Directory position 2
Product overview
Databento provides CME Globex futures through its GLBX.MDP3 dataset and offers multiple schemas, from OHLCV bars to trades and market-by-price data. Its documentation-oriented API and batch export choices make it relevant when a project needs more than a simple bar archive.
Pricing depends on dataset, schema, history and delivery choices. Define the exact contracts, dates and event fields before comparing its cost with a fixed archive.
| Recommended for | Programmatic futures and microstructure research |
|---|---|
| Delivery | Historical API, batch files and live interfaces |
| Format | DBN, CSV, JSON & Parquet |
| Buying model | Usage / plan-based |
Where Databento fits
Choose Databento when exchange event data and programmatic retrieval are central to the research question. Its dataset and schema model lets a buyer distinguish trades, top-of-book observations, deeper book data and aggregated bars instead of treating all futures data as equivalent.
For a small local OHLCV archive, a one-time downloadable collection can require less retrieval work. For order-book or queue research, the additional event structure matters more than archive simplicity.
Plan the retrieval job
Prototype a bounded request with the exact dataset, symbols, schema and time range. Save job identifiers, response metadata and completion status. If the application builds a complete history through repeated API calls, make pagination, retries and resumption explicit.
Normalize timestamps and instrument definitions before comparing records with another source. Exchange event sequences and derived continuous contracts answer different questions and should remain separate layers in the archive.
Check before buying
- Confirm the dataset, schema and contract months required.
- Estimate historical and ongoing usage separately.
- Verify export format, entitlements and redistribution limits.
- Do not assume a live entitlement includes unrestricted historical access.