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 Databento, the incredible team behind it, and how we're disrupting the financial #data industry.
Databento
Financial Services
Salt Lake City, Utah 12,301 followers
A simpler, faster way to get market data.
About us
Databento makes it simpler and faster to get market data. Our self-service model allows users to instantly pick up live exchange feeds and terabytes of historical data—and only pay for what they use. Our goal is to power the world's largest finance and fintech institutions and make data accessible for small startups. Since starting in 2019, we've raised over $27.8M in funding. Our team brings years of experience running high-frequency trading desks and includes alumni from firms like Two Sigma, Flow Traders, Virtu, and Stripe.
- Website
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http://www.databento.com
External link for Databento
- Industry
- Financial Services
- Company size
- 11-50 employees
- Headquarters
- Salt Lake City, Utah
- Type
- Privately Held
- Founded
- 2019
- Specialties
- Fintech, Market data, and Algorithmic trading
Locations
Employees at Databento
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Michael V Dvorkin
building connective tissue for modern apps in the distributed cloud. looking for deep networking and dataplane people. all things open…
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Dave Lin
Venture Capitalist, Board Advisor, and Operator
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Oleg Khovayko
I am not a talent, I am genius!
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Tom Madureira
Senior Systems Engineer at Databento
Updates
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Databento reposted this
A big thank you to everyone who joined us yesterday at our event with Architect! It was a pleasure connecting with so many in the quant and Databento community. We appreciate you for making our first offsite in #Chicago especially memorable. #meetup #networking #quanttrading
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Databento reposted this
Chicago is amazing. Yesterday, Architect and Databento co-hosted our first quant meetup ever - it was amazing meeting so many customers and friends! A huge shoutout to Brett Harrison for opening up during the fireside chat, to Megan Mason, Celina Tran, and Eric D. for meticulously planning every detail, and to Alumni Ventures for the event space! Thank you everyone for coming! It was awesome meeting you - please keep in touch!
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A big thank you to everyone who joined us yesterday at our event with Architect! It was a pleasure connecting with so many in the quant and Databento community. We appreciate you for making our first offsite in #Chicago especially memorable. #meetup #networking #quanttrading
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The Industry & Quant Meetup is happening now! 📍 We're in #Chicago, connecting with the quant trading community over great conversations, hors d'oeuvres, and drinks. If you're around, join us—there’s still time to catch the fireside chat with the founders of Databento and Architect! #meetup #networking #quanttrading
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⏰ Reminder: The Industry & Quant Meetup hosted by Databento and Architect is just one day away! We’re excited to connect with you tomorrow, Thursday, October 3, at 6 PM CDT. See you there! #meetup #networking #chicago #quanttrading
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Learn how to quickly extract tick sizes and notional tick values for nearly 800,000 instruments—futures, spreads, options, and more—using Databento, the fastest cloud-compatible #marketdata platform. Check out our blog for the full tutorial: https://to.dbn.to/3TxiVng
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Databento reposted this
We’re excited to announce that Nasdaq, Databento, and #QuestDB will be hosting a Special Closing Bell Happy Hour at the iconic Nasdaq Tower, 4 Times Square. Following the ceremony, we invite you to join us for a networking happy hour—an excellent opportunity to connect with industry professionals and discuss the latest trends in market data and infrastructure. Please note: There are only 30 spots available for this event! 📅 Date: October 17th, 2024 🕓 Time: 4 PM ET 📍 Location: Nasdaq, 4 Times Square, NYC Registration Link: https://lu.ma/uo3zfb12 #Nasdaq #ClosingBell #QuestDB #Databento #Networking #MarketData #DataInnovation #TimeSeries #FinancialMarkets
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Databento reposted this
Introducing TsetlinMarketViewFX, a realtime microprice extraction system for limit orderbooks and high-frequency estimator of future prices given higher order information of imbalances in orderbook data. We couple a recently developed realtime sequence encoder and predictor, Hypervector Tsetlin Machines, with Stoikov's microprice estimation to adjust future price estimations using orderflow from higher price ranks. Classically, to understand what the "true" future price would be given the current best bid and ask was to formulate a weighted price based on current spread and the imbalance in orders at the best bid and ask. However, this is rarely a true reflection of the next matching orders as order sizes tend to be amended or even canceled completely due to many reasons like market spoofing or informed market taking. Code for microprice estimation available on my github. Paper with empirical studies coming soon. In the video, we show Tempus AI Inc (ticker TEM) on the week of the IPO, where heavy market spoofing can take place, with very large spreads an illiquidity. Orderbook data courtesy of #databento