Standardized schema for trade execution data.
API Access
Est. Price
~$1,200/yr est.
Update Frequency
Real-time
Pricing Tiers
1
Regions
1
Quality SignalsB
Freshness
Recently enriched
Complete
81%
API
API Available
Product Overview
Market Data Infrastructure$
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
54
quality per $
Price Position
P7
below avg
Coverage
75
geo × freq × depth
Try-ability
35
ease of trial
Market concentration: 100% (concentrated — few vendors)
Data Depth & Coverage
Data Depth
69
composite
Breadth
45
asset coverage
Temporal
67
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: 2019
Type: Core Infrastructure
Vertical: Quant Strategies
License: API-Only
MNPI Risk: Low
Asset Classes
EquitiesDerivativesFXCrypto
Collection Methods
Licensed feed
Universe Composition
Listed
Market Cap Coverage
All
Primary Data Sources
Global exchange feeds
Product Details
Use Cases
Quantitative tradingalgorithmic backtestingmarket microstructure researchtrade execution analysisstrategy development
Categories
Financial Market DataHistorical Market DataReal-time Market DataMarket Microstructure
Coverage
Global
Delivery
API
Data Sources
financial exchanges
Pricing Tiers
Vedex estimate
~$1,200/yr est.
SUBSCRIPTIONMEDIUM
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Get an instant price estimate based on your organization profile — seats, usage rights, and contract term.Estimated ~$1,200/yr est.
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Web Authority
High Authority24 mentions·7 platforms
Academic Papers
10 × 8 pts+80
Reddit
7 × 3 pts+21
Blogs & Newsletters
3 × 2 pts+6
Quant Forums
1 × 4 pts+4
Hacker News
1 × 4 pts+4
LinkedIn
1 × 2 pts+2
linkedin company
1 × 1 pts+1
Evidence5 sources
Academic Papers
Generating Realistic Market Simulations with Diffusion ...
In our repository, we include a synthetic LOB dataset composed of TRADES's generated simulations. Report issue for preceding element. \paperid.
Academic Papers
A Large-Scale Dataset for Insider Filing Violation Detection
... Trades means that the total trades by that insider (dynamically updated). For Firm Ratio, its formula expression is as Eq. 8: Report issue ...
Academic Papers
Measuring price impact and information content of trades in ...
We propose a non-linear observation-driven version of the Hasbrouck (1991) model for dynamically estimating trades' market impact and information content.
Data Dictionary
Expected fields and columns in this data product
About Trades
Trades 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).
Standardized schema for trade execution 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 Microstructure