In celebration of our launch anniversary, we’d like to share a glimpse into our journey with you! Take a peek into the origins of @DatabentoHQ, the incredible team behind it, and how we're disrupting the financial #data industry.

Databento is heading to London! We're hosting a Quant Meetup in Soho on Wednesday, July 1. Join us for hors d'oeuvres, drinks, free swag, and an evening of networking to connect with the local quant community. Space is limited. Register here: to.dbn.to/3RXWdHd

We recently hosted our first-ever event in China: Quant Meetup Shanghai! The response exceeded our expectations, and the event became waitlist-only in the days leading up to it. Thank you to everyone who joined us and helped spread the word. Special thanks to our panelists for sharing their time and perspectives: Marcus Chan Eric Duncan Min Chul Kim Jianhong Li Anny Liu Rob Maher Enda Peng Jeremy Shen Rick Zhan #quant #fintech #databento

Men In Black flashy-thingy the agent, add some Anthropic API errors, and all sorts of hell breaks loose. I'm using a usage-based API (shout out @DatabentoHQ), and the costs are peanuts. But that isn't the point. The failure modes of agents are just kinda wild.

We had an amazing time at our dinner in Hong Kong. Thanks to everyone who joined us - it's always great to connect in person when we're on the road.

Databento is onboarding the following trading venues: LD4, LSE, LON2, Basildon, HKEX, HK5, JPX, Stockholm, ZH4, IT3, with more to come. 🇬🇧🇭🇰🇯🇵🇸🇪🇨🇭🇮🇹 We’re also hiring across multiple roles and regions. A number of our recent hires actually started out as Databento users. 🍱 We're 100% remote. If you’re familiar with our API and interested in joining the team, check out the roles on our website and apply to the one closest to your experience.

Congratulations to the Fordham Master's in Quantitative Finance team on being named one of the winners in this year's International Association for Quantitative Finance (IAQF) Student Competition. Their paper revisits the March 2023 USDC de-peg, when SVB collapsed on a Friday. Crypto markets kept trading through the weekend, and the banking system needed to restore the peg did not reopen until Monday. The team studies how that timing mismatch created measurable dislocations across exchanges and stablecoin quote currencies, and how those opportunities could be identified in real time. We're glad Databento could support their analysis. Great work by: Anderson (Yiming) Li (team captain) Thomas Farah Sam Marriott Hank Rugg Ethan Tait Nicholas Ward Read the paper: to.dbn.to/4nlldDQ

We're bringing our quant meetup series to Japan 🇯🇵 co-hosted by @JPX_official_EN @AlpacaHQ @DatabentoHQ @Techstars ! 05/26, 17:00📍Tokyo, Japan

Thanks @DatabentoHQ !

I am now a @DatabentoHQ maxi

Holy crap. The Terminalist wrote about Databento.

1 for @DatabentoHQ I started using it as my main futures data provider this year. Book reconstruction isn’t entirely straight forward with MBO but it’s one of if not the best source for retail imo.

Our Purple Reign strategy is based of somthing simular with simular results powered by ultra quick @DatabentoHQ data. Try it today! atomiktrading.io

quantpylib now has @DatabentoHQ integration, feel free to give it a go and message @christinaqi about why you are not getting market data during weekends🫢 on a lighter note, DBN is pretty cool and I am thinking of adapting the encoding for storage and backtesting pipeline

⏳ In financial markets, microseconds matter. @DatabentoHQ processes 200B market updates daily, delivers U.S. options data in under 242 µs, and reduced network operations overhead by 60% , all on NVIDIA Spectrum-X Ethernet, NVIDIA ConnectX, and NVIDIA Cumulus Linux. The result? A modern, scalable data infrastructure that's fueling 3,800% annual growth — without the cost of colocation. See how they did it 👉 nvda.ws/4szyCsV

Using @DatabentoHQ Level 3 data across 20 NASDAQ stocks: → Order lifetimes collapsed 73% → Volume doubled → r = −0.91 between volume surge & lifetime collapse @SSRN @Nasdaq @albertjmenkveld ssrn.com/abstract=6574207

We're excited to share that Cboe Futures Exchange (CFE) is now available on Databento with real-time data and over 7 years of historical coverage. CFE is home to VIX futures and other volatility derivatives, including options on VIX futures (UX), as well as bond index and crypto futures. Data is sourced directly from the CFE Multicast PITCH feed and provides full order book depth for a comprehensive view of market activity. Read the announcement to learn more: to.dbn.to/4sxHI9G