Core historical data access service.
API 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
63
quality per $
Price Position
P2
below avg
Coverage
75
geo × freq × depth
Try-ability
35
ease of trial
Market concentration: 100% (concentrated — few vendors)
Data Depth & Coverage
Data Depth
72
composite
Breadth
52
asset coverage
Temporal
70
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: 2016
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
Global stock and derivatives exchanges
Product Details
Use Cases
Quantitative tradingbacktestingalgorithmic researchmarket microstructure analysisrisk management
Categories
Financial Market DataHistorical Market DataReal-time Market Data
Coverage
Global
Delivery
API
Data Sources
financial exchanges
Detected Use Cases
risk management
Pricing Tiers
Vedex estimate
~$120/yr est.
SUBSCRIPTIONMEDIUM
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Get an instant price estimate based on your organization profile — seats, usage rights, and contract term.Estimated ~$120/yr est.
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Web Authority
Notable10 mentions·3 platforms
Reddit
4 × 3 pts+12
LinkedIn
5 × 2 pts+10
Twitter / X
1 × 2 pts+2
Evidence5 sources
Reddit
Databento MCP – A Model Context Protocol server that ...
Databento MCP – A Model Context Protocol server that provides access to Databento's historical and real-time market data, including trades, ...
Reddit
Why theres innacuracy about the MNQ data : r/Databento
What is the default timezone for Databento historical data?
Reddit
Best Data source for MNQ/NQ? Intraday 1minute max
If not for example using IBKR feed for real-time and Databento historical there will be differences at least on the volume values. NichUK. • ...
Data Dictionary
Expected fields and columns in this data product
About Databento Historical
Databento Historical 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).
Core historical data access service.
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 Data