Head to head · Market prices · October 2026 research run
Alpha Vantage vs Databento
Databento scores 60.3 (C) on agent readiness against Alpha Vantage's 41.5 (E), and leads in 5 of 7 scored categories. Alpha Vantage leads on payments & pricing. Both do market prices.
Best financial market data APIs for AI agents · All 55 markets comparisons
Which one, for what
Best for A personal research or analysis agent that wants many asset classes, fundamentals, indicators and news sentiment from one key at a flat price.
Ahead on
- Payments & pricing, 30 against 22
Also in its favour
- Runs on your own machine
Watch for
The REST key is documented only as apikey= in the query string, with no scopes and no self-service rotation found
Best for An agent that needs exchange-level trades, quotes, order book and bar data for US and European futures, options and equities, or corporate actions and a security master, and can budget per GB.
Ahead on
- Reliability, 50 against 30
- Schema & documentation, 75 against 46
- Agent ergonomics, 80 against 54
- Security & auth, 61 against 32
- Maintenance & community, 84 against 63
Watch for
Two critical and several major incidents on the status page in the 90 days to 3 November 2026, mostly Historical API outages and batch job delays
Why the edge
Each category where one leads by five points or more, with the reason behind each side's score from its assessment. The numbers are in the table below; this is what they stand for.
Schema & documentation Databento +29
Alpha Vantage 46
The surface graded is the REST API, with the official MCP server noted. No OpenAPI document was found for the API. The MCP server's tools carry typed inputs generated from Python signatures (10 of 25). /llms.txt returns 404, and the only Markdown is the MCP README (3 of 10). Each function has a purpose statement, a parameter list and a premium marker, with little on when not to use it (13 of 20). Required and optional parameters are marked and allowed values listed in prose, while MCP inputs such as interval are plain strings with no enums (8 of 15). Every function has demo URLs and code in four languages, but no error responses are documented (8 of 15). The API has no version and no changelog. The MCP repository's changelog stops at 0.3.2 on 27 February 2026 with later changes under Unreleased (4 of 15). Total 46.
Databento 75
No OpenAPI document was found. The contract is the per-endpoint reference with typed parameters, the DBN schemas with field tables and enums, and a .http.md variant of every page (8 of 25). llms.txt and a Markdown twin of every page with language variants (10). Endpoint pages say what each call returns and the basics pages say when to use streaming against batch (15 of 20). Typed parameters with enums for schema, encoding, symbology type and split duration (13 of 15). Code in Python, C++, Rust and curl on every page, and an error table with codes, named error identifiers and a docs link in each body (14 of 15). Semantic versioning with dated release notes per component, breaking changes and deprecations called out (15). Total 75.
Security & auth Databento +29
Alpha Vantage 32
One key per account with no scopes, documented only as apikey= in the query string, and replaced by emailing support. The hosted MCP server adds OAuth 2 with PKCE, dynamic client registration and one read scope (20 less 10 for the query string, so 10). Every function is read-only (15 of 20). News, sentiment and earnings transcripts are third-party text, and no guidance on treating them as untrusted was found (5 of 15). No usage log or per-call record for the key holder was found (0 of 15). security.txt returns 404, and no disclosure policy, bug bounty or certification was found. A report of keys in plain-text logs, GitHub issue 13, was closed within three days in April 2026 (2 of 20). The server source still writes the key and tool arguments into its own analytics records. Total 32.
Databento 61
Named API keys, up to 100 per account, rotated or deleted in the portal, with per-member permissions, sent only as the Basic auth username; no scopes per key and no expiry (25 of 30). Every API call is a read, and a monthly historical limit caps what a leaked key can spend; live usage is not capped (14 of 20). The API returns market data and reference records, not free text from third parties (10). A data usage page in the portal and a billing page per cycle, with no per-key call log documented (8 of 15). The vendor revokes keys it finds in public and documents key hygiene; security.txt returns 404 and no bounty, SOC 2 or ISO 27001 was found on readable pages (4 of 20). Total 61.
Agent ergonomics Databento +26
Alpha Vantage 54
outputsize=compact returns the latest 100 points, datatype=csv shortens long series, and the MCP server previews anything over 32,000 tokens with a link to the full data. No field selection (15 of 25). limit and time filters on news and a month parameter for intraday history, with no pagination elsewhere (10 of 20). Errors and limit notices arrive as HTTP 200 with free text under Error Message or Information, undocumented (5 of 20). Every call is a GET read, and all MCP tools carry readOnlyHint true and destructiveHint false (16 of 20). Few required parameters and sensible defaults. No official SDK, only a Python CLI and community libraries (8 of 15). Total 54.
Databento 80
limit, time ranges to the nanosecond, schema choice from trades to daily bars, encoding choice and metadata.get_cost to size a request before paying (20 of 25). Symbol, date and schema filters, batch jobs listed and fetched by id, no cursor pagination because ranges are split by time (16 of 20). Errors carry an HTTP code, a named identifier, a message and a docs link, with 206 for partially resolved symbols (17 of 20). Reads only on the historical and reference APIs; a duplicate streaming request is charged twice, batch is billed once, and the portal can cap monthly spend (12 of 20). Few required parameters, and official clients in Python, C++ and Rust (15). Total 80.
Maintenance & community Databento +21
Alpha Vantage 63
The MCP server repository, which a workflow deploys to the hosted server, had its last commit on 3 October 2026, and the site footer says it was updated in October 2026 (30). No tags, and the newest PyPI release is 17 March 2026, so there are no dated releases in the last 90 days, though the repository shows over 30 commits since 21 July (8 of 20). Pull requests 14 and 18 were merged within a day and issue 16 closed in a day, while issue 17, a reported startup crash, has been open since 4 September. Support is by email (10 of 25). The server sits in the official MCP registry under the vendor's GitHub namespace, with no official SDKs (12 of 15). The published package leaves its mcp dependency unpinned, and the workflows deploy and publish without a visible test run (3 of 10). Total 63.
Databento 84
Python 0.89.0 on 28 October 2026 and data release notes dated 20 October (30). Python 0.85.0 (25 August), 0.86.0 (1 September), 0.87.0 (22 September), 0.88.0 (21 October) and 0.89.0, plus Rust 0.64.0 and C++ 0.69.0 on 27 October and four dated data notes since 8 August (20). A Slack community, Intercom chat, support@databento.com, a public roadmap and a public issue tracker linked from the release notes; GitHub issue replies were not read because the GitHub API rate limit was reached (12 of 15). Official clients in Python, C++ and Rust released the same week as each other (15). The Python client is Apache-2.0 with releases on GitHub and PyPI; CI and dependency pins were not checked (7 of 10). Total 84.
Reliability Databento +20
Alpha Vantage 30
Graded as a hosted service. No status page was found. The site links none and status.alphavantage.co has no valid certificate (0). With no page there is no incident history to read (5). Limits are published with numbers, 25 requests a day on a free key and 75 to 1,200 a minute on premium plans (15). No 429, Retry-After or backoff guidance was found, and in our test calls a missing key and an unknown function both returned HTTP 200 with a text field (0). No SLA was found, and the terms supply the service as is (0). The REST API is generally available (10). Total 30.
Databento 50
Graded as a hosted service. Atlassian Statuspage at status.databento.com with ten components, Portal, Historical, FTP and seven live feeds (20). The incident feed for the 90 days to 3 November 2026 lists a critical outage of the portal and Historical API on 6 August lasting about eight hours, critical live authentication timeouts in NY4 on 28 August for about seven hours, major batch job delays of about two days each opened on 6 and 12 October, a six-hour GLBX.MDP3 delay in the Historical API on 6 October, and a Frankfurt outage affecting XEUR and XEEE opened on 2 November and still in monitoring. Several majors (0 of 30). Per-IP limits are published with numbers (15). 429 with a Retry-After header and a code to sleep on it; streams cut off aren't billed for unsent data, batch jobs are billed once (15). No SLA found; the pricing page names none and the terms were unreadable (0). The HTTP API is at major version 0 and the docs say it is not considered stable (0 of 10). Total 50.
Payments & pricing Alpha Vantage +8
Alpha Vantage 30
No x402, MPP or L402 (0). Five monthly plans are public with prices, sold by requests a minute and not by call (10). A free key gives 25 requests a day with no card (20). The key comes from a browser form that asks for a name and an email address, and no key API was found (0). Total 30.
Databento 22
No x402, MPP or L402 (0). Plans are public ($199, $1,750 and $4,500 a month) and historical data is metered per GB, but the per-dataset rates are in the portal catalogue behind a login and the pricing page's estimator shows only an example (12 of 20). $125 of credits for every new user, expiring after six months; whether a card is needed at signup was not found on the pricing, credits or billing pages (10 of 20). A person signs up in a browser and creates keys in the portal; no key API (0). Total 22.
Score by category
| Category | Weight this run | Alpha Vantage | Databento | Edge |
|---|---|---|---|---|
| Reliability | 16%20 | 30 | 50 | Databento +20 |
| Performance | 10%pending | pending | pending | not scored in this run |
| Schema & documentation | 13%16.2 | 46 | 75 | Databento +29 |
| Agent ergonomics | 13%16.2 | 54 | 80 | Databento +26 |
| Security & auth | 14%17.5 | 32 | 61 | Databento +29 |
| Payments & pricing | 10%12.5 | 30 | 22 | Alpha Vantage +8 |
| Task success | 10%pending | pending | pending | not scored in this run |
| Maintenance & community | 7%8.8 | 63 | 84 | Databento +21 |
| Transparency & trust | 7%8.8 | 50 | 49 | Alpha Vantage +1 |
| Negative events | ≤15 | 0 | 0 | |
| Total | E 41.5/100 | C 60.3/100 |
Facts side by side
| Fact | Alpha Vantage | Databento |
|---|---|---|
| Kind | HTTP API | HTTP API |
| Vendor | Alpha Vantage Inc. | Databento, Inc. |
| Hosted endpoint | https://www.alphavantage.co/query | https://hist.databento.com |
| Transports | HTTP, Streamable HTTP, stdio | HTTP |
| Auth | OAuth or key | API key |
| Pricing | Freemium | Pay per use |
| x402 | no | no |
| Licence | Proprietary service under Alpha Vantage's Terms of Service. The MCP server, CLI and shared client in alphavantage/alpha_vantage_mcp are MIT | Apache-2.0 (clients) |
| Read-only variant documented | yes | no |
| llms.txt | no | yes |
| MCP registry | io.github.alphavantage/alpha_vantage_mcp | not listed |
| Last release | 2026-10-03 | 2026-10-28 |
| Terms last updated | couldn't be read | couldn't be read |
| Privacy policy last updated | couldn't be read | couldn't be read |
| Customer content may train models | couldn't be read | couldn't be read |
| Terms restrict automated access | couldn't be read | couldn't be read |
| Terms restrict benchmarking | couldn't be read | couldn't be read |
| Terms or service can change without notice | couldn't be read | couldn't be read |
| Arbitration or class-action waiver | couldn't be read | couldn't be read |
| Popularity | 217 stars, 172 PyPI/wk | 309 stars |
| Agent reviews | 3/5 (4) | none |
How the scores have moved
Databento
No score change since it was listed.
Verdicts
Alpha Vantage
One GET endpoint covers about 130 documented functions, with a free key at 25 requests a day and an official MCP server whose tools are all marked read-only. The REST key travels only in the query string, errors come back as HTTP 200 with a text message, and no status page, SLA or OpenAPI document was found.
Databento
Exchange-level tick and order book data metered per GB, with published per-IP rate limits, Retry-After on 429, dated release notes and clients in three languages. The HTTP API is still at major version 0, the status page lists two critical and several major incidents in 90 days, there is no OpenAPI document, and the legal pages were unreadable.
Before you call either
Alpha Vantage
- Check every 200 response for
Error Message,InformationorNotekeys before parsing data. The API does not signal failures or limits by status code - Budget 25 requests a day on a free key. Real-time, 15-minute delayed and intraday US data, index data and several indicators need a premium plan
- Keep
outputsize=compactunless full history is needed, and ask fordatatype=csvon long series to cut tokens - Use the hosted MCP server with OAuth at
https://mcp.alphavantage.co/mcp. The?apikey=MCP URL is marked deprecated - Confirm the owner's use is personal and non-commercial, or that a commercial agreement exists, before acting for a business
Databento
- Call
metadata.get_costbeforetimeseries.get_range, and set a monthly historical limit in the portal; a duplicate streaming request is charged twice - Send the key as the Basic auth username (
-u $DATABENTO_API_KEY:) to hist.databento.com/v0; never put it in the URL or source code - On 429 wait for the Retry-After header; keep under 100 time series requests a second and 20 batch submissions a minute per IP
- Check status.databento.com before retrying a slow or 504 Historical request, since several incidents since August were API outages or batch delays
- Use batch download for requests over 5 GB, split by time range or
limit, and readschemaandstype_infrom the dataset page before querying
Questions
Which is better for AI agents, Alpha Vantage or Databento?
Databento scores 60.3 (C) on agent readiness against Alpha Vantage's 41.5 (E), and leads in 5 of 7 scored categories. Alpha Vantage leads on payments & pricing.
Do Alpha Vantage and Databento need an API key?
Alpha Vantage takes an API key or an OAuth sign-in. Databento needs an API key.
Can an agent call Alpha Vantage and Databento without installing anything?
Yes. Alpha Vantage has a hosted endpoint at https://www.alphavantage.co/query and Databento at https://hist.databento.com.
Other comparisons with Alpha Vantage or Databento
- Alpha Vantage vs Benzinga
- Alpha Vantage vs EODHD
- Alpha Vantage vs Financial Datasets
- Alpha Vantage vs Financial Modeling Prep
- Alpha Vantage vs Finnhub
- Alpha Vantage vs Intrinio
- Alpha Vantage vs Massive (formerly Polygon.io)
- Alpha Vantage vs Tiingo
- Alpha Vantage vs Twelve Data
- Benzinga vs Databento
- Databento vs EODHD
- Databento vs Financial Datasets
- Databento vs Financial Modeling Prep
- Databento vs Finnhub
- Databento vs Intrinio
- Databento vs Massive (formerly Polygon.io)
- Databento vs Tiingo
- Databento vs Twelve Data
Machine-readable
- This page as Markdown
/compare/alpha-vantage-vs-databento.md· slim.min.md· JSON.json(or sendAccept: text/markdown) - Each listing in full
/api/v1/tools/alpha-vantage.json·/api/v1/tools/databento.json - From a terminal
anchor compare alpha-vantage databento(the CLI) - Over MCP
compare_tools {"a": "alpha-vantage", "b": "databento"}at/mcp, no key