Databento
databento.com
Institutional-grade live and historical data for US equities, OPRA options and CME futures down to full order book, sold by usage or flat monthly plans.
What it is
Databento sells normalized market data sourced directly from exchange feeds, covering more than 70 venues: CME Group futures and options on futures, US equities across 45+ exchanges, US equity options from OPRA, Cboe futures and more. Data comes in schemas from full order book (MBO) and market depth (MBP-10) down to top of book, trades, OHLCV bars, statistics and instrument definitions, with nanosecond timestamps. You access it through client libraries for Python, C++ and Rust, an HTTP API, a raw TCP API or flat-file batch downloads.
There are two ways to pay. Usage-based pricing charges per gigabyte of historical data, from $0.50 per GB depending on dataset, with no subscription; usage-based live data is not available for Databento US Equities. Flat plans are sold per dataset: Standard at $199 a month includes live data and history that is deep for bars (L0) but short for order book data, while Plus and Unlimited, on annual contracts, add longer history, distribution rights and dedicated connectivity.
New accounts get $125 in credits for historical data, valid for six months. This is raw data for building your own systems; there is no charting front end or trading interface.
Key features
- Broad venue coverage
- CME futures, US equities from 45+ exchanges, OPRA equity options and other venues, 70+ in total.
- Order book depth
- MBO (full L3 order book), MBP-10 and top-of-book schemas as well as trades and OHLCV bars.
- Historical data
- 15+ years of history in some schemas, delivered by API or as flat files.
- Live streaming
- Real-time feeds with a stated median latency of 590 microseconds over public cloud.
- Client libraries
- Official Python, C++ and Rust libraries, an HTTP API and a raw binary API; output as DBN, CSV or JSON.
- Reference data
- Corporate actions and security master data alongside prices.
Pricing
| Plan | Price | What you get |
|---|---|---|
| Usage-based | From $0.50/GB | Historical data only, pay as you go; rate depends on dataset |
| Standard | $199/mo | Per dataset; live data with no license fees, 16+ years of L0 history, 1 year L1, 1 month L2/L3 |
| Plus | $1,750/mo | Annual contract; 16+ years of L1 history, distribution rights, account manager (figure shown on the default pricing view) |
| Unlimited | $4,500/mo | Annual contract; 16+ years in all schemas (figure shown on the default pricing view) |
New accounts receive $125 in historical data credits, expiring six months after signup. Plans are chosen per dataset (for example CME, US equities or OPRA) with a selector on the pricing page; use it or the price estimator for a specific dataset.
Free option: $125 in credits for historical data on signup, valid for six months. There is no ongoing free plan.
Checked September 25, 2026 on databento.com. Prices change; confirm on the provider's site before you subscribe.
Strengths
- Exchange-sourced data with full order book depth, not only bars
- Futures, equities and options from one vendor with one data format
- Pay-as-you-go option for occasional historical pulls
- $125 credit to test before paying
Limitations
- No charting or trading front end; you need to write code to use it
- Plans are per dataset, so futures, equities and options each cost extra
- Usage-based live data is not offered for US equities
- Deep order book history on Standard covers only one month
- Plus and Unlimited require annual contracts
Good fit for
- Quant traders and developers building or backtesting systems
- Futures traders who need tick or order book data
- Researchers who want a single API for futures, equities and options
Look elsewhere if
- Traders who want charts or a screener rather than raw data
- Hobbyists who only need end-of-day prices (a cheaper API fits better)
Compare
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Databento questions
Is Databento free?
No, but new accounts get $125 in credits for historical data, valid for six months.
How much does Databento cost?
Historical data can be bought by the gigabyte from $0.50/GB, or you can subscribe per dataset, starting with Standard at $199 a month including live data.
Does Databento have options data?
Yes. It carries OPRA data for US equity options as well as options on CME futures.
Which programming languages does Databento support?
It has official client libraries for Python, C++ and Rust, plus an HTTP API and a raw binary API usable from any language.
Written from Databento's own website and documentation. All Trading Tools lists and compares tools; it does not recommend trades or give financial advice. Sources: databento.com, databento.com/pricing.