Databento’s Post

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 Databento, the incredible team behind it, and how we're disrupting the financial #data industry.

We've released our status schema for #CME data, which provides trading session information such as halts, pauses, short-selling restrictions, auction starts, and other matching engine statuses. 🏦 See whether an instrument is trading, if sending buy or sell orders is permitted, and the reasons behind status changes. 🕓 Systematically identify session start and end times for every instrument. 💻 Build event-based strategies that exploit mispricing around halts, infrequent market dislocations, and more. Check out our blog announcement at https://to.dbn.to/3WtDxz3 to get started. We'll be rolling out support for other datasets in the next three months! #marketdata #tradingsession #securitystatus #markethalts #marketdynamics

Nelson Griffiths's first guest post demonstrated how to downsample pricing data into tick bars. In his second installment of the series, he introduces two new types of bar aggregations with Databento using #Python, #Rust, and #Polars: volume bars and dollar bars. Check out the step-by-step tutorial and GitHub repo at https://to.dbn.to/3WiikI0! 🐍 🦀 🐻❄️ #marketdata #pricingdata #tickbars #aggregatebars #equities

Bayou Capital Group Undergraduate Investment Fund and the University of Houston are hosting the Undergraduate Commodities Competition in early October. Check out their website to learn more! #tradingcompetition

What happens when industry leaders shift gears to a hedge fund? In Ernie Chan's case, you join them! Explore his journey from a physicist at IBM's world-renowned language modeling group to a hedge fund and startup founder: https://to.dbn.to/3VEwpy1. #fintech #hedgefund #quantitativefinance

Check out Databento's new #documentation experience! 🚀 Alongside a major UI refresh, we've restructured the navigation to be more intuitive. 📝 We've released new API examples over the past month and updated existing guides to better introduce Databento's core concepts. 🔍 Our improved search now includes content previews and supports multiple languages, making it easier to find exactly what you need. Your input shapes our product roadmap, and we're grateful for the user feedback that inspired these updates. Let us know what you think: https://to.dbn.to/4cIh5Hs #APIdocs #APIs #marketdata #tickdata #fintech

We're excited to announce our latest collaboration: QuestDB x Grafana Labs x Databento. This what the modern infrastructure stack for financial services looks like. #QuestDB demonstrates incredible performance on time series data, with queries of over a billion rows per second in the order of milliseconds. #Databento is the only commercial market data solution capable of delivering L2 and MBO ("L3") data over the internet, serving petabytes of data to thousands of customers. #Grafana is the most universal tool for visualizations in the modern infrastructure monitoring stack, loved by systems, devops, and infrastructure engineers all around. All three buck the trend in their respective domains and are leading advocates of open source.

Testing strategies in a new market can be challenging. In a relatable story, Greg Harris, a senior quantitative researcher at Fenrir, experienced frustrations with incumbent data providers that are all too common. Databento is built and maintained by people who experienced those same frustrations. Our mission is to alleviate many of the data headaches faced throughout the industry. #proptrading #marketdata

IEX Cloud will retire its financial data products on August 31, 2024. In response to the large number of users migrating over to Databento, we've prepared this guide to help users understand the differences and ease their transition. If you're an IEX Cloud user still seeking an alternative, Databento provides real-time and historical data from over 40 trading venues—including IEX itself—alongside a familiar suite of features. Discover how our coverage, pricing, and APIs can support your market data and corporate actions needs ➡️ https://to.dbn.to/3XIgIs4. #marketdata #api #equities #iex #databento