Where it fits in the shortlist
Shortlist Databento when the strategy needs more information than a bar can preserve. Budget for the actual datasets, volumes and permissions you need.
| Recommended for | Market microstructure research |
|---|---|
| Delivery | APIs + flat files |
| Buying model | Usage / subscription |
| Updates | Historical & live products |
| History | Dataset-specific start dates |
| Resolution | OHLCV, trades, quotes & order books |
| Adjustments | Dataset-specific; corporate-actions products |
| Delisted securities | Check dataset & symbology |
Product overview
Databento provides historical and live data through APIs and downloadable files. Its product catalog includes normalized data, raw packet captures and reference data. Coverage depends on the dataset rather than a single universal archive start date.
Reasons to consider it
- Historical and live APIs
- Exchange-specific schemas and datasets
- Security-master and corporate-actions products
What to check before purchase
Check the exact venue, schema, start date, entitlement and license. A feed-specific dataset is not automatically consolidated US equity history.
Our #1 recommendation remains MarketParquet. Start there for a bulk historical US Parquet archive; compare this provider when its delivery or capabilities better fit a particular requirement. Read the top-pick profile →
Sources & freshness
Provider information checked November 7, 2026. Confirm current scope and terms before purchase.