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 11,420 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
Updates
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Databento is excited to sponsor the Future of Quant Conference 2024, hosted by Cornell Financial Engineering Manhattan and Rebellion Research on September 13th! Connect with leaders from Point72, Two Sigma, Goldman Sachs, BlackRock, Citadel, Nvidia, Fidelity, Verition, and more. Register and learn more: https://to.dbn.to/3zWQMzc #quantitativefinance #quant #hedgefund
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Double River is a quantitatively driven investment company operating in global markets to achieve market-leading returns. Before Databento, the firm struggled to find a reliable data vendor that offered the US equities coverage they needed and aligned with their budget. Databento's real-time equities solution was the perfect fit for Double River. Their team found it easy to get started with our Databento Equities Basic dataset—the industry's first US equities bundle with $0 licensing fees—and noted that the quality surpassed some of the standalone exchange data they'd accessed in the past. Read the full story: https://to.dbn.to/46fyOEg. We'll be releasing more equities data by the end of Q3! #marketdata #customerstory #equities
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Build and test high-frequency trading signals in #Python using order book and market depth data from Databento and machine learning models from scikit-learn. Check out the guide: https://to.dbn.to/3zP6Nah. #marketdata #machinelearning #quant #algotrading #trading #futures #API #HFT
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Considering raising a hedge fund? What’s the difference between GP and LP funding? Christina Qi, one of the few hedge fund founders to raise venture capital, advises against it. Hear her insights from a recent Hedge Funds 101 session. #hedgefund #fintech #quantitativefinance
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Databento offers several dedicated connectivity options for real-time market data tailored to customers who need the lowest latencies and high throughput for consuming full venue feeds. ☁️ Dedicated interconnects on AWS, Google Cloud or Microsoft Azure. 📍 Private connections at Equinix CH1/2/4, LD4/5, FR2, TY2/3, Interxion LON1 and more. 🔗 Physical cross-connects at Aurora I and NY4/5. Learn more in our guide: https://to.dbn.to/3S9seJu. #connectivity #crossconnect #interconnect #colocation #marketdata
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We've released our status schema for #CME data, which provides trading session information such as halts, pauses, short-selling restrictions, auction starts, and other matching engine statuses. 🏦 See whether an instrument is trading, if sending buy or sell orders is permitted, and the reasons behind status changes. 🕓 Systematically identify session start and end times for every instrument. 💻 Build event-based strategies that exploit mispricing around halts, infrequent market dislocations, and more. Check out our blog announcement at https://to.dbn.to/3WtDxz3 to get started. We'll be rolling out support for other datasets in the next three months! #marketdata #tradingsession #securitystatus #markethalts #marketdynamics
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Nelson Griffiths's first guest post demonstrated how to downsample pricing data into tick bars. In his second installment of the series, he introduces two new types of bar aggregations with Databento using #Python, #Rust, and #Polars: volume bars and dollar bars. Check out the step-by-step tutorial and GitHub repo at https://to.dbn.to/3WiikI0! 🐍 🦀 🐻❄️ #marketdata #pricingdata #tickbars #aggregatebars #equities
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Bayou Capital Group Undergraduate Investment Fund and the University of Houston are hosting the Undergraduate Commodities Competition in early October. Check out their website to learn more! #tradingcompetition
Bayou Capital Group is thrilled to announce the second annual Undergraduate Commodities Competition, scheduled for October 4th and 5th at the University of Houston. This competition provides undergraduate students interested in energy finance with a platform to showcase their skills to industry professionals. We have worked to make improvements to this year's competition. All semi-finalist teams will now have access to Kpler and Databento Data. This year's sponsors include Oil and Gas Supermajors, Quantitative Hedge Funds, Trade Shops, Industry-Leading Data Providers, and Top Investment Banks. Additional sponsors will be announced as we approach the competition. Registration Opens: Monday, July 1st Registration & One-Pagers Due: Friday, August 30th Semi-Finalist Announced: Thursday, September 5th Phillips 66 | Jefferies | Balyasny Asset Management L.P. | TotalEnergies | Citi | ConocoPhillips | Novum Energy | Musket Corp. | Piper Sandler | Kpler | Databento | University of Houston | University of Houston, C.T. Bauer College of Business #commodities | #finance | #undergradcompetition | #energy
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What happens when industry leaders shift gears to a hedge fund? In Ernie Chan's case, you join them! Explore his journey from a physicist at IBM's world-renowned language modeling group to a hedge fund and startup founder: https://to.dbn.to/3VEwpy1. #fintech #hedgefund #quantitativefinance