Databento

Databento is a comprehensive platform designed to provide high-quality, real-time, and historical market data across various financial instruments. It offers access to a wide range of data types, including equities, futures, and options, sourced directly from over 50 trading venues. This includes full order books, tick data, OHLCV aggregates, and more, ensuring users have detailed insights into market dynamics.

Key features of Databento include its ability to deliver data with nanosecond timestamps, providing sub-microsecond accuracy across different venues. The platform supports multiple data formats and schemas, allowing users to customize their data needs. Additionally, Databento offers packet capture (PCAP) files, which provide raw market data in its native wire protocol, ideal for high-frequency trading and backtesting strategies.

Databento's APIs are designed to be user-friendly, with official client libraries available in Python, Rust, and C++. This allows developers to easily integrate the data into their applications, whether for trading, research, or analysis. The platform's self-service onboarding process ensures quick access to datasets, making it efficient for users to start working with the data immediately.

Overall, Databento serves as a robust tool for financial institutions and researchers seeking high-fidelity market data to inform their strategies and decisions. Its comprehensive coverage and precise data delivery make it a valuable resource in the financial data landscape.