# Databento

Full order book and tick history from exchange feeds, billed by the gigabyte.

*https://stockmarketstack.com/tools/databento · Stock Market Data APIs*

## Facts

### At a glance

| Field | Value |
| --- | --- |
| Vendor | Databento |
| Category | Stock Market Data APIs |
| Job | historical |
| Website | https://databento.com |
| Pricing model | usage |
| Free tier | false |
| Open source | false |
| Licence | none |
| Self-hosted | false |
| Tested hands-on | false |
| Last updated | 2026-09-14 |

### Pricing

| Tier | USD | Period |
| --- | --- | --- |
| Usage-based | 0 USD | month |
| Standard | 199 USD | month |
| Plus | 1750 USD | month |
| Unlimited | 4500 USD | month |

### Coverage

| Field | Value |
| --- | --- |
| Asset classes | stocks, etf, options, futures |
| Markets | us, uk, eu |
| Works outside the US | true |
| Data latency | realtime |
| Platforms | web, library |
| AI features | none |

### Interfaces

| Field | Value |
| --- | --- |
| API | true |
| Webhooks | false |
| Scripting | none |
| Python | true |
| Spreadsheet add-in | false |
| MCP server | false |
| Export | csv, json, parquet |

### Capabilities

Yes: none

No: charting, screening, scanning, backtesting, automation, live_trading, paper_trading, portfolio_tracking, broker_import, tax_reporting, alerts, news, options_analysis

*Verified: pricing 2026-09-14; coverage 2026-09-13; capabilities 2026-09-13.*

## What it is

Databento is a market data API built around the raw exchange feed rather than a cleaned-up
summary of it. The unit of sale is the message: market-by-order book updates, trades, quotes and
statistics in the vendor's own binary encoding, DBN. Historical and live share the same schemas
and the same client objects, which is what the product is actually bought for — a backtest and a
live strategy read identical record types.

## Pricing

Usage-based has no monthly fee and bills historical downloads by the uncompressed gigabyte — the
tier most individuals end up on, and historical-only, because metered live data was retired
across the catalogue during 2025. Every subscription plan is priced per dataset rather than for
the catalogue: Standard is $199/month for one dataset — the rate for CME Globex, OPRA, the ICE
feeds and Databento US Equities alike, the CME Globex figure having risen from $179 on 22 June
2026. Plus and Unlimited are annual contracts and their rates diverge by dataset. Venue license
fees are separate, passed through without an upcharge and with a 2.9% card processing fee on top.
On Standard the personal-use fees for CME, CFE and Eurex are included for up to two devices;
commercial use pays the venue directly, which for CME is $973 per exchange a month and for OPRA
$2,000 a firm.

## Data & coverage

US futures (CME Globex and CFE), US equity options (OPRA), US equities across the major venues —
Nasdaq, the NYSE integrated feeds, Cboe EDGX, MEMX, MIAX Pearl, Blue Ocean ATS — and five European
derivatives venues: Eurex, EEX for power and gas, and the three ICE Europe feeds, with ICE history
from December 2018. The full 16-year archive exists but is gated: Standard includes twelve months
of top-of-book and one month of book depth, Plus lifts top-of-book to the full archive, and only
Unlimited lifts MBP-10 and the full order book. Anything outside the plan is bought per gigabyte.

## Integrations

The product is three services and they do not share a client. Historical is an HTTP API, Live is
Databento's own binary protocol over raw TCP, and Reference — corporate actions, adjustment
factors, security master — is HTTP again. Official clients cover Python, C++ and Rust, except
Reference, which has only Python and Rust. Any other language is pointed at the HTTP API: there
is no Go, Java, C# or JavaScript client. The Python package is `databento`, needs Python 3.10 or
newer, and its `DBNStore` writes a response out as CSV, JSON, Parquet, a pandas DataFrame or a
NumPy array.

Historical rate limits are per IP: 100 concurrent connections, 100 time-series and 100 symbology
requests a second, 20 metadata requests a second, 20 batch jobs submitted a minute, and a 429
with `Retry-After` when you cross one. There is no size cap on a request, but the docs tell you
to move from streaming to batch download past 5 GB.

Downstream, [NautilusTrader](https://stockmarketstack.com/tools/nautilus-trader) ships a first-party adapter built on the
Rust client — data only, no execution client, so it needs a broker adapter beside it.
[QuantConnect](https://stockmarketstack.com/tools/quantconnect) lists Databento as a live data provider for US futures and
says plainly that it does not work for backtesting, research or optimisation.

## Limitations

- No free tier. $125 of signup credits, expiring after six months, one set per team, then metered.
- $199 buys one dataset, not the catalogue. Running CME futures, OPRA options and US equities
  together is three Standard subscriptions, and at Unlimited the per-dataset rates diverge sharply.
- Distribution is a Plus or Unlimited feature, real-time and delayed alike, which catches anyone
  building a product that shows a live quote to its own users — and the venue bills a
  distribution fee on top, $2,170 a month for CME and $1,500 plus per-user for OPRA.
- Live data on most venues waits on a licence agreement with the venue itself; Databento files
  the request for you, but only IEX TOPS, ICE Europe Commodities, ICE Europe Financials, ICE
  Endex and ICE Futures US grant instant access for a commercial use case.
- No non-US equities feed, no spot FX, no crypto, no fundamentals, no news. Global coverage exists
  only in the separate reference-data products. This is an exchange feed, not a research platform.
- Billing by the uncompressed gigabyte means a careless full-depth query is expensive before you
  notice.

## Alternatives

[Massive](https://stockmarketstack.com/tools/massive) (formerly Polygon.io) for US-only tick data on a flat subscription with a free end-of-day tier. [Alpha
Vantage](https://stockmarketstack.com/tools/alpha-vantage) or [yfinance](https://stockmarketstack.com/tools/yfinance) for anyone whose real requirement is daily bars. In futures the competition
is the exchange's own data shop and the incumbent enterprise feeds, and Databento undercuts both.

Compare it against the rest of the [market data APIs](https://stockmarketstack.com/categories/market-data-apis).

## FAQ

### Does Databento have a free tier?

No. New accounts get $125 in credits, usable against historical data and subscription plans, expiring six months after signup, one set per team. After that every byte is billed, so there is nothing to build a hobby project on indefinitely.

### How far back does Databento history go?

Depends on the dataset, the schema and the plan. On CME Globex the Standard plan includes 16+ years of daily and OHLCV history but only twelve months of top-of-book and one month of book depth; Plus extends top-of-book to 16+ years, and only Unlimited extends MBP-10 and full order book to 16+ years. Otherwise the extra history is bought per gigabyte.

### Can I redistribute Databento data to my own users?

Not on Usage-based or Standard. The pricing page puts real-time distribution and delayed distribution alike on Plus and Unlimited, and both count as external commercial use. The venue then charges its own distribution fee on top — $2,170 a month for CME, $1,500 plus a per-user rate for OPRA. Databento defines real-time distribution as within about ten minutes of receipt and delayed as at least ten minutes after receipt but before the session ends.

### Does Databento cover markets outside the US?

Derivatives only. The pricing page sells Eurex, EEX, ICE Europe Commodities, ICE Europe Financials and ICE Endex, with ICE history from December 2018. There is no European or Asian equities feed as of September 2026, though the company has said expansion is what its 2026 funding round is for.

## Also worth comparing

- [AlgoSeek](https://stockmarketstack.com/tools/algoseek.md) — Lossless SIP, OPRA and CME tick history with published per-asset-class lease pricing.
- [Alpha Vantage](https://stockmarketstack.com/tools/alpha-vantage.md) — The API most people's first script talks to — free key, wide coverage, hard rate limits.
- [CSI Data](https://stockmarketstack.com/tools/csi-data.md) — End-of-day futures history back to 1922 and eight ways to build a continuous contract.
- [EODHD](https://stockmarketstack.com/tools/eodhd.md) — End-of-day and fundamentals for 60+ exchanges worldwide, at a hobbyist price.
- [FirstRate Data](https://stockmarketstack.com/tools/firstrate-data.md) — Historical US intraday and tick data as zipped CSV, bought once rather than rented.
- [Kibot](https://stockmarketstack.com/tools/kibot.md) — US intraday history back to 1998, bought once and kept, delivered as gzipped CSV.