Databento·Dec 19, 2025Where should I colocate to trade on CME?Where to colocate for CME trading. Comparing Aurora I, 350 E Cermak and low-cost regional sites like ORD11 for latency and accuracy.
Databento·Jun 2, 2025Major CME microstructure changes that could be distorting your backtest — in 3 minutesCME microstructure changes that could be skewing your backtest results.
Databento·Apr 28, 2025How to build a blazing fast real-time stock screener with Python and DatabentoBuild a real-time market scanner in Python that detects significant price moves across all US stocks and ETFs using Databento’s market…A response icon1A response icon1
Databento·Apr 1, 2025Differences between US stock exchanges: April 2025Learn about auction imbalance, inverted pricing, RPI/RLP, pre- and post-market sessions, colocation, and primary listing venues.
Databento·Mar 3, 2025Getting queue position with L2 and order book data from DatabentoIn the latest API tutorial added to Databento’s docs, we show how you can track the exact queue position of an order with MBO data. This is…
Databento·Feb 10, 2025Build a Pairs Trading Strategy in Python: A Step-by-Step GuidePairs trading is a form of statistical arbitrage that takes advantage of mean reversion or convergence in the prices of two instruments.A response icon3A response icon3
Databento·Jan 28, 2025Easy, interactive financial charts in Python: Just 11 lines of code, no JavaScript requiredThis guide demonstrates how to display Databento’s market data with TradingView’s popular Lightweight Charts library, entirely in Python.A response icon3A response icon3
Databento·Jan 18, 2025Introducing intraday PCAP deliveryMarket data PCAPs, how they’re used, and Databento’s intraday pcap delivery service.
Databento·Sep 24, 2024How to build an order book (DoM) visualization using Databento, React, and RustBuild a web-based application to visualize market depth from L2 market data. Recommended tools and frameworks, code sample, and live demo.
Databento·Sep 12, 2024Matching Engines in 3 Minutes: Terminology Guide for Traders and DevelopersFor algorithmic traders, researchers, developers. Learn about colocation, proximity hosting, wire protocols, DMA, matching algorithms.
