Multi-exchange data aggregation service for equity, futures, and options data
API Access
Est. Price
~$2,148/yr est.
Update Frequency
Real-time
Pricing Tiers
1
Regions
1
Quality SignalsB
Freshness
Recently enriched
Complete
81%
API
API Available
Product Overview
Market Data Infrastructure$
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
52
quality per $
Price Position
P100
premium
Coverage
75
geo × freq × depth
Try-ability
35
ease of trial
Market concentration: 100% (concentrated — few vendors)
Product Details
Use Cases
Quantitative tradingBacktestingAlgorithmic researchMarket microstructure analysisRisk management
Categories
Financial Market DataHistorical Market DataMarket MicrostructureReal-time Market Data
Coverage
Global
Delivery
API
Data Sources
financial exchanges
Detected Use Cases
risk management
Pricing Tiers
Vedex estimate
~$2,148/yr est.
SUBSCRIPTIONMEDIUM
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Get an instant price estimate based on your organization profile — seats, usage rights, and contract term.Estimated ~$2,148/yr est.
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Web Authority
High Authority13 mentions·4 platforms
Academic Papers
3 × 8 pts+24
Reddit
5 × 3 pts+15
Blogs & Newsletters
4 × 2 pts+8
Hacker News
1 × 4 pts+4
Evidence5 sources
Academic Papers
The Reliability of Odd-Lot Liquidity
... database. (Thesys). This database contains a historical record of as many as 18 on-exchange data feeds, including messages to add liquidity ...
Academic Papers
Mismeasuring Volatility Risk: Cross-Sectional Dispersion ...
Practitioners should obtain end-of-day option prices from institutional-grade sources such as. OptionMetrics, Bloomberg Terminal, or direct exchange data feeds ...
Academic Papers
Low-Latency Trading
by J Hasbrouck · Cited by 1294 — millisecond and hence subscribers to direct exchange data feeds “see” the information before others who observe the tape. Page 36. 34. NYSE ...
Data Dictionary
Expected fields and columns in this data product
About Exchange Data Feeds
Exchange Data Feeds 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 $2,148/yr (an estimate, not a vendor-published price).
Multi-exchange data aggregation service for equity, futures, and options data
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 DataMarket MicrostructureReal-time Market Data