databento

The official Python client library for Databento

Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data

The official Rust client library for Databento

The official C++ client library for Databento

Golang Web Service Example using Databento and DuckDB

High-performance .NET client for Databento market data - Live streaming, historical queries, and reference data APIs

Ratios analyzing the right/left shift of IV Skew, put/call volume, and put/call open interest on the option chain of an underlying. On SPX, computes LiquidVIX, charm peak spread width, and ODTE volume as a % of volume...

A Databento-CME extension, and Workspace Application, for the Open Data Platform by OpenBB.

Algorithmic Trading Strategy in Python with Databento Price Data and MongoDB

Inspectable execution simulator for order-book replay and latency-aware fill simulation

Databento-based Market Simulation built with Rust, Svelte, Docker, Nix, and Kubernetes.

Build TradingView-aligned futures bars from Databento data and backtest your own strategies. Designed for AI-assisted development.

Databento, CME's official feed, 1-minute bars, continuous unadjusted front-month ES, 2010 to 2026, about twenty dollars.

Production-ready OHLCV pipeline: Download 1-second bars from Databento, aggregate to higher timeframes, validate data integrity

Low-latency C++20 limit order book & matching engine. Price-time priority, ~45 ns median matching-path op, validated on real Nasdaq MBO/ITCH data (Databento).

Browser-based futures replay simulator + live monitor with custom metric calculation and threshold alerting.

Command-line downloader for Databento historical market data

Symbology and basket pipeline for US (Databento) and India (Fyers) markets — downloads raw exchange and vendor data, normalizes it into a common 16-column schema, builds index and futures baskets, and loads them into Postgres.