Head to head · Market prices · October 2026 research run

Databento vs Financial Datasets

Financial Datasets scores 61.8 (C) on agent readiness against Databento's 60.3 (C), and leads in 3 of 7 scored categories. Databento leads on reliability, agent ergonomics, security & auth and maintenance & community. Both do market prices. Financial Datasets accepts x402. Databento doesn't.

Best financial market data APIs for AI agents · All 55 markets comparisons

Which one, for what

Databento C

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 43
  • Agent ergonomics, 80 against 73
  • Security & auth, 61 against 49
  • Maintenance & community, 84 against 56

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

Financial Datasets C

Best for An agent doing US company research from SEC-sourced statements, filings, insider and institutional data that wants to pay per call with no account, or a small team on credits.

Ahead on

  • Schema & documentation, 80 against 75
  • Payments & pricing, 75 against 22
  • Transparency & trust, 63 against 49

Also in its favour

  • An agent can pay per call over x402, with no account

Watch for

No status page, incident history or published uptime; the Professional plan's SLA terms aren't public

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.

Payments & pricing Financial Datasets +53

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.

Financial Datasets 75

x402 on the vendor's own endpoints for every documented GET data endpoint, 36 of them, with the last 365 days only and a Non-Professional licence; full history, the market snapshot, filing items and the POST endpoints need a key (35 of 40). Plan prices and overage rates are public, and each x402 endpoint quotes its price in the 402 header, $0.02 on /earnings (20). No free tier or trial found; data calls return 402 until an account holds credits, from $20 (0). An agent can pay by x402 with no account, or open an account with POST /agent/signup and have the owner fund it (20). Total 75.

Maintenance & community Databento +28

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.

Financial Datasets 56

UK fundamentals went live on 26 October 2026, India on 23 October, with Japan and South Korea dated for November on the coverage page (30). Dated changes in the last 90 days are x402 on 23 October, UK fundamentals on 26 October, terms and subprocessor list on 29 October, privacy policy on 20 August, with no changelog as such (12 of 20). Contact is a form and the dashboard; no support email, Discord or forum was found, and the GitHub organisation's four repositories couldn't be read because the GitHub API rate limit was reached (6 of 15). The PyPI package is 0.1.18 of 26 May 2024 by the founder, and the docs point to the OpenAPI file and the MCP server rather than an SDK (5 of 15). Package health unknown, dependencies not checked (3 of 10). Total 56.

Transparency & trust Financial Datasets +14

Databento 49

A closed service whose terms could not be read, because databento.com/legal and its /terms and /privacy pages are drawn by script; the client libraries are Apache-2.0 (10 of 30). The privacy policy was unread for the same reason, and the docs say nothing about retention of account data (0 of 30, unchecked). Dated release notes carry deprecations, and the versioning policy keeps a prior major version for a year after the next (18 of 20). No subprocessor list or data location statement was found on readable pages; the architecture docs name the company's own data centres (0 of 20). Total 28.

Financial Datasets 63

A closed service under terms dated 29 October 2026 that name Financial Datasets, Inc., set New York law, and state the licence per plan (15 of 30). The privacy policy of 20 August 2026 gives retention periods (accounts up to seven years after closure, API and MCP logs up to three years, backups 90 days), says inputs aren't used for training, and links a subprocessor list; no DPA text was found (24 of 30). No deprecation policy; the terms say the Services may be discontinued and material changes get reasonable notice (3 of 20). Subprocessors (AWS, Heroku, Stripe, Google sign-in, Vercel) and the United States as hosting location are disclosed (18 of 20). Total 60.

Security & auth Databento +12

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.

Financial Datasets 49

A plain account key in the X-API-KEY header only, revoked from the dashboard, with no scopes, rotation or expiry; the MCP server adds OAuth 2 with PKCE (plain and S256), dynamic client registration, a revocation endpoint and one scope (20 of 30). Every data endpoint is a read; the x402 route and agent signup don't change the account beyond funding it (15 of 20). Filing text, filing items and news are third-party content, with no guidance on treating them as untrusted (5 of 15). The privacy policy says requests and responses are logged for up to three years; no per-call log is shown to the key holder (5 of 15). security.txt returns 404 and no bounty, SOC 2 or ISO 27001 was found; the terms ask for prompt notice of a compromised key and a subprocessor list is published (4 of 20). Total 49.

Reliability Databento +7

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.

Financial Datasets 43

Graded as a hosted service. No status page was found; status.financialdatasets.ai does not resolve and no page links one (0), so there is no incident history to read (5). The only published limit is 10,000 requests a minute per wallet over x402, with monthly request caps per plan and none per minute for keyed plans (8 of 15). The OpenAPI file declares 429 and the x402 page documents a 503 with Retry-After from the facilitator and a duplicate_payment check on replayed signatures (10 of 15). The Professional plan lists uptime SLAs, with no figure published (10). The API is generally available (10). Total 43.

Agent ergonomics Databento +7

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.

Financial Datasets 73

limit and period on the data endpoints, as_reported flags and snapshot variants, with no field selection (15 of 25). next_page_url cursors and ticker, CIK, market and date filters (18 of 20). A 402 body says what to do next, x402 errors carry named values, and the spec lists 400, 401, 403, 404, 409, 422, 429, 502 and 503 (16 of 20). Data calls are GETs, payment settles only after a successful response, and a replayed x402 signature is refused; no readOnlyHint found for the MCP tools and no idempotency key for the POST endpoints (14 of 20). Few required parameters, 28 compact MCP tools, but the only package, financial-datasets on PyPI, is at 0.1.18 from 26 May 2024 (10 of 15). Total 73.

Score by category

CategoryWeight this runDatabentoFinancial DatasetsEdge
Reliability16%205043Databento +7
Performance10%pendingpendingpendingnot scored in this run
Schema & documentation13%16.27580Financial Datasets +5
Agent ergonomics13%16.28073Databento +7
Security & auth14%17.56149Databento +12
Payments & pricing10%12.52275Financial Datasets +53
Task success10%pendingpendingpendingnot scored in this run
Maintenance & community7%8.88456Databento +28
Transparency & trust7%8.84963Financial Datasets +14
Negative events≤1500
TotalC 60.3/100C 61.8/100

Facts side by side

FactDatabentoFinancial Datasets
KindHTTP APIHTTP API
VendorDatabento, Inc.Financial Datasets, Inc.
Hosted endpointhttps://hist.databento.comhttps://api.financialdatasets.ai
TransportsHTTPHTTP, Streamable HTTP
AuthAPI keyOAuth or key
PricingPay per usePay per use
x402noyes, from $0.02/call
LicenceApache-2.0 (clients)none
Tools exposednone28
Read-only variant documentednono
llms.txtyesyes
Last release2026-10-282026-10-26
Terms last updatedcouldn't be read2026-10-29
Privacy policy last updatedcouldn't be read2026-08-20
Customer content may train modelscouldn't be readnot found in the text
Terms restrict automated accesscouldn't be readyes
Terms restrict benchmarkingcouldn't be readyes
Terms or service can change without noticecouldn't be readnot found in the text
Arbitration or class-action waivercouldn't be readnot found in the text
Popularity309 starsnone

Verdicts

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.

Financial Datasets

Every documented GET data endpoint takes x402 with no key, failed calls uncharged, and an agent can open and fund an account by API. A public OpenAPI file, llms.txt and a 28-tool OAuth MCP server cover the same data. There is no status page or free tier, keyed rate limits aren't published, and x402 data stops at 365 days.

Before you call either

Databento

  1. Call metadata.get_cost before timeseries.get_range, and set a monthly historical limit in the portal; a duplicate streaming request is charged twice
  2. 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
  3. On 429 wait for the Retry-After header; keep under 100 time series requests a second and 20 batch submissions a minute per IP
  4. Check status.databento.com before retrying a slow or 504 Historical request, since several incidents since August were API outages or batch delays
  5. Use batch download for requests over 5 GB, split by time range or limit, and read schema and stype_in from the dataset page before querying

Financial Datasets

  1. Without a key, read the price from the PAYMENT-REQUIRED header of the 402 and pay with x402 on Base; each page of next_page_url is a separate paid request
  2. Keep limit small and ask for one period at a time; premium endpoints count as 2, 4 or 8 requests on keyed plans
  3. Send the key only to api.financialdatasets.ai in the X-API-KEY header; on 401 ask the owner for a new key rather than signing up again
  4. Treat a 402 on a keyed account as an empty balance and mint a checkout link for the owner; don't retry the call
  5. Check the plan's licence before showing the data to anyone else; redistribution needs Professional or Enterprise

Questions

Which is better for AI agents, Databento or Financial Datasets?

Financial Datasets scores 61.8 (C) on agent readiness against Databento's 60.3 (C), and leads in 3 of 7 scored categories. Databento leads on reliability, agent ergonomics, security & auth and maintenance & community.

Do Databento and Financial Datasets need an API key?

Databento needs an API key. Financial Datasets takes an API key or an OAuth sign-in. An agent can also pay Financial Datasets per call over x402, with no account.

Can an agent call Databento and Financial Datasets without installing anything?

Yes. Databento has a hosted endpoint at https://hist.databento.com and Financial Datasets at https://api.financialdatasets.ai.

Other comparisons with Databento or Financial Datasets

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