Databento

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.

Congratulations to the Fordham Master's in Quantitative Finance team on being named one of the winners in this year's International Association for Quantitative Finance (IAQF) Student Competition. Their paper revisits the March 2023 USDC de-peg, when SVB collapsed on a Friday. Crypto markets kept trading through the weekend, and the banking system needed to restore the peg did not reopen until Monday. The team studies how that timing mismatch created measurable dislocations across exchanges and stablecoin quote currencies, and how those opportunities could be identified in real time. We're glad Databento could support their analysis. Great work by: Anderson (Yiming) Li (team captain) Thomas Farah Sam Marriott Hank Rugg Ethan Tait Nicholas Ward Read the paper: to.dbn.to/4nlldDQ

We're bringing our quant meetup series to Japan 🇯🇵 co-hosted by @JPX_official_EN @AlpacaHQ @DatabentoHQ @Techstars ! 05/26, 17:00📍Tokyo, Japan

Learn more: to.dbn.to/tokyo-2026

Come say hi to us in Tokyo later this month! On May 26, we'll be cohosting a panel with senior leadership from JPX, Alpaca, and Techstars to discuss how the latest innovations in financial infrastructure and APIs are transforming access to markets. We'll also explore how AI is changing the way teams approach research and trading workflows, accelerating the path from idea to production. ⬇️ RSVP below

Thanks @DatabentoHQ !

I am now a @DatabentoHQ maxi

Holy crap. The Terminalist wrote about Databento.

@christinaqi +1 for @DatabentoHQ I started using it as my main futures data provider this year. Book reconstruction isn’t entirely straight forward with MBO but it’s one of if not the best source for retail imo.

Our Purple Reign strategy is based of somthing simular with simular results powered by ultra quick @DatabentoHQ data. Try it today! atomiktrading.io

quantpylib now has @DatabentoHQ integration, feel free to give it a go and message @christinaqi about why you are not getting market data during weekends🫢 on a lighter note, DBN is pretty cool and I am thinking of adapting the encoding for storage and backtesting pipeline

@QuantConnect Learn more: to.dbn.to/QuantConnect

The team at @QuantConnect recently created an integration that brings Databento's real-time and historical market data directly into LEAN, their open-source algorithmic trading engine. For the hundreds of thousands of developers already building with LEAN, adding a Databento API key provides our normalized market data across research, backtesting, and live trading - all within their existing setup. ⬇️ To get started, check out the guide below

⏳ In financial markets, microseconds matter. @DatabentoHQ processes 200B+ market updates daily, delivers U.S. options data in under 242 µs, and reduced network operations overhead by 60%+, all on NVIDIA Spectrum-X Ethernet, NVIDIA ConnectX, and NVIDIA Cumulus Linux. The result? A modern, scalable data infrastructure that's fueling 3,800%+ annual growth — without the cost of colocation. See how they did it 👉 nvda.ws/4szyCsV

Using @DatabentoHQ Level 3 data across 20 NASDAQ stocks: → Order lifetimes collapsed 73% → Volume doubled → r = −0.91 between volume surge & lifetime collapse @SSRN @Nasdaq @albertjmenkveld ssrn.com/abstract=65742…

We're excited to share that Cboe Futures Exchange (CFE) is now available on Databento with real-time data and over 7 years of historical coverage. CFE is home to VIX futures and other volatility derivatives, including options on VIX futures (UX), as well as bond index and crypto futures. Data is sourced directly from the CFE Multicast PITCH feed and provides full order book depth for a comprehensive view of market activity. Read the announcement to learn more: to.dbn.to/4sxHI9G

Today, we're celebrating three years since Databento's launch. We built Databento around one core idea: to create modern market data infrastructure that meets the demands of the world's leading firms while remaining accessible to anyone. Now, with over 40,000 users, Databento is powering firms representing hundreds of billions in AUM, as well as some of the most widely used products across fintech, AI, and more. In the upcoming months, we plan to significantly expand across all fronts - adding global datasets across asset classes, growing our team, deepening our community, and building the infrastructure that the next generation of financial technology will run on. None of this would have been possible without you. Thank you for being among our earliest supporters and for believing in what we were building before the rest of the world caught on. We don't take that lightly, and we're just getting started.

Some photos from the Quaint Quant Conference in Dallas today - such a fun and well-organized event!

Databento 🔥📈

US Equities data starts at $0.40/GB or flat $199/mo on @DatabentoHQ

Learn more: to.dbn.to/blue-ocean

We've added real-time and historical data from Blue Ocean ATS (BOATS) to Databento US Equities! BOATS is a leading venue for overnight US equities trading, overlapping with Asian markets and the early European session. Captured directly from the source, this dataset provides full order book (L3) granularity and nanosecond-precision timestamps. With the addition of Blue Ocean, Databento US Equities now spans 19 datasets and offers coverage for 24/5 trading. ⬇️ For more details, read the full announcement below #marketdata #equities #24hourtrading