Databento Update: Core indices, docs AI features, NYC meetup
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Some long-awaited product updates, events, and more. ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏ ͏
Hi Patrick,
As we head into November, we have several exciting updates to share. We've added index data from major providers, improved our docs for LLMs and AI agents, and made our internal timestamp converter publicly available.
We also recently surpassed 100,000 users. To celebrate this milestone, we'll be hosting our first quant meetup in New York—find more details about this below.
Here's what's new:
Our new dataset brings together 2,500+ indices, including flagship benchmarks like SPX and VIX, from Cboe, S&P Dow Jones, FTSE Russell, MSCI, Morningstar, and more. Many of these indices underlie popular options and futures contracts, making them a useful complement to the derivatives data already available on Databento.
Check out the announcement on our blog. Plans start at $99/month.
Our documentation has a few new features to make developing with LLMs easier. You can now copy pages as Markdown or use them as context in ChatGPT and Claude. We've also added llms.txt to support agentic workflows.
We completely rebuilt the underlying stack of our docs to improve performance, so pages and search should feel snappier, too.
We also recently launched epoch.to, a timestamp converter built around how we work with timestamps at Databento. Paste a date string or timestamp, and it automatically detects the format, with support for over 100 input formats and up to nanosecond precision. It also offers exchange time zone shortcuts and shareable URLs, plus a CLI and browser extension to convert timestamps wherever you work.
Try it for yourself: epoch.to
Coming soon
Real-time and historical equities data from CTA/UTP SIPs
Real-time and historical futures and equities data from JPX
Current coverage
Databento is an official distributor for over 75 venues and counting. Explore our catalog for normalized datasets across equities, futures, and options.
Market data
Real-time and historical data
Raw data
PCAPs
Reference data
Corporate actions
Security master
Connectivity
Dedicated connectivity
We're heading to New York City for our next quant meetup!
Join us at Nasdaq MarketSite on December 1 for an evening of discussion and networking with the quant community over drinks and hors d'oeuvres. Check out the agenda and register on the event page.
Learn more
Learn how to imply SPX spot prices from the ES futures curve. This Python tutorial uses the first two ES contracts to calculate the implied cost of carry, derive the underlying spot index level, and compare the results against SPX data from Databento Core Indices.
See example
Filter SPXW options by moneyness to focus on strikes near the underlying index price. This Python tutorial combines option definitions and volume statistics from OPRA with SPX data from Databento Core Indices, then visualizes trading activity for strikes within 5% of the index level at market open.
See example
Join our Slack community to share feedback, ask questions, and connect with our engineering team. We value your input and are excited to hear from you.
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Databento, Inc., 85 Broad St, 17th Floor, New York, NY 10004, USA
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Databento, Inc., 85 Broad St, 17th FloorNew York, NY 10004, USA
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