Standardized schema for aggregated bar data.
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
70
composite
Breadth
50
asset coverage
Temporal
66
history depth
Transparency
65
lineage & sourcing
Research-Ready
100
backtest fitness
Point-in-Time
Yes
Granularity
Intraday
Data Lineage
Full
Backtest-Ready
Yes
History from: 2016
Type: Core Infrastructure
Vertical: Quant Strategies
License: API-Only
MNPI Risk: Low
Asset Classes
EquitiesDerivativesCryptoFXCommodities
Collection Methods
Licensed exchange feed
Universe Composition
Listed
Market Cap Coverage
All
Primary Data Sources
Direct exchange feeds
Product Details
Use Cases
Quantitative tradingbacktestingalgorithmic strategy developmentmarket researchprice discovery
Categories
Financial Market DataHistorical Market DataReal-time Market DataMarket Infrastructure
Coverage
Global
Delivery
API
Data Sources
financial exchanges
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.
Request a sample directly from Databento.
Web Authority
High Authority28 mentions·6 platforms
Academic Papers
10 × 8 pts+80
Quant Forums
6 × 4 pts+24
Reddit
5 × 3 pts+15
Blogs & Newsletters
4 × 2 pts+8
Twitter / X
2 × 2 pts+4
GitHub
1 × 2 pts+2
Evidence5 sources
Academic Papers
A Review of Large Language Models Across Academic Disciplines
... data such as OHLCV market data from Yahoo Finance and CoinMarketCap, regulatory filings from the SEC EDGAR database, and news data from ...
Academic Papers
Stock Price Prediction Using Triple Barrier Labeling and ...
by S Kang · 2025 · Cited by 5 — This paper demonstrates that deep learning models trained on raw OHLCV (open-high-low-close-volume) data can achieve comparable performance to traditional ...
Academic Papers
A Stock Price Prediction Approach Based on Time Series ...
[29] utilized the opening prices, highest price, lowest price, closing price, and volume (OHLCV) images as inputs to predict the probability ...
Data Dictionary
Expected fields and columns in this data product
About OHLCV
OHLCV 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).
Standardized schema for aggregated bar 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 DataReal-time Market DataMarket Infrastructure