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Data ProviderStocks & Equities

Databento US Equities Data

Databento US Equities Data is a data provider from Databento providing stocks & equities data. Exchange-direct US equities and index market data from Databento, offered as both real-time streaming and 15+ years of normalized historical data. A Polymarket bot can use it for high-fidelity price anchoring on "will TSLA/SPX close above $X" markets and for backtesting against tick-accurate trades, quotes, and OHLCV bars.

At a glance

ProviderDatabento
TypeData Provider
CategoryStocks & Equities
Real-timeYes — streaming
AuthAPI key
PricingUsage-based from ~$0.40/GB with $125 free credits; subscriptions from $199/mo (Standard) — Free: $125 in credits for new users (one set per team, expires 6 months after signup), no subscription required, Usage-based: pay-as-you-go from ~$0.40/GB historical (priced by uncompressed binary size; CSV/JSON at no extra charge), Standard: $199/mo — unlimited live data + 7yr OHLCV, 12mo L0/L1 history, 1mo L2/L3 (MBP-10/MBO/Imbalance), Plus / Unlimited: higher enterprise subscription tiers (custom pricing) with deeper history and unlimited live data

What data it provides

  • Tick-by-tick trades with aggressor side and nanosecond timestamps
  • Full order book: MBO (L3), MBP-10 (L2 depth), and BBO/L1 top-of-book quotes
  • OHLCV aggregates at 1s, 1m, 1h, and daily intervals
  • Auction imbalance data, trading statistics, and reference/corporate-action data
  • License-free US Equities Mini: consolidated BBO quotes with no exchange distribution license fees
  • 20,000+ symbols across 60+ US venues (Nasdaq, NYSE, Cboe, MEMX, IEX, ATSs)

Features

  • Real-time streaming plus historical data dating back to 2018 (15+ years across the platform)
  • Nanosecond timestamps with sub-microsecond cross-venue accuracy; feeds sourced from Equinix NY4 colo, four timestamps per event
  • Unlimited downloads, streaming, and API calls on subscription plans
  • Official client SDKs for Python, C++, and Rust, plus raw HTTP/REST and live streaming APIs
  • Multiple encodings (DBN binary, CSV, JSON) with consistent normalized schema across venues
  • License-free US Equities Mini dataset with instant approval and no per-venue exchange license fees

Links

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Listed, not endorsed. Pricing and capabilities change without notice — check the provider's own documentation before you depend on anything here. Browse the full data resources directory or the strategy database.
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