# Massive vs Databento

Updated October 2026. Written by Massive. Canonical page: https://massive.com/compare/massive-vs-databento

Massive covers stocks, options, indices, futures, forex, and crypto on one key, with flat monthly plans, unlimited calls, and US stock trades back to 2003. If you only need L2 or L3 order book data, or CME futures depth back to 2010, Databento specializes in that.

- Massive leads on: Price, Stock history, Forex and crypto, Fundamentals, AI agents, Commercial use
- Databento leads on: Order book depth, Futures history, Options history
- Even on: Free plan, Data delivery, SDKs

## What each one is

**Massive.** Massive is a market data API for US stocks, options, indices, and futures, plus forex and crypto. It delivers data over REST, WebSockets, S3 flat files, and an MCP server.

**Databento.** Databento is a market data provider that sells normalized data from direct exchange feeds, priced per GB for history or on monthly plans.

## Choose Massive if

- You backtest on US stock data from before 2018.
- You want a flat monthly bill, not per-GB or per-message charges.
- You need forex, crypto, fundamentals, or news next to your market data.
- You want commercial use without an annual contract.

## Choose Databento if

- You need L3 (market by order) or L2 (MBP-10) order book data.
- You research futures microstructure and need CME depth back to 2010.
- You want to pay per GB for a one-time historical pull.
- You need a cross-connect or cloud interconnect.

## Feature by feature

| Feature | Massive | Databento | Leads |
| --- | --- | --- | --- |
| Price | $29, $79, or $199/mo per market, with unlimited API calls on every paid plan | Usage-based (per GB for history), or Standard at $199/mo. Plus (from $1,750/mo) and Unlimited (from $4,500/mo) are annual contracts through sales [1] | Massive |
| Free plan | Free plan per market: end-of-day data, 2 years of history, 5 calls/min | $125 in historical data credits that expire after 6 months [1] | Even |
| Stock history | 20+ years, with trades and quotes back to 2003 | Since 2018 [2] | Massive |
| Order book depth | Trades, NBBO quotes, and aggregates. No L2 or L3 order book | L3 (market by order) and L2 (MBP-10) from proprietary exchange feeds [3][6] | Databento |
| Futures history | CME, CBOT, NYMEX, and COMEX. Real-time on Futures Advanced, $199/mo, with 7+ years of history | CME Globex (CME, CBOT, NYMEX, COMEX) since 2010, plus ICE, CFE, and Eurex futures [5][7] | Databento |
| Options history | 5+ years on Options Advanced | OPRA since 2013. Standard includes 1 year of L1 history, and usage-based or Unlimited covers the full history [4] | Databento |
| Forex and crypto | Forex and crypto, real-time from $49/mo | No spot forex or crypto. CME FX futures only [6] | Massive |
| Fundamentals | Financials and ratios on Stocks Advanced or a $29/mo add-on. SEC filings, insider trades, 13-F holdings, short interest, and economic data on every Stocks plan, including the free one. Analyst estimates, Benzinga news ($99/mo), and ETF holdings as add-ons | No fundamentals or news. Corporate actions and a security master [6] | Massive |
| Data delivery | REST, WebSockets, and S3 flat files | Historical HTTP API, live streaming API, batch downloads, and cross-connects [6] | Even |
| SDKs | Python, JavaScript, Go, and Kotlin/JVM, which also works from Java | Python, C++, and Rust [6] | Even |
| AI agents | Official MCP server at mcp.massive.com | No official MCP server listed [6] | Massive |
| Commercial use | Self-serve Business plans: Currencies $999/mo, Options $1,999/mo, Stocks $2,499/mo | Standard is personal use on up to 2 devices. Commercial use is on Plus or Unlimited [1] | Massive |

## Where they differ

### Market breadth vs order book depth

Most apps that chart prices, run backtests, or answer an agent need trades, quotes, and bars. Massive has every US trade and NBBO quote across stocks and options, plus futures, indices, forex, and crypto. It does not sell L2 or L3. Databento does: history from Nasdaq, NYSE, Cboe, and CME, and real-time US equities depth from Nasdaq TotalView. Queue-position strategies belong on Databento.

### How the bill works

Databento charges per GB for history, and Plus and Unlimited are annual contracts. That is cheap for one big pull. A Massive plan costs the same whether your app calls the API ten times a day or ten thousand.

### Stock history

Databento lists US equities from 2018. Massive goes back to 2003, so your backtests can include the 2008 financial crisis.

### Futures history

Databento may be the better choice here: CME Globex data back to June 2010, against 7+ years on Massive futures plans.

## Pricing

Prices in USD per month, from public pricing pages on October 23, 2026.

| What you need | Massive | Databento |
| --- | --- | --- |
| Real-time US stocks, personal use | $199/mo (Stocks Advanced), unlimited calls | $199/mo (Standard), with 1 year of L1 history and 1 month of L2 and L3 [1] |
| US stock trades from 2010 | Included in Stocks Advanced, $199/mo | Not available. Equities history starts in 2018 [2] |
| Commercial use in your product | Stocks Business $2,499/mo or Options Business $1,999/mo, monthly | Plus from $1,750/mo or Unlimited from $4,500/mo, annual contract through sales [1] |

## Moving from Databento

### Example: daily AAPL bars for January 2024

Databento:

```python
import databento as db

client = db.Historical("YOUR_API_KEY")
df = client.timeseries.get_range(
    dataset="EQUS.SUMMARY",
    schema="ohlcv-1d",
    symbols=["AAPL"],
    start="2024-01-02",
    end="2024-02-01",
).to_df()
```

Massive:

```python
from massive import RESTClient

client = RESTClient("YOUR_API_KEY")
bars = list(client.list_aggs("AAPL", 1, "day", "2024-01-02", "2024-01-31"))
```

| Field | Databento | Massive |
| --- | --- | --- |
| Timestamp | ts_event (Unix nanoseconds, bar start, UTC date) | t (Unix milliseconds, bar start) |
| Open | open (fixed-point, 1 unit = 1e-9) | o |
| High | high | h |
| Low | low | l |
| Close | close | c |
| Volume | volume | v |
| VWAP | None. Build it from trades | vw |
| Trade count | None. Build it from trades | n |

- Databento end dates are exclusive, so January ends at 2024-02-01. Massive end dates are inclusive.
- Databento EQUS.SUMMARY bars are unadjusted. Massive bars are split-adjusted unless you set adjusted=false, so set it to false when you compare the two.
- You do not need to move everything. Keep Databento for order book work and use Massive for history, options, and the other asset classes.

### Switch with an agent

Paste this into any coding agent:

> Find every place my project calls Databento. Switch those calls to the Massive REST API. Read https://massive.com/docs/llms.txt for endpoints and auth, and read the API key from the MASSIVE_API_KEY environment variable. Keep my function signatures and data shapes the same, and list anything Massive does not cover.

The ported code calls the REST API directly. The Massive MCP server is optional, for checking real responses while the agent works: https://massive.com/docs/ai-tools/quickstart. Skills and plugins for coding agents: https://github.com/massive-com/ai

## Questions

### Is Massive or Databento better for historical US stock data?

For depth of time, Massive: trades and quotes back to 2003, against 2018 for Databento. For depth of book, Databento.

### How does Databento pricing work?

Per GB for history, starting with $125 in credits, or $199/mo for Standard. Plus starts at $1,750/mo and Unlimited at $4,500/mo, both annual contracts through sales.

### Why do daily bars differ between Massive and Databento?

Different defaults. Databento EQUS.SUMMARY bars are unadjusted, with UTC dates. Massive daily bars are split-adjusted unless you pass adjusted=false. Match the setting before you compare.

### Does Massive have Level 2 or Level 3 order book data?

No. Trades, NBBO quotes, and aggregates. For L2 or L3, Databento may be a better fit.

## Sources

Databento details come from Databento's own public pages, checked on October 23, 2026, and may have changed since. Massive details come from the Massive plans API on October 22, 2026. "Not listed" means we did not find it on Databento's site. Massive wrote this page. If something is wrong, tell us at https://massive.com/contact and we will fix it. Databento is a trademark of its owner, and Massive is not affiliated with Databento.

1. [Databento pricing](https://databento.com/pricing)
2. [Databento US equities](https://databento.com/equities)
3. [Databento US equities catalog](https://databento.com/catalog/us-equities)
4. [Databento OPRA.PILLAR dataset](https://databento.com/catalog/opra/OPRA.PILLAR)
5. [Databento CME Globex MDP3 dataset](https://databento.com/catalog/cme/GLBX.MDP3)
6. [Databento documentation](https://databento.com/docs)
7. [Databento datasets](https://databento.com/docs/datasets)
8. [Databento timeseries.get_range](https://databento.com/docs/api-reference-historical/timeseries/timeseries-get-range)
9. [Databento OHLCV schema](https://databento.com/docs/schemas-and-data-formats/ohlcv)