Historical
Request historical intervals through an API or batch files, selecting datasets and instruments.
Explore the docs (opens in a new tab)
Competition data partnerAccess historical and live market data through consistent APIs, from individual orders to aggregated bars.
Historical
Live
Normalised
Official Databento infrastructure illustration
Work with the tools you know
Databento offers Python, C++ and Rust libraries, plus HTTP and raw TCP APIs. Its public products cover equities, futures, options and indices.
Python
C++
Rust
HTTP
Find the right shape for your research
Choose a schema to explore its official definition and research uses.
mboIndividual orders
Market by order: Level 3 events for the full order book.
Research use
Read the schema documentation (opens in a new tab)Study order queues and book changes.
Definitions follow Databento’s documentation. Availability depends on the dataset and licence.
From data access to analysis
Live
Subscribe to real-time and intraday streams using normalised record structures.
Explore the docs (opens in a new tab)Encodings
Work with DBN, CSV or JSON to connect data to your analysis workflow.
Explore the docs (opens in a new tab)Competition access starts with your team
This competition’s Databento support is for eligible student teams. Apply through the team portal, complete review, then wait for an invitation from the competition’s main account.
Follow the invitation email to join and confirm the applicable licences. Do not register independently in advance. Credits, datasets and access dates follow the activation notice and team resource confirmation.
View competition applicationThis page describes Databento’s public product capabilities. Competition accounts do not automatically receive every market or live data product.