Databento
@DatabentoHQ
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803
A simpler, faster way to get market data.
Salt Lake City, UT
Joined December 2020
In celebration of our launch anniversary, we’d like to share a glimpse into our journey with you! Take a peek into the origins of @DatabentoHQ, the incredible team behind it, and how we're disrupting the financial #data industry.
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We're excited to announce that @DatabentoHQ is sponsoring @FastAPI, a fast-growing Python web framework. We rely heavily on Python for our web development, and we believe that FastAPI is an ideal choice for building scalable API services and backends for SPAs. 🧵 (1/8)
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@DatabentoHQ is proud to partner with @openbb_finance, an open source platform for investment research. OpenBB’s terminal product is designed to replace the Bloomberg Terminal and democratize investment research – just as Databento is democratizing access to market data 🎉
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@DatabentoHQ is proud to sponsor @DataPolars, a high-performance dataframe library ideal for fast data wrangling. Polars is written in @rustlang and widely adopted in #finance for efficient handling of large datasets. Learn more 🧊 #polars #datawrangling.
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We're thrilled to announce the launch of our US equities bundle, Databento Equities Basic! This is the industry's first multi-venue prop feed consolidation that has zero distribution license fees. More details at #MarketData #API #AlgoTrading #Equities
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In celebration of our launch anniversary, we’d like to share a glimpse into our journey with you! Take a peek into the origins of @DatabentoHQ, the incredible team behind it, and how we're disrupting the financial #data industry.
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We’re excited to announce our latest collaboration with @QuestDB, a high-performance, columnar database that specializes in handling time-series datasets. Learn how @DatabentoHQ and QuestDB are building the modern infrastructure stack for finance with a step-by-step integration
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We recently chatted with @IBKR's Steve Sanders to get his take on what's driving changes in the market data industry, the rise of automated trading, the impact of ML/AI, and what to expect in 2024. Check out the article at #MarketData #API #ThoughtLeader
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As a startup, we often felt the pressure to settle for "good enough." However, when you're selling to some of the smartest minds in the world, "good enough" simply doesn’t cut it. @DatabentoHQ sets itself apart from other data providers by going above and beyond—publishing our
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We're thrilled to share that we're now an authorized distributor and direct market data provider for @Nasdaq! You can explore our live and historical Nasdaq TotalView-ITCH coverage and pricing here: #MarketData #RealTimeData #Equities
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We're #hiring a Developer Advocate! We're looking for someone who can act as a bridge between our developers and our diverse user base across the fintech and financial services industries. Apply now or earn $5K by replying with a successful referral.
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Did you know adopting @rustlang can lead to better software in the financial domain? If you love #rust, check out this post to learn why our engineering team wrote @DatabentoHQ's real-time subscription gateway in Rust. 🦀 .
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We're excited that our product momentum is heating up this August! ☀️ . To celebrate the onboarding of our initial beta testers later this month, we're giving away a Databento swag pack to a lucky follower! To enter, reply to this tweet and tag a friend. Good luck! 😎.
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Market Microstructure 101: What is a Maker-Taker Rebate Model?. The maker-taker rebate model aims to enhance market efficiency by rewarding liquidity providers (makers) and charging takers, leading to tighter spreads, deeper quotes, and better execution prices.
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Out of 500+ companies that raised Seed & Series A rounds over the past year, Will Reed named Databento an employer of choice based on mission, culture, growth trajectory and founding leadership. We're honored to be included in this year's selection! #top100bywillreed
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Databento is proud to bring data to 100+ classrooms for 1000+ students! 🎉. A big complaint we've heard is that data science and quant finance students only have fake, old, or simulated data to work with. Students deserve access to real market data, so we've partnered with
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In 2022, @DatabentoHQ launched as the world's first platform to offer market data as a usage-based service. 📈 220% average MoM user growth.➕ Tripled our team size.➕ 2.1 PB new data coverage.➕ 2 venues.➕ 5 company offsites. Happy New Year! . #fintech #data #trading #startup
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Five off-sites. Five cities. Databento's team met up in Boston to work on some final tasks before our next major data drop. This was our fifth off-site of the year.
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Our active users grew 420+% MoM! 🚀 . Yet another startup picks #Databento as its sole provider for market data. Why? With our instant pricing, public API docs, open source Python client, they skipped weeks of sales calls to get what they want — 500+ GB of data within an hour. ⚡
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Yesterday was a big day for team @DatabentoHQ, as we met each other in-person for the first time. Teammates from as far as Australia 🦘 came to Las Vegas ♠️ for our all-hands retreat! . #remotework #job #fintech #marketdata
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🎉 #NASDAQ TotalView-ITCH data is now available on Databento! Access historical data via a single API — full order book (MBO), market depth (MBP), last sale, OHLCV aggregates, and more. Sign up and explore for free ➡️
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Build and test high-frequency trading signals in #Python using order book and market depth data from @Databento and machine learning models from scikit-learn. Check out the guide: #marketdata #machinelearning #quant #algotrading #futures #API #HFT
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We're excited to announce @DatabentoHQ's latest infrastructure upgrade with @twdx_ip, Boston's premier Internet infrastructure provider. We've upgraded our Internet capacity to 100G at our @MarkleyBoston One Summer Street colo to better meet customer demand. 📈
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This weekend we attended @Princeton's Fintech and Quant Conference!.Christina Qi discussed AI limitations, speed vs. intelligence in trading, and the challenges of launching a new hedge fund in her interview with Ross Fabricant of CenterBook Partners LP. Thanks to all involved!
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Precision, accuracy, & resolution — know the difference?. Some vendors provide nanosecond resolution timestamps that are only accurate to a few milliseconds!. With hardware timestamps, PTP, & GPS clocks with rubidium oscillators, our data makes your #backtesting more accurate.
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Thank you to Elevation Capital for the office space in SLC! . #offsite #fintech #startups #SaltLakeCity
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#TBT: On the popular @chatwithtraders episode published 2 years ago, our CEO @christinaqi talked about her path from trading in a college dorm room to building a VC-backed HFT hedge fund— and why it led her to start Databento! . Listen now 🎧
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New job alert: Databento is hiring a Senior Software Engineer! We’re looking for candidates with experience building scalable APIs and data-related products in Python. Learn more and apply here: #hiring #softwareengineer #API #backend #dev
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Databento posted another incredible month of growth in November! We tripled our registered users (+237%) and launched a new asset class (US equities). #marketdata #datavendors #financialdata #tickdata #fintech
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What's the difference between tick data, market depth, MBP, L2, L3, and MBO? Data schemas (or "formats") have taken up various names over the years by different market data providers, and have become a common source of confusion. 😬
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We're excited to announce the much-anticipated launch of our ICE #Futures Europe and ICE Endex datasets! Get instant approval for real-time internal use of @ICE_Markets data on @DatabentoHQ. Learn more: #Options #Commodities #EnergyTrading #MarketData
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We designed our data APIs so that you can transition from backtesting to live trading seamlessly, using the same code and data format for both historical and real-time data. This improves trading workflows and speeds up production cycles ➡️ #algotrading
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We had an incredible time at the Women in Quantitative Finance Americas Conference yesterday in NYC! @DatabentoHQ's Christina Qi joined fourteen exceptional women on stage to share valuable insights on attracting and retaining top talent, as well as key lessons from her journey
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We're thrilled to announce that Databento has been named as a 2022 World Economic Forum Technology Pioneer. 🌎 . Thank you for the honor, @wef! Read more about what it means for Databento to join the Technology Pioneer community ➡️ #techpioneers22
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As a remote and globally distributed team, @DatabentoHQ employees have the opportunity to meet face-to-face around twice per year. Hosting offsites allows us to work alongside one another, grow together as a company, and try new things after hours!
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We're excited to announce the launch of Databento US Equities, providing real-time and historical data from 40 trading venues, including @NYSE, @Nasdaq, @MIAXexchange, and more—all under one pricing plan for a complete view of the market. #NYSE #Nasdaq #marketdata 🧵
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For those interested in learning #Python and kicking off their career in #quantitativefinance, it's not too late to signup for the @pyquantnews upcoming cohort for "Getting Started with Python for Quant Finance." Enrollment closes tomorrow! Register at
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Just wanted to say thank you everyone for your early support! We've been working behind the scenes make data more accessible, transparent, and affordable. If you have any market data needs, let us know at and we'll keep you posted on our launch!.
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Join @DatabentoHQ CEO @christinaqi for her Hedge Funds 102 office hours on Thursday, February 8th. Christina will answer questions about hedge fund startups, fundraising, and common pitfalls to avoid. Register here:
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Cheers to an incredible year from @DatabentoHQ! We can't wait to show you what's next in 2024.
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Ready to ship to NY4: another @DatabentoHQ server outfitted with a 100G capture card. #marketdata #lowlatency #networking #tickdata #fpga #trading
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Thanks to our community, our monthly revenue rose 5x in February (+505%)! The @DatabentoHQ team is looking forward to continued #growth in March and exciting feature releases like team management 🎉 . We're giving all new users $100 in free credits ➡️
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We’re excited to announce that @DatabentoHQ has closed an additional $10M in funding, bringing our Series A to $30M total! This round includes new participation from top hedge funds, proprietary trading firms, banks, and brokerages, capping off an incredible year that saw a 985%
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Databento is #hiring a Junior Software Engineer!. What do we look for in junior applicants? “Skin in the game.” We value those who show drive, take ownership, and commit fully to projects. It’s this dedication and hands-on experience that sets candidates apart. 👉 Check out our
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There's often confusion around what the difference is between direct prop feeds and SIP feeds. In today's article, we discuss what these differences are and which feed might be better for your use case. Check out the article at
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You shouldn't have to learn a new set of #symbology and tickers to use another #marketdata provider. Our team's hard at work this week extending our symbology support, with #whiteboarding sessions like this one!
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You can build a blazingly fast stock screener that processes 600,000+ instruments in seconds. All in pure #Python, using Databento. ➡️ See the tutorial:
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Since its founding in 2017, Temple Capital has leveraged cryptocurrency volatility to generate alpha, executing nearly $50 billion in trades. When it came time to expand into futures markets, CEO @VasilyAndreev sought a data provider that was easy to integrate alongside their
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“Quants worth following” is back with our latest interview featuring Timothy Klassen, CEO of Vola Dynamics! In this edition, Klassen shares insights from his journey—from designing the "new VIX" to building Vola Dynamics. Read the full blog:
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Our CEO @christinaqi recently sat down with @ImpactPodcastJS to talk about career failures that led her to start her previous #hedgefund and now Databento. Check out out the full-depth interview ➡️
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SIPs publish the National Best Bid Offer (NBBO), calculate market-wide circuit breakers for market-wide halts, and calculate limit-up limit-down (LULD) price bands for individual instrument halts. SIPs only provide Level 1 market data. To learn more about SIPs, their use cases,
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Hello #HongKong! We're here for the week to check out the @HKEXGroup data center in TKO and plan out our next site buildout!
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📈 The next generation of #marketdata is almost here. Databento is thrilled to announce that our pay-as-you-go market data platform is launching this summer! Stay tuned to our website for more updates ➡️
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We designed @DatabentoHQ's #API docs to be approachable for everyone. Find everything you need to know about using Databento through guides, examples, code snippets, and more. Learn more on our docs site here: #MarketData #Algo
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Databento welcomes you to the @siliconslopes Summit! Join us at one of the largest annual business & tech events in the world, here in our hometown of Salt Lake City!
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What new features did we develop during our last hackathon?. ➖ Official Databento C++ client library. ➡️ ➖ Time-varying symbology, e.g. smart expirations, delistings. ➖ Real-time data usage statistics.
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Bringing a remote team together from across six global time zones is no small feat. Here are five takeaways from our #SaltLakeCity off-site on how to run an effective in-person meeting for your remote team:. #remoteteams #startups #offsites #teambuilding #fintech
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In 1994, after obtaining a PhD in physics from Cornell, Ernest "Ernie" Chan started his career at IBM, in the leading language modeling group led by Robert Mercer and Peter Fitzhugh Brown. At the height of their research, both leaders suddenly left the group for a fund called
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Starting a hedge fund involves many moving parts and is filled with uncertainties. Join Christina Qi in an intimate Q&A session where she'll discuss launching a hedge fund, common pitfalls to avoid, and more on April 25th at 12pm ET. Register here:
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📢 We're hiring a Junior Software Engineer to join our Core Engineering team!. In this role, you'll dive deep into C/C++ and Rust, tackling the most performance-critical parts of our codebase. This is a hands-on role, where you'll be working with nearly 20 PB of data and
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Fun fact: All of @DatabentoHQ’s 12+ data formats are derived from its original raw data, which ensures consistency between raw and #normalized data.
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You can now access our data through OpenBB Terminal v2.5.0 and onwards:. ➡️ #OpenBB #Python #marketdata #dataanalysis #investmentresearch.
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Considering raising a hedge fund? What’s the difference between GP and LP funding? @christinaqi, one of the few hedge fund founders to raise venture capital, advises against it. Hear her insights from a recent Hedge Funds 101 session. #hedgefund #fintech #quantitativefinance
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Real-time data for @Nasdaq TotalView ITCH is now available! Get full order book depth for Nasdaq market participants, captured and distributed from our #Equinix #NY4 colo. Coverage details: #MarketData #RealTimeData #Equities
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We're making updates to our Nasdaq symbology, effective November 28, to make it consistent across venues and multiple dates. For those using the instrument_id to cross-reference another data source, you may need to update your code. More details at
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A huge thank you to @CBOE for hosting us earlier this month! We had the honor of visiting their office and touring the trading floor—it was an eye-opening experience for our team to witness open outcry live in-person!
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Today's #YearInReview is all about Rust 🦀 . We added Rust because it's ideal for financial trading systems, and we use it ourselves—over half our core infrastructure is written in Rust. Check out our GitHub to learn more. #Rust #marketdata #API
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We hope you're excited for another "Quants worth following" interview this week, featuring Matthew Lyberg, Director of Quantitative Development at Manulife Investment Management. Watch the full interview at
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Celebrating one year of innovation and disruption in the financial data industry! 🎉 This month marks the launch anniversary of Databento being the world's first market data provider to offer usage-based pricing. Thank you to our incredible team and supportive community!
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It's an honor to be the data backbone of Energy Aspects. Beyond data, we aim to bring much-needed transparency through our unique licensing process, usage-tracking, and better documentation. Explore for free on our website: #marketdata
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Corporate actions data is now on @DatabentoHQ! The dataset covers 215 exchanges globally and provides more than 60 types of historical and upcoming company events. Learn more at #dividends #splits #mergers #acquisitons #IPOs #corporateactions
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Today we're exploring market data symbology and the four symbology types we support at @DatabentoHQ: raw, parent, continuous contract, and instrument ID. Check out the blog to learn more: #MarketData #Symbology #FinancialMarkets
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Join @christinaqi, CEO of @DatabentoHQ, for a virtual event at @ChicagoBooth tomorrow! Speakers will discuss the future of #AI and its applications in the #Fintech space. Register for free:
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We're proud to be the #marketdata sponsor for Bayou Capital Group's 2024 Undergraduate Commodities Competition at the University of Houston on October 4th! 📊. It's not too late to apply—submit your registration by August 28, 2024:
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We're thrilled to announce that our #Python client library now includes a chunked iterator and @ApacheParquet transcoder. Python users can now transcode DBN data straight to Parquet. See code examples and learn more on the blog: #Quant #MarketData.
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Thanks for coming to the MIT Quant & AI Conference 2022! It was our first sponsorship, and we're grateful for the amazing turnout. Thank you for being a part of our startup journey. We're offering $100 of data credits until March. You can sign up here:
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In case you missed it, we recently had the opportunity to sit down with Petra Bakosova, CEO of Hull Tactical, to get her thoughts on quant stereotypes, upcoming industry trends, and more. Watch the full interview at
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In June, the Databento team gathered in Las Vegas for our very first full company #offsite trip! While it wasn't easy gathering 15+ people across 6 time zones in one place, it was 100% worthwhile. Here's what we learned as an early stage startup running an offsite. 🧵
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Happy holidays from @DatabentoHQ! We appreciate the ongoing support of our users and are excited to continue shaping the market data industry with you all. We hope you have a wonderful time celebrating this holiday season ❄️
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"As a quant, your goal isn't just predicting outcomes—it's finding opportunities with favorable payoffs." - Paul Aston, Founder & President of Tixall Global Advisors. Learn more: #quantsworthfollowing #quantitativefinance #trading #statisticalarbitrage
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A big thank you to everyone who joined us yesterday at our event with @Architect_Fi! It was a pleasure connecting with so many in the quant and Databento community. We appreciate you for making our first offsite in Chicago especially memorable!. #meetup #networking #quanttrading
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In our latest tutorial, learn how to implement a complete and efficient limit order book in #Python using MBO (L3) data from @DatabentoHQ. Check out the guide: #limitorderbook #LOB #quant #trading #level3
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@christinaqi We have the receipts too. Irony is that promotional posts about Dukascopy, Oanda, etc. after that are OK but even our non-promotional post about FX microstructure is not.
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Databento's API traffic grew 1900% between June and August 2023, solely through a self-hosted infrastructure! Check out what we learned from scaling our API infrastructure without Kubernetes clusters → #MarketData #API #Kubernetes #Docker #MySQL
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Databento's free public time service for algorithmic traders is now available! Composed of a pool of stratum 1 NTP servers at the #Aurora I and #Equinix NY4 data centers. Learn more about how it works —> #MarketData #AlgoTrading #NTP #PTP
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@openbb_finance is leading the way in bringing open-source solutions to financial services, leveraging AI to enhance productivity. We’re proud to be their trusted data provider!. Discover how @DatabentoHQ can power your financial products with ease. Visit
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⏰ Reminder: The Industry & Quant Meetup hosted by @DatabentoHQ and @Architect_Fi is just one day away! We’re excited to connect with you tomorrow, Thursday, October 3, at 6 PM CDT. See you there!. #meetup #networking #chicago #quanttrading
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See how @DatabentoHQ is the industry's fastest cloud-based tick data solution, with real world benchmarks like this tick-based VWAP calculation. ✓ Pull 100k rows of tick data.✓ Pure Python.✓ Over home internet.✓ Less than 1.8 seconds end-to-end.
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We doubled @DatabentoHQ's colo space in #Equinix NY4 in Q3. And now in Q4 we've doubled the colo space for our historical data infrastructure. Check out openings on our systems team at and be part of the fastest-scaling company in financial data.
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In our first #API demo, learn how to request historical market data using @DatabentoHQ's Python client library. It's as easy as four lines of code 📈. Read our blog or watch to follow along: #python #pandas #marketdata #tickdata #timeseries #fintech
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Although Databento's Level 3 data is accessible over the internet, we also provide private, dedicated connectivity for those customers who require predictable latency, high throughput, and higher uptime. #connectivity #crossconnect #interconnect #colocation #marketdata
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Which should you use for better market data compression, Zstd or zlib? In this article, we compare Zstd and zlib, and share why we use Zstd at @DatabentoHQ. Check out the blog to learn more: #DataCompression #MarketData #API #DataStorage #Zstd #Lz4 #Gzip
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We're excited to share a guest post written by our customer, Nelson Griffiths, from Double River Investments! Nelson walkthroughs how to downsample price data with Python and Polars. Check out the article at #MarketData #API #Python #Polars #AlgoTrading
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@DatabentoHQ is excited to sponsor the Future of Quant Conference 2024, hosted by @Cornell Financial Engineering Manhattan and @RebellionAI on September 13th! Connect with leaders from Two Sigma, Goldman Sachs, BlackRock, Citadel, and more. Register here:
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Order book snapshots are now available for CME live data! @DatabentoHQ generates a #snapshot every minute, allowing users to get the latest order book state without replaying the entire week's trading session. 🕑. Learn more and see a code example at
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Yes, all of our market data comes directly from the exchange via colocation. Details about our architecture and latency:
@DatabentoHQ Is the data pass through from the exchange? (Like what Bloomberg). Have had issues with timelyness with Bloomberg before.
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We're still accepting early testers for Databento Live ⚡ . If you're interested in accessing real-time CME market data, contact us at sales@databento.com or log in and send us a message. #marketdata #API #trading #realtimedata #tickdata #orderbook
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We designed Databento's API docs to be approachable for everyone — be it traders, researchers, or engineers. Top reasons why our users love our docs:. ➡️ Open to the public. No NDA or paywall. ➡️ Small API surface. ➡️ Lots of code snippets. ➡️ First class support for Python.
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Recently we spoke with Jason Strimpel, founder of @pyquantnews, to get his thoughts on current challenges in quant finance, breaking into the industry, and more. Check out the article at #Python #MarketData #AlgoTrading #QuantitativeFinance #ThoughtLeader
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