Search results

Azure's IL site is ideal to prove my point exactly because it's the nearest public cloud location to Chicago (<50 mi, <1.6 ms half RTT). Chicago is popular for proximity hosting if you're running an algo trading strategy, and as described in the announcement, that's what we optimized for. And...

This is explained in the post. The NTP pools you've shared are not optimized for electronic trading. Here's an example comparing our time service to other popular NTP servers in Azure IL cloud—the sync is much more precise than Cloudflare's/Google's, which are in turn usually better than most...

I'm pleased to announce that Databento's public time service is now available. Getting started This is a free public time service that's available to everyone over internet and public cloud. Anyone can synchronize their clocks against our service by pointing their NTP client at...

We don't have a direct integration with NinjaTrader 8 at this moment. We do support CSV exports but thereafter you'll have to format the data for import yourself according to their documentation.

I'll try one last attempt to paraphrase this in a manner that you can follow: The 5 Gbps peak chart you're seeing is for the raw feed. Normalization reduces the raw feed down, in our case to about 1 Gbps peak. The same pattern goes for every other normalized feed. e.g. On the old OPRA feed...

Your methodology is incorrect. This is normalized data, it doesn't map 1:1 to the raw packets. For your convenience, we do track the exact raw feed throughput in Gbps too, so you don't have to estimate it crudely from packet rates:

MBO is not NBBO, and it's a common industry term: see CME, Exegy, Quanthouse, OnixS. And while you keep conjuring numbers out of thin air to claim that the bandwidth requirement is 5 Gbps, it just isn't, and you haven't provided any concrete evidence for this blanket claim. I already shared...

Our usage-based fees are the same to pros and non-pros. However, our professional users need to submit paperwork to OPRA and it's expected that most of them will pay OPRA around $600 per month for licensing (see OPRA's fee schedule here). We don't currently have an Excel plugin but we do...

To clarify, OPRA doesn't have MBO, just individual exchange quotes. However our normalization format has to accommodate MBO from US equities and other venues in one unified format, so this results in an order ID field which pads/bloats the message. I mentioned this because it goes to show my...

Our message sizes are bimodal around 56 and 80 bytes without compression. On the historical API they average about 11 bytes after compression. The specs are all open-sourced here. I don't think you can compare them apples-to-apples to Nanex's if that's what you're trying to do, though. To...

There's several levels of misinformation here. Peak rate is not average rate. OPRA, like all multicast feeds, are bursty and have an average rate much lower than peak rate. For an idea, the 50/75/100th percentile 10 minute slices of our feed yesterday were 0 GB, 197.8 GB (440 Mbps average)...

Go to our website, scroll down to OPRA, then select the instruments you want from it. This dropdown will appear and you can get both historical and live pricing from it.

We had a few reasons for this design. We ruled out mixing UDP/TCP or building a reliable protocol over UDP like QUIC/Aeron on v0 of our feed because we have hedge fund and prop firm clients who don't want to install a third-party library or binary, so we needed to keep the protocol open-source...

Yes, we currently only have Nasdaq historical but we're launching all of US equities, historical and real-time, in parts over the course of the next 4-8 weeks.

Yes. The raw feed is about 3-5 Gbps per side at average rate, normalization shrinks this down substantially and buffering manages the spikes. With that said, at this time we recommend getting a dedicated interconnect to our gateway if you plan on consuming the full feed in production because it...

I'm excited to announce the latest addition to Databento's offerings: live and historical for all 16 US equity options exchanges through OPRA. This latest release widens our coverage to all 16 US options exchanges and popular instruments like Cboe VIX options, SPX options, options on single...

I'm excited to announce that Databento has launched its dedicated interconnect service. The service enables Databento customers in public cloud (AWS, GCP, and Azure) and 8 major financial data centers across the US and Europe to gain direct access to our real-time feeds, at a fraction of the...

Being able to use the same code for production and backtest is probably the most important.

Thanks so much, it brightens my day to hear that. I've relayed this to the team. We have a busy schedule but feedback like this helps us prioritize the important features.

Thanks for asking. Those corporate events on the underlying stocks don't come as part of the OPRA feed. We're working on corporate actions data, with a November release time frame—this is tracked on our roadmap here.