Databento real-time CME data: Now open to all users starting at $32.65/month

[Databento]

After a month of successful testing, we're now opening our real-time feed service to all users! You can now start your subscription on your own through our user portal. It only takes a few minutes:

1. Create a Databento account
2. Go to the Licensing page
3. Click Start a new license.

We're celebrating six consecutive months of record growth, with our users now coming from 11 of the leading market making firms and various hedge funds managing over $180B AUM. Here's why people are choosing us:

• Official source of CME data.
• Lowest starting price point of any CME full order book feed you can find on the market.
  • We pass through license fees without upcharge, starting at $32.65/month for non-professionals.
  • Affordable usage-based pricing, e.g. get tick data of all 32~ ES outrights and 1,617~ CL outrights for only $15.78/month over license fees.
• Tech specs
  • Python, C++ APIs with full build support for Linux and macOS.
  • Fastest commercially-available CME feed over internet, directly distributed from Aurora I with median feed latency as low as 6.1 microseconds and sub-millisecond end-to-end latency to Chicago metro.
    
  • No instrument limits. You can subscribe to any combination of symbols, up to the full order book of the entire venue (all 600k+ symbols at once).
  • Flexibility to subscribe to multiple schemas, including MBO, market depth, OHLCV aggregates, tick-by-tick trades, top-of-book, and point-in-time instrument definitions.
  • Nanosecond resolution, PTP timestamps.
  • Identical API and data format as our historical market replay interface. Use the same code in production and backtest.

 

[Owaco]

Questions:

- Is it possible to test/trial the real-time CME data client libraries (C++/Python), e.g. with delayed or dummy data, without having to activate and pay for the CME license?

- Any estimate for the release of the WebSocket API? And are there any plans for client libraries in additional languages, such as C#?

Thanks.

 

[Databento]

- Is it possible to test/trial the real-time CME data client libraries (C++/Python), e.g. with delayed or dummy data, without having to activate and pay for the CME license?

Unfortunately no, that's essentially what our historical API is for. Unlike most other vendors you've probably come across, our historical and live message schemas are 100% identical, so that you can use the same code for historical and live, and you can just feed your code into the replay API.

- Any estimate for the release of the WebSocket API? And are there any plans for client libraries in additional languages, such as C#?

The WebSocket API is slated for Q4 of this year. Keep in mind also that:

• We may replace it with QUIC or WebTransport instead, both of which are expected to become mainstream around 2015.
• We do recommend users to use our Raw API (raw TCP socket-based) if their use case allows. The reason being that WebSocket is inefficient for market data, and our Raw API has much less overhead.

The next client library that we'll release is most likely JavaScript. We don't have timing plans for C# or other client libraries.