Databento Update: Core indices, docs AI features, NYC meetup

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.