Databento
Normalised historical and live market data delivered from colocated capture, including full order book depth and nanosecond timestamps.
What it is good at
Microstructure work needs capture-side timestamps and true book depth. This is one of the few places to get both without an exchange contract.
Scored against the five published criteria, identically for every entry, by the editors of this site. Scores are never sold and are not affected by any commercial relationship. Read the method.
What to watch
Usage-based pricing rewards knowing exactly what you need. Scope the query before you run it.
This section is not optional and is not negotiable. Every entry in the register carries one, whatever the commercial relationship.
Access it
No commercial relationship. Databento is listed on editorial merit and has no input into this description or its scores.