Top all-time · #6257
Databento
Company blog · databento.com/blogdataprogramming
Databento is the company blog at databento.com, writing about data and programming. Since 2023, 13 different Hacker News readers have linked it 14 times, most often “Why we didn't rewrite our feed handler in Rust”. No feed was found, so read it on the site itself.
Too few sampled comments (6) to say how often HN recommends it.?
Why HN links it
Commenters link Databento's pages on market data: its pricing, a pcaps page, and how its EQUS Mini dataset is sourced and anonymized. The comments discuss the service and its data rather than judging the writing.
Summarised by Claude from a sample of 6 HN comments that link here. Each comment is marked recommending, critical or neutral (citing without judging); how this works.
Databento provides real-time and historical market data APIs. Access data for equities, futures, options, and more with one integration. Sign up for $125 in free credits.
Most-linked posts?
- Why we didn't rewrite our feed handler in Rust4 people · 5 mentions · first linked 2025-10-07
- Databento2 people · 2 mentions · first linked 2024-01-26
What Hacker News says?
Fabrice, if you're reading this, please consider replacing Rust instead with your own memory safe language. The design intent of Rust is a powerful idea, and Rust is the best of its class, but the language itself is under-specified[1] which prevents basic, provably-correct optimizations[0]. At a technical level, Rust could be amended to address these problems, but at a social level, there are now too many people who…
Comment linking /blog/why-we-didnt-rewrite-our-feed-handler-in-rust
on “Fabrice Bellard Releases MicroQuickJS”Submitted Why we didn't rewrite our feed handler in Rust as a story · 38 points
HN discussionI've been happy with Databento as a low-friction way to get market data. I liked it so much, I ported their structs and APIs to Golang. [1] Their EQUS Mini dataset is a great way to dip the toe if you want live data without licensing restrictions. Databento's article talks exactly about how it is sourced, but it is not that it is averaged but anonymized, specifically because of the complexities of upstream exchange…
Comment linking /blog/databento-us-equities-mini-now-available
on “SEC approves Texas Stock Exchange, first new US integrated exchange in decades”Submitted Building a high-frequency, liquidity-taking strategy in Python as a story · 27 points
HN discussionI would also really like to know that! It generally seems to be a thing in trading: https://databento.com/pcaps There is also this (though this page does not specify what pcap means): https://www.lseg.com/en/data-analytics/market-data/data-feed...
Comment linking /pcaps
on “Engineers do not get to make startup mistakes when they build ledgers”Submitted We didn't rewrite our feed handler in Rust as a story · 7 points
HN discussionI've considered rust for some performance-critical greenfield work where I would normally use C. Rust's syntax, idioms, and packaging are foreign to my team, so the only motivation to take that on is the safety of the borrow checker. But as I investigate Rust, I learn of trivial use cases that cannot be safely represented [0] in Rust's syntax. TFA demonstrates even more provably-safe techniques that are impossible t…
Comment linking /blog/why-we-didnt-rewrite-our-feed-handler-in-rust
on “The inconceivable types of Rust: How to make self-borrows safe (2024)”Submitted Beyond 40 Gbps: Processing OPRA in real-time as a story · 3 points
HN discussionYour biggest problems will be brokers, data, and capital. The coding part of quant finance is surprisingly boring (unless you are doing HFT but most aren't). For infrastructure just use AWS and co-locate next to the exchange (especially if you are doing crypto where everything's in the cloud). For data try https://databento.com/ , there are also other sources. Affordable data, especially tick level L3 data at scale…
Comment linking /
on “Ask HN: How to get into quantitative trading?”Submitted We didn't rewrite our feed handler in Rust as a story · 3 points
HN discussion> A year ago, I naively wrapped the API and certainly felt this pain. Most people, before being confronted to it, have no idea how big market data feeds really are: I certainly had no idea what I was getting into. There's a reason all these subscriptions are that pricey. Here's an example of the pricing for the OPRA feed for Databento you mentioned: https://databento.com/pricing#opra We're talking about feeds that s…
Comment linking /pricing
on “Show HN: LangAlpha – what if Claude Code was built for Wall Street?”Submitted Databento Binary Encoding (DBN) as a story · 2 points
HN discussionSubmitted Databento as a story · 2 points
HN discussionSubmitted Why we decided to write our real-time market gateway in Rust as a story · 1 points
HN discussion
