A simpler, faster way to get market data
Join 3,000+ leading firms and high-growth startups that use our APIs.
Real-time and historical market data, direct from colocation sites.
CME Globex MDP 3.0
Futures ⋅ Options on futures
See 650,000+ symbolsCME Globex MDP 3.0
Futures ⋅ Options on futures
All futures and options on CME, CBOT, NYMEX, and COMEX. Includes full book, stats, reference data, and more.
Since 2010
Since 2010
CME Globex MDP 3.0
Futures ⋅ Options on futures
See 650,000+ symbolsCME Globex MDP 3.0
Futures ⋅ Options on futures
All futures and options on CME, CBOT, NYMEX, and COMEX. Includes full book, stats, reference data, and more.
Since 2010
Since 2010
CME Globex MDP 3.0
Futures ⋅ Options on futures
See 650,000+ symbolsCME Globex MDP 3.0
Futures ⋅ Options on futures
All futures and options on CME, CBOT, NYMEX, and COMEX. Includes full book, stats, reference data, and more.
Since 2010
Since 2010
CME Globex MDP 3.0
Futures ⋅ Options on futures
See 650,000+ symbolsCME Globex MDP 3.0
Futures ⋅ Options on futures
All futures and options on CME, CBOT, NYMEX, and COMEX. Includes full book, stats, reference data, and more.
Since 2010
Since 2010
Market data APIs and solutions
Equities
15 exchanges and 30 ATSs—all stocks and ETFs from direct L3 prop feeds and SIPs.
Futures
Futures, spreads, and options on futures from CME, CBOT, NYMEX, COMEX, and ICE exchanges.
Options
All 18 US equity options exchanges, covering trades, quotes, NBBO, OHLCV, and more.
Spot FXComing soon
Coming soon
Over 100 currency pairs, including majors & cross-rates, from 40+ liquidity providers.
Live data
Real-time, delayed, and intraday data streaming feeds.
Historical data
Up to 15 years of normalized data. Over 3 million active symbols. 16 PB of coverage.
Reference data
Corporate actions, adjustment factors, and security master for over 200 trading venues.
Packet captures
Raw PCAPs in native protocol delivered with nanosecond-resolution hardware timestamps.
Build your first application in 4 lines of code
Databento works with any language through our Raw API, which uses a binary protocol over TCP, and our HTTP API. We also provide client libraries for Python, C++ and Rust.
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import databento as db client = db.Historical('YOUR_API_KEY') data = client.timeseries.get_range( dataset='GLBX.MDP3', schema='mbo', start='2023-01-09T00:00', end='2023-01-09T20:00', limit=100, ) data.replay(print)Getting Started
Step-by-step guide to create your first Databento application.
Examples
Examples to help you get up and running with historical and real-time data.
API ReferenceHistorical
APIs and client libraries for receiving historical data older than 24 hours.
API ReferenceLive
APIs and client libraries for receiving real-time and intraday historical data from the last 24 hours.
Direct from colocation facilities
All data is sourced directly from raw feeds at our NY4, FR2, and Aurora I colocation sites, with no third-party data providers in between.
Market by order
Market by order, full order book, L3.
Market by price
Market by price, market depth, L2.
Market by price
Top of book, trades and quotes, L1.
Trades
Tick-by-tick trades, last sale.
Top of book
Top of book, sampled in trade space.
OHLCV (Bars)
Aggregates per second, minute, hour, or day.
Statistics
Intraday and end-of-day trading statistics.
Definitions
Point-in-time instrument definitions.
Imbalance
Auction imbalance, order imbalance.
The market data platform you’ll enjoy using
The fastest real-time feed over public cloud
590 microseconds. The median latency from matching engine to your application over internet.
