7 ms·
databento provides high-quality market-by-order data at a reasonable price, so at least I can play with the data, though I'm unsure about actual trading. That's
by nkaz001 2y ago
databento provides high-quality market-by-order data at a reasonable price, so at least I can play with the data, though I'm unsure about actual trading. That's why people including me like crypto.
- RayVR 2y agofrom what I understand, databento is just aggregating exchange data. They must have some deal for processed data. Their MBO data is not cheap and they don't have much history. I would not trust their bars without a whitepaper documenting how they clean each market.