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databento-python discussion
databento-python reviews and mentions
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Raw market data
A bit of self-promotion but you can try us: databento.com
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HFT trade event analyses
Also, a shameless plug for my own work—use a serious data provider like Databento, we already help you construct book snapshots and jump to any 2 ms interval of MBO data within specified nanosecond start/end times in O(1) on server side—once you've done that, there's much less work to do on client side. Don't reinvent the wheel. ;) If not us, try our friends at Redline (Pico) or MayStreet (Refinitiv), who're honestly the only other serious data providers and they have some helpful tooling.
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Where to get historical data for biggest gainers/losers each day? (stocks)
You could do this with Databento. For full disclosure, I work there.
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A note from our sponsor - InfluxDB
www.influxdata.com | 14 Jul 2025
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databento/databento-python is an open source project licensed under Apache License 2.0 which is an OSI approved license.
The primary programming language of databento-python is Python.