OHLCV 1-minute bars
ES/NQ/CL complete; other symbols partialsince 2012
Provider inventory
Databento
Market-data API and exchange-data distributor used in the lake for CME futures under GLBX.MDP3.
PriceIngestion pausedinventory 2026-06-19
Available data
What we have from Databento
CME futures data across continuous rolls: minute bars, ticks, L2/L3 order book, and contract metadata.
Trades
tick data, v.0 and legacy c.0 rollssince 2025
MBP-10 / MBO
ES and NQ order booksince 2026
Definitions, statistics, status
contract metadata snapshotssince 2026
Raw inventory
Raw lake contents
DatasetCoverage / notePath
trades
v.0 approx. 2025-04 to 2026-04; legacy c.0 rolling window is shorter
roll=<c|v>/session=<calendar|cme_day>/schema=trades/symbol=.../year=...
ohlcv-1m
2012 to 2026-04, symbol coverage varies
schema=ohlcv-1m/
mbp-10, mbo
ES/NQ only, approx. March 2026 to April 2026
schema=mbp-10/ and schema=mbo/
definition, statistics, status
Diagnostic contract snapshots from 2026
schema=definition|statistics|status/
Processed / derived
Backtest-ready materializations
DatasetCoverage / notePath
ohlcv
ES/NQ/CL/RTY on c.0; ES on v.0
same provider tree
ohlcv-enriched
Bar series plus indicators for futures backtests
same provider tree
orderflow-1m
NQ.v.0 experimental order-flow features
same provider tree
trades tick-to-1m
ES.v.0 experimental aggregation
same provider tree
Validation use
- Trend, breakout, gap, and intraday futures validation.
- Session-aware backtests requiring continuous contracts.
- Order-flow experiments on ES/NQ where L2/L3 snapshots exist.
Notes and caveats
- Processed futures datasets can lag raw data until the rebuild pipeline is rerun.
- Subscription pause means new Databento ingestion is not currently refreshing.
Need this provider in a brief?
We confirm whether the existing lake is enough, whether a refresh is needed, and whether the scope depends on provider licensing before any validation run starts.