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Databento

  • What it is:Databento is a licensed market data provider that delivers real-time and historical financial data APIs for equities, futures, and options across 60+ trading venues with pay-as-you-go pricing.
  • Best for:Quantitative traders and hedge funds, Financial data analytics platforms, Organizations with variable data consumption
  • Pricing:Free tier available, paid plans from Varies by dataset ($/GB)
  • Rating:85/100Very Good
  • Expert's conclusion:Databento is built specifically for Technical Trading Teams who require Reliable, Programmatic Access to Normalized Market Data Across Multiple Exchanges and Asset Classes.
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Reviewed byMaxim Manylov·Web3 Engineer & Serial Founder

What Is Databento and What Does It Do?

Databento provides APIs to licensed customers for historical and real-time financial market data. Databento has partnered with multiple trading venues, over 60, such as equities, futures, and options to provide these services.

Active
📍Salt Lake City, UT
📅Founded 2019
🏢Private
TARGET SEGMENTS
Financial InstitutionsFintechHedge FundsTrading FirmsAI CompaniesStartups

What Are Databento's Key Business Metrics?

📊
$78.55M
Total Funding
👥
10,000+
Customers
📊
60+
Trading Venues
🏢
26
Employees
💵
$5.5M
Revenue
📊
Series A - III
Funding Stage

How Credible and Trustworthy Is Databento?

85/100
Excellent

Databento was founded by experts in the industry from prominent trading firms, and offers a self-serve model where clients only pay for what they consume.

BREAKDOWN
Product Maturity80/100
Company Stability90/100
Security & Compliance85/100
User Reviews75/100
Transparency90/100
Support Quality85/100
TRUST SIGNALS
Licensed distributor from 60+ trading venuesUsed by 10,000+ financial institutions$78.55M total fundingTeam from Virtu, Two Sigma, Flow TradersPay-as-you-go model with no vendor lock-in

What is the history of Databento and its key milestones?

2019

Company Founded

As a well-funded private company with backing from a large amount of capital, an experienced management team with experience from top trading firms, and a growing client base of over 10,000 financial institutions, Databento has become one of the most credible market data providers in the world.

2021

Series A Funding

Databento was founded by industry experts from prominent trading firms who wanted to create a simplified way for clients to obtain high-quality market data through a pay-as-you-go model.

2023

Public Launch

To date, Databento has raised over 27 million dollars in Series A funding. In addition to the funding, Databento launched its flagship historical pay-as-you-go data service and began delivering real-time equities and options data feeds to its clients.

2023

Live Data Release

Databento added ICE Futures Europe and ICE Endex as the first international venues to offer market data to its clients.

2024

Europe Expansion

Following the launch of new international markets, Databento extended its total Series A funding to over 30 million dollars after raising an additional 10 million. As a result of the new funding, Databento now offers market data at a lower cost, with clients paying only for the specific data they consume.

2025

Additional Series A

Clients no longer have to worry about being locked into contracts or making minimum commitments.

What Are the Key Features of Databento?

✨
Pay-as-you-go Pricing
One of the biggest advantages of using Databento's market data is that Databento is the first company in the industry to deliver market data in a cloud-based environment.
✨
Full Order Book Feeds
With Databento's cloud-based delivery of complete order book data from over 60 different trading venues, clients can easily scale up or down depending on their business needs.
✨
Historical + Live Data
With terabytes of normalized historical data available, combined with the ability to receive real-time feeds for equities, options, and futures contracts, Databento provides clients with instant access to live exchange feeds and historical data via easy-to-use and scalable APIs.
🔗
Self-service APIs
Since Databento is a licensed distributor for the United States, Europe, and global exchanges, including ICE Futures Europe, Databento provides clients with standardized data formats including JSON, CSV, and binary to help optimize backtesting and production usage.
✨
Multi-venue Coverage
Because of Databento's scalable platform, Databento handles petabyte-scale datasets while maintaining enterprise-grade reliability for all clients.
✨
Normalized Data Formats
Databento's clients can rest assured knowing that their business needs will always be met.
✨
Cloud-native Architecture
Accessing and analyzing normalized full order book data across 60 or more venues is critical for many organizations to research, backtest, and produce strategies.

What Technology Stack and Infrastructure Does Databento Use?

Infrastructure

Multi-region cloud infrastructure across 8 time zones

Technologies

APIsRESTWebSocketJSONCSVCloud-native

Integrations

Trading platformsBacktesting systemsAI/ML pipelinesFintech applications

AI/ML Capabilities

Market data optimized for AI-driven trading strategies, backtesting, and quantitative research applications

Inferred from product descriptions and team backgrounds in high-frequency trading systems

What Are the Best Use Cases for Databento?

Quantitative Hedge Funds
Databento is the best option for these organizations due to its ability to provide real-time normalized feeds from major US and European exchanges.
Market Making Firms
Databento's unique pay-per-use pricing model allows clients to scale up and down flexibly based on their needs.
Fintech Startups
Access to professional-grade historical and real-time data through self-service channels without contractual obligations or long-term commitments
AI/ML Trading Research
Over a terabyte of historical and clean/normalized market data that can be used as training data for financial AI models and other forms of quantitative research.
Retail Trading Apps
A cost-effective option for accessing real-time exchange data that is best suited for use in consumer-focused trading applications.
NOT FORHigh-frequency Prop Trading
Not recommended - although the data quality is professional-grade, it will likely be necessary to acquire high-performance hardware in order to achieve sub-microsecond latency.
NOT FORNon-financial Applications
Does not apply - the data provided by this product has a specific focus on financial markets and does not provide general purpose analytical tools for its users.

How Much Does Databento Cost and What Plans Are Available?

Pricing information with service tiers, costs, and details
☐Service$CostℹDetails🔗Source
Usage-Based PricingVaries by dataset ($/GB)Pay-as-you-go for historical data. Charges based on uncompressed data size in binary encoding. Rates vary by schema and dataset.Official pricing page
Standard Plan (US Equities)$199/monthUnlimited access to live data, free historical data for OHLCV-1s/-1m, definitions, imbalances, statistics, and status dataJanuary 2025 pricing update
Standard Plan (OPRA)$199/monthUnlimited live OPRA data access, cost-effective option bridging usage-based and enterprise pricingJune 2025 pricing update
Standard Plan (CME)$179/monthUnlimited live CME Globex MDP 3.0 data accessCME pricing plans
Standard Plan (ICE)$199/monthUnlimited live ICE Endex and ICE Futures Europe data accessICE subscription plans
Plus PlanCustom pricingRenamed from Enterprise, includes unlimited live data accessMultiple pricing updates
Unlimited PlanCustom pricingRenamed from Enterprise Live, highest tier with unlimited everything—
Sign-up Credits$125 free creditsNew users receive $125 in credits upon signup—
Usage-Based PricingVaries by dataset ($/GB)
Pay-as-you-go for historical data. Charges based on uncompressed data size in binary encoding. Rates vary by schema and dataset.
Official pricing page
Standard Plan (US Equities)$199/month
Unlimited access to live data, free historical data for OHLCV-1s/-1m, definitions, imbalances, statistics, and status data
January 2025 pricing update
Standard Plan (OPRA)$199/month
Unlimited live OPRA data access, cost-effective option bridging usage-based and enterprise pricing
June 2025 pricing update
Standard Plan (CME)$179/month
Unlimited live CME Globex MDP 3.0 data access
CME pricing plans
Standard Plan (ICE)$199/month
Unlimited live ICE Endex and ICE Futures Europe data access
ICE subscription plans
Plus PlanCustom pricing
Renamed from Enterprise, includes unlimited live data access
Multiple pricing updates
Unlimited PlanCustom pricing
Renamed from Enterprise Live, highest tier with unlimited everything
Sign-up Credits$125 free credits
New users receive $125 in credits upon signup

What are the strengths and limitations of Databento?

Pros

  • The flexible pricing model offered allows users to select either a pay-as-you-go model for access to historical data or to sign up for a predictable monthly subscription for access to live data.
  • Direct Venue Distribution - This company partners directly with the exchanges from which it obtains data; therefore, it typically provides lower-cost options than competitors do.
  • Comprehensive Market Coverage - The service provides access to 15 U.S. equities exchanges, 30 Alternative Trading Systems, and several asset classes, all from one platform.
  • Granular Data Metering - Users are charged based on how much actual, uncompressed data they consume, rather than on estimated usage.
  • Clearly-defined pricing model - The user's bill includes clearly-defined per GB charges for each dataset/schematic available on the service.
  • Included in Subscription Plan - Historical data access is included at no additional cost as part of the service's subscription plans.
  • Grandfathered Pricing Policy - Existing customers can continue to take advantage of usage-based live pricing if they continue to hold onto their current license.

Cons

  • Multiple Datasets with Different Pricing Models - There are many different datasets that the service offers, for example, equities, OPRA, CME, etc. and each of these datasets has its own pricing model and plan structure.
  • Unpredictable Costs for Historical Data Consumption - Users' costs for access to historical data are unpredictable because they are based on actual historical data consumption patterns.
  • Transition Friction - The elimination of usage-based live pricing creates an inconvenience for users who must adjust their billing models.
  • No Free Tier - The service has no free tier for any of its products/service, which is different from what at least one competitor provides.
  • Optimization of Pricing Required - The users of this product must actively determine how to estimate and optimize their queries using the metadata.get_cost tool in order to minimize the amount of money they spend.
  • Minimum monthly subscription amounts – Standard plans begin at $179-$199 per month regardless of how little you actually utilize them

Who Is Databento Best For?

Best For

  • Quantitative traders and hedge funds — Full venue access, complete Market Data, and flexible Usage-Based Pricing for Historical Analysis
  • Financial data analytics platforms — Subscription plans that allow unlimited live data subscriptions offer a cost effective way to get access to multiple Exchanges and Asset Classes
  • Organizations with variable data consumption — Usage-Based Historical Pricing allows companies to scale their costs based on the amount of data they need rather than paying a fixed amount each month for the same number of Historical Records
  • Companies building options trading infrastructure — OPRA Dedicated Support with Customized Subscription Plans
  • CME and ICE derivative traders — Customized Subscription Plans for CME Globex and ICE Products through Partnerships with Exchange Companies

Not Suitable For

  • Casual/occasional market data users — Monthly Subscription Costs May be More Than What is Needed. You might be able to obtain better alternatives at lower prices from a Broker's Free API
  • Organizations requiring strict cost predictability — The Historical Data Fees Vary Based Upon Query Complexity. Some services will guarantee you a price for your queries as opposed to having to worry about varying fees
  • Real-time retail trading applications — Databento is focused on delivering Professional Grade Data, so if you are a Retail Trading Platform you should be able to find an alternative service that is less expensive

Are There Usage Limits or Geographic Restrictions for Databento?

Data Billing Unit
Charged by uncompressed data size in GB (binary encoding), regardless of compression method used
Live Data Connection Timeout
Connection interrupted by 5+ seconds results in immediate billing stop with no further charges
Usage-Based Live Data Availability
No longer available for equities (as of January 13, 2025). Other datasets phased out by June 30, 2025. Must use subscription plans.
Historical Data Access
Usage-based pricing continues for historical data; pay-as-you-go model maintained
License Termination Impact
Grandfathered usage-based live data pricing forfeited if license is terminated; must resubscribe at new rates
Enterprise Plan Downtime
Enterprise users automatically upgraded to Plus or Unlimited plans with email notification

Is Databento Secure and Compliant?

Direct Exchange PartnershipsDatabento negotiates directly with venues for data distribution, ensuring compliance with exchange data distribution agreements
Data Pricing TransparencySemi-automated pricing algorithm based on venue licensing fees ensures compliance with exchange fee structures
Binary Encoding FormatCharges based on uncompressed binary encoding size, providing transparent and verifiable data consumption metrics
Cost Monitoring ToolsBuilt-in metadata.get_cost tool allows users to estimate and monitor usage-based pricing before incurring charges

What Customer Support Options Does Databento Offer?

Channels
API reference, pricing documentation, and live API basics guideInteractive tool to explore datasets and estimate pricing per MB
Support Limitations
•Limited support channel information publicly available in search results
•No phone support mentioned; primary support through documentation and tools

What APIs and Integrations Does Databento Support?

API Type
REST API with HTTP endpoints, plus WebSocket streaming for real-time data. Binary DBN encoding for performant zero-copy market data decoding.
Authentication
API Key authentication (32-character string). Keys managed through API keys portal. Support for environment variable passing (DATABENTO_API_KEY).
Official SDKs
Python client library (primary), C++ client, Rust client. All SDKs available on GitHub at github.com/databento/databento-python and support historical and live APIs.
API Capabilities
Live API: real-time subscriptions and intraday replay within 24 hours. Historical API: access to data older than 24 hours. Support for multiple data schemas (trades, order book, CBBO, BBO), multiple datasets, and various symbology types (raw_symbol, instrument_id, parent, continuous).
Data Formats
DBN binary format (primary), with conversion capabilities to CSV, JSON, and Parquet formats. Consistent schemas and record structures across live and historical APIs.
Documentation
Comprehensive API documentation with code examples, tutorials, and use-case guides at databento.com/docs. Examples organized by language (Python, C++, Rust), use case, and schema type.
Streaming Capabilities
Live client built with Python's asyncio module for easy integration into asynchronous applications. Support for synchronous and asynchronous iteration patterns. Callback-based event handling with error handlers and reconnection callbacks.
Data Subscriptions
Multiple subscriptions combinable into single session: trades, subsampled data (second, minute, hour, daily aggregates), definitions (expirations, settlement). Support for all symbols or specific instrument filters.
Use Cases
Live order book state retrieval, historical backtesting, portfolio valuation, technical indicator calculation (VWAP, RSI, Sharpe ratio), order book construction from MBO data, trade halt handling, data aggregation and resampling.

What Are Common Questions About Databento?

Databento delivers APIs for Equities, Options, and Futures. In addition to offering live real-time subscriptions, it also offers historical tick data. It can deliver Trades, Order Book Snapshots, Best Bid/Offer Data, and Instrument Definitions to many different exchanges and datasets

Live API delivers real-time subscriptions and Intraday Replay up to the last 24 Hours. Historical API delivers access to older data with both HTTP Endpoints and Client Libraries. Both APIs are delivered using the same Schemas and Data Structures to enable seamless Backtesting to Live Trading Transitions

Databento delivers Official Client Libraries in Python, C++, and Rust. The Python Client is the most mature and fully supports async/await. All SDKs are Open Source and located on Github

Yes, Databento does support converting the DBN Binary Format into CSV, JSON, or Parquet Formats. The Python Library includes Methods such as .to_df() for DataFrame conversions and Export Capabilities to many different File Formats

Create a 32-character API key through your Databento portal and pass it to either the client initialization or create the DATABENTO_API_KEY environment variable. Hardcoding API keys into production is not recommended.

Yes. Databento offers Market By Order (MBO) data that tracks the lifecycle of an order including Add, Fill, Cancel, Modify, and Clear. The Databento platform standardizes data across all exchanges and provides example code for determining Best Bid Offer (BBO), creating a full limit order book, etc.

Yes. Databento has status messages to help you handle trading halt situations. The Databento API has flag fields for when an event ends, and also flags for message characteristics and data quality so you can easily filter and monitor your data's integrity.

Databento has a "sandbox" or "test" environment but does not detail what the limitations are within this environment in the documentation I was able to find. Please check the Databento API Reference Documentation for details on the current sandbox specifics and the free tier options.

Is Databento Worth It?

Databento is a unique market data infrastructure platform built by engineers for the quantitative trading and systematic trading firm communities. The Databento platform delivers low latency, normalized access to real-time and historical market data across multiple asset classes using developer-friendly APIs and complete symbology support. Databento is a modern, programmatically-based alternative to traditional market data vendors, but is geared toward the community of technical traders and not mainstream applications.

Recommended For

  • Quantitative traders and quant funds developing trading algorithms
  • Systematic trading firms needing reliable, low-latency market data APIs
  • Fintech companies developing trading platforms or analytics tools
  • Financial engineers who need to back test their trading systems with consistent historical data
  • Teams of developers with programming experience in Python/C++/Rust
  • Companies involved in multi-asset trading (equities, options, futures)

!
Use With Caution

  • Companies that require on premises deployments - Databento is cloud only.
  • Technical Background – Requires Programming Skills & Integration into Existing APIs (Non-Tech Teams)
  • Firms requiring Customer Support in Non-English Languages
  • Start-ups on a budget – Premium Pricing for Data for a Niche Market

Not Recommended For

  • Individual Investors/Retail Traders/Non-Technical Professionals – Too Complex
  • Non-Trading Applications – Purpose-Built for Trading Data Only
  • Organizations with Strict Data Sovereignty Requirements
  • Teams Seeking Pre-Built Trading Analytics – This Is Data Infrastructure, Not Analysis Tools
Expert's Conclusion

Databento is built specifically for Technical Trading Teams who require Reliable, Programmatic Access to Normalized Market Data Across Multiple Exchanges and Asset Classes.

Best For
Quantitative traders and quant funds developing trading algorithmsSystematic trading firms needing reliable, low-latency market data APIsFintech companies developing trading platforms or analytics tools

What do expert reviews and research say about Databento?

Key Findings

The Databento Platform Provides Customizable Live and Historical Trading Data through APIs for Multiple Asset Classes (Equities, Options, Futures) as well as Developer-Friendly Modern SDKs in Python, C++, and Rust with Extensive Documentation and Practical Examples. The API uses Binary DBN Encoding for Performance-Critical Applications and Uses Consistent Data Schemas Across Live and Historical Endpoints to Enable Seamless Transition From Backtesting to Live Trading.

Data Quality

Good - comprehensive documentation and technical specifications from official Databento website and GitHub repositories. API reference materials are detailed with code examples. Private company with limited public financial information and no public pricing details (requires sales contact).

Risk Factors

!
Specialized Platform with Limited Public Exposure Compared to Broader Fintech Platforms
!
Pricing Information Not Available in Public Domain – Direct Sales Inquiry Required
!
Target Audience Limited to Quantitative/Technical Trading Professionals
!
Company Background and Funding Details Not Available Through Public Sources
!
Relative Newcomer in Market Compared to Established Market Data Vendors
Last updated: February 2026

What Additional Information Is Available for Databento?

Developer Community

Databento Provides a Large Collection of Code Examples Organized by Use Case and Language. In addition, Databento has Open-Source Client Libraries Located on GitHub. Documentation Includes Tutorials for Common Scenarios such as VWAP Calculation, Sharpe Ratio Computation, and Order Book Construction.

Data Coverage

The system provides a full suite of U.S. exchange coverage with access to the major futures markets (including the CME's GLBX exchange), and also covers the major equity and option markets in the U.S., with multiple data set options available with varying speed of publication and level of data quality. In addition, the system allows users to utilize parent symbology to handle option chains, and also utilizes continuous symbology to handle the rollover of futures contracts.

Performance Features

The system has been designed to provide very fast processing of market data using a proprietary binary DBN encoding format that enables zero-copy decoding of market data which allows for very fast execution of high performance applications. The system also allows for efficient resampling and aggregation of market data (for example, 5 minute bars and daily OHLC). Additionally, the client was designed to be asynchronous using python's asyncio library, allowing for blocking calls to occur asynchronously.

Backtesting Capabilities

The historical API is used to enable users to obtain all historical datasets for use in backtesting purposes. The live API is also structured identically to the historical API with respect to schema and structure of records, which will enable a user to easily switch from backtesting to live trading with minimal or no code modifications.

Data Quality Management

The system includes a variety of status messages to alert users when trading has halted or if there are issues with the integrity of the data being delivered by the exchange. The flag fields within each record indicate the quality of the event and other information about the message. Users can also take advantage of forward fill gap handling, as well as the ability to track and manage trade halt status, to ensure the most robust possible handling of their data.

What Are the Best Alternatives to Databento?

  • •
    Bloomberg Terminal: Bloomberg is an enterprise-level financial data platform that offers a wide array of financial data, news and analytics. Bloomberg is a traditional tool that requires a significant investment in a subscription model and special training to effectively utilize the product. Bloomberg is best suited for institutional investors who require a complete financial ecosystem however it does not have a programmatic API and is much more expensive than Databento.
  • •
    Refinitiv Eikon/Data APIs: Refinitiv is another enterprise-level market data provider that offers both REST and streaming APIs. Refinitiv is a mature platform that has an extensive array of asset coverage and institutional support. While Refinitiv is less expensive and easier to utilize than Bloomberg, it still comes at a higher cost and greater complexity than Databento; additionally, Refinitiv offers a broader array of financial products and services than Databento. Therefore, Refinitiv is best suited for large financial institutions with dedicated data teams. (refinitiv.com)
  • •
    IEX Cloud: Equities and Options Developer-Friendly Market Data API with Simple Pricing Model. A lower-cost option that is also easier to integrate compared to Databento; however, it has limited coverage of both equities and futures data, as well as smaller data sets and lower latency requirements. It is best suited for stock trading and analytical applications. (iexcloud.io)
  • •
    Alpaca Data API: Low-Cost, Retail Trader-Friendly Market Data API Integrated into Trading Platforms. The free version includes limited equity data only. Suitable for retail traders and for educational purposes, but does not include the same quality, historical depth, or order book detail as an institutional grade service. Best for retail trading applications. (alpaca.markets)
  • •
    QuantConnect/Interactive Brokers Market Data: Market Data Bundled with Trading Platforms for Backtesting and Live Trading. An integrated solution which combines access to data with the ability to execute trades; but, a less flexible solution if you are looking to consume this data independently. It is better suited for an all-in-one platform based approach versus a customized data infrastructure. (quantconnect.com, interactivebrokers.com)
  • •
    Polygon.io: Stock Market Data APIs Offered in REST and WebSocket Streaming Format. A lower-cost alternative that offers a good developer experience; however, this product only includes U.S. Equity data and no derivative or international data coverage. Best used for equity-based applications that have relatively simple data needs. (polygon.io)

Detection & Response Performance

sub-microsecond accuracy
Mean Time to Detection (MTTD)
real-time processing
Mean Time to Resolution (MTTR)
minimal %
False Positive Rate
99.99 %
Incident Detection Rate

Core Data Quality Dimensions

Completeness

Order Book Data Including Every Buy/Sell Order at Every Price Level from Raw PCAPs.

Accuracy

Timestamps Provided at the Nanosecond Level with Sub-Microsecond Accuracy Across All Venues.

Consistency

Ensures Uniform Exporting Across MBP, OHLCV, and Tick Formats from Same Source.

Uniqueness

Eliminates Duplicate Events through Sequence Numbers.

Validity

Validates Schemas (15+) Against Raw Packet Data.

Timeliness

Provides Real-Time Streaming with Line-Rate Processing and Historical Backfill.

Data Source & Infrastructure Support Matrix

Source CategoryNative ConnectorsAPI-Based IntegrationReal-Time MonitoringStreaming Support
Equities ExchangesUS Equities (NY4 colo), 200+ venuesPython, C++, Rust, HTTP/TCP APIsYesYes - L3 MBO
Futures MarketsCME, global futures venuesRaw PCAP, normalized schemasYesYes - line rate
Options MarketsGlobal options coverageBinary protocol, Parquet, CSVYesYes
Reference DataCorporate actions, security masterAPI access to 200+ venuesYesLimited
Tick Data Platforms70+ global trading venuesDirect prop feeds, no SIPsYesYes - nanosecond

Incident Management & Triage

Unified Data Correlation

Enables Correlation Between Events Across Different Formats Using Order Book, Raw Packets, and Sequence Numbers.

Inline Export Tracing

Traces Derived Formats (OHLCV, MBP) Back to Original Raw Packet Data.

Historical Replay Analysis

Processes Petabytes of PCAPs to Identify and Correct Inconsistencies in Data.

Event Sequence Tracking

Enables Precise Incident Reproduction and Support Through Sequence Numbers.

Raw Packet Access

Root cause analysis using direct access to timestamped (nanoseconds) PCAP

Cross-Format Validation

Verify that sampled formats are consistent when compared to the complete order book.

AI/ML Data Quality & Readiness

Training Data Validation

19 petabytes of historical tick data; includes a full L3 order book for model development.

Feature Quality Monitoring

Tick data at the nanosecond level eliminates feature drift in high frequency machine learning models.

Model Input Monitoring

Real time L3 data guarantees that production model inputs remain high quality.

High-Frequency Sampling

Ability to select custom resolution from nanoseconds to aggregated for machine learning experimentation.

Multi-Venue Consistency

Venue neutral data blenders will eliminate the effects of training on exchange specific biases.

Raw Data Lineage

The entire audit trail is available from raw PCAP through normalized feature vectors to support machine learning reproducibility.

Compliance & Governance Audit Status

Derived Data LicensingUS Equities Mini with exchange-approved distribution terms
Data Lineage TrackingComplete chain from raw PCAPs to normalized formats with sequence numbers
Point-in-Time Instrument DefinitionsIntraday updates for IPOs, delistings, and derivative strikes
Regulatory Feed ComplianceDirect prop feeds from 200+ licensed venues
Timestamp Accuracy CertificationSub-microsecond accuracy across four timestamp types
API Access ControlsSelf-service onboarding with usage-based pricing controls

Integration Depth & Workflow Support

Tool CategoryNative IntegrationAPI SupportEmbedded QualityCI/CD Pipeline Support
Programming LanguagesPython, C++, Rust librariesHTTP API, Raw TCP binaryYes - inline validationYes - direct integration
Data Formats15 schemas (MBO, MBP-10, OHLCV)CSV, JSON, Parquet, BinaryInline export consistencyBatch processing APIs
Cloud InfrastructureEquinix NY4 colo directInternet/cross-connect APIsReal-time line rateSelf-service batch jobs
Analytics PlatformsRisingWave, TradingViewLive/historical streamingEvent correlation APIsYes - webhook support
Trading SystemsDirect feed replacementSingle API call per venueNanosecond timestampsReal-time + historical

Cost & Operational Efficiency Benchmarks

3 minutes
Time to Value
self-service no sales call
Onboarding Time
pay-per-use flexible subscription
Data Pricing Model
19 PB equities
Historical Coverage
200+ trading venues
Venue Coverage
nanosecond sub-microsecond accuracy
Timestamp Precision

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