Databento's adjustment factors dataset is available through its reference data API. It combines corporate action events into a daily adjustment ratio for all types of capital changes and offers an alternative to the corporate actions dataset for users focused on adjusted prices.
The tutorial combines Databento market data streams with RisingWave stream processing to create a live market analysis system. It also notes that sourcing high-quality market data can be challenging when working with multiple financial exchanges.
Latest news and tips from Databento, a market data platform offering flexible APIs for historical tick data and real-time data feeds across global markets.
Databento is a licensed distributor of market data from over 50 trading venues. Trusted by researchers and engineers at the largest market makers and hedge funds representing over $100B AUM.
Databento provides real-time and historical market data APIs for equities, futures, options, and other instruments through one integration. It offers $125 in free credits.
