms
Blogs & Newsletters
4 × 2 pts+8
LinkedIn
1 × 2 pts+2
Evidence5 sources
Blogs & Newsletters
Building high-frequency trading signals in Python with ...
This is a simple example that demonstrates how to build high-frequency trading signals in Python, using order book and market depth data from Databento
Blogs & Newsletters
An introduction to matching engines: A guide by Databento
This is a guide to all you need to know about matching engines. The content is intended for an algorithmic or quantitative trading audience.
LinkedIn
The Rust client library is here by popular demand. 🦀
Need a market data API for your Rust project? We've just launched Databento's Rust client library! Learn why Rust is suited for modern ...
Data Dictionary
Expected fields and columns in this data product
About Databento Client Libraries
Databento Client Libraries 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 $120/yr (an estimate, not a vendor-published price).
Official SDK for accessing the platform.
About Databento
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...
Related Data Categories
Financial Market DataHistorical Market DataReal-time Market DataMarket Data Infrastructure