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Thanks. Yes, we've been capturing NYSE and ARCA. To be precise though, we are capturing the Integrated feeds. We do provide MBP synthetically constructed from the Integrated feed, which has the same semantics as OpenBook. (Keep in mind, the naming is a bit confusing: Integrated is the feed...

You've indeed recognized a tricky problem with real-time licensing. Because of this, our pay-per-GB model for live data is slightly different. For example, let's say non-display fees for a Cboe venue is $1,500 per month. What we do there is to pass through the venue's monthly license fees when...

Looks like you've already answered your own question. Yes, TotalView is the highest granularity feed available from NASDAQ and covers all orders at all price levels, and not just top order from each market center like the SIPs. Likewise we are expecting to release TotalView for BX, PSX; Depth...

We're expecting a Feb 7, 2023 release date for real-time data of all of the existing datasets - CME, NASDAQ/BX/PSX TotalView-ITCH etc. We've already been capturing many of the prop feeds in real-time. The hard part that's left is adding on all of the "quality of life" features like the frontend...

We're also happy to take any questions about the use of this data here. It doesn't have to be Databento-specific! I'll be joined by two of my colleagues with microstructure knowledge: - Renan Gemignani, Director of Engineering at Databento. Renan was formerly Team Lead in Equity Connectivity at...

We've launched our US equities data today, starting with a preview of NASDAQ TotalView-ITCH historical data for our beta testers, spanning from May 1, 2018 to Sep 30, 2022. Coverage dates from Sep 30, 2022 and onwards will be released in January. All symbols, over 8,000 US stock and ETF...

I ran some quick stats for you on a random date close to a rollover: symbol, max_clip, mean_spread, mean_touch MES.n.0, 199, 1.11, 26.06 MES.n.1, 53, 2.10, 5.62 MNQ.n.0, 84, 1.69, 2.99 MNQ.n.1, 120, 6.88, 1.80 ES.n.0, 452, 1.04, 34.19 ES.n.1, 250, 1.21, 11.94 NQ.n.0, 156, 2.02, 2.68 NQ.n.1, 96...

No, unfortunately we don't. We have CME data back until March 2017. We don't have immediate plans to backfill the data before that date with a third party because there's no good source for it with PTP timestamping comparable to our own setup and it predates SBE MBO release, where there were...

Databento — We're still in a beta testing phase, but if you PM me your email, I can send you an invite. We have a very simple API that you can use your browser or any HTTP client. You can fetch a few recent days (the following API calls stop working in about a week's time) of sample data like...

If you have no experience with any of them, you'll probably find it easiest to set up AWS because it's the most widely used and there's plenty of public-contributed tutorials and docs that you can find covering every topic you'll face. Moreover, knowing AWS is the most transferrable skill since...

As mentioned, the data's free and I was just trying to help OP. You don't have to take personal affront from that. I've shortened my post to stay on topic.

In practice, it's very hard to exhaust our free usage credit by consuming daily prices. And it will let you set a max spending limit to remain a free user.

If you just want daily prices for those symbols you've shown, you can get it through us in CSV. It should be trivial to import it into a spreadsheet. Message me and I'll send you an invite to set up a free test account. We also support smart expiry in our symbology so you can specify to autopeg...

@ETJ's answer is the closest. The main reason is regulation, in particular SEC's Rule 11Ac1, which was introduced around 2000. This forced market makers to display their quotes into ECNs, which in turn created fungibility for equities outside of their primary listing markets. On hindsight, one...

No, unfortunately we don't.

From my colleague: I used to manage our (trading firm's) 106H/106J/106S memberships across all 4 exchanges, so we had a big block of seats and voting shares. They're actually rather high at the current prices; the prices tend to correlate with upticks in market volatility because market makers...

CME Direct is actually really good, and we recommend it over any retail click trading tool. Especially if you have to trade options, the free vol tools e.g. QuikStrike are nice. And the data feed is much snappier than most vendors, and correlates and displays queue position of your orders -...

Most likely it is your broker's infrastructure doing something boneheaded, since it's rare even for home internet to take 3-4 seconds to traverse across the ocean, much less within continental US. You could first traceroute your broker's gateway to see how fast you're reaching it...

This is the correct answer. HOWEVER, the market order has the potential to be slightly faster on client side because: - tag 44 is not required, reducing 8 bytes of serialization latency (switch, NIC etc.) in the path. - Likewise, you might bypass any application logic with price-related...

Of course, only time will tell. Keep in mind Figma isn't a whiteboarding platform. Figma's core feature is the ability to build a component libraries, compose anything quickly from those libraries, and have your team share them. In this sense it bears some similarities with Canva. The conflict...