According to a recent LinkedIn post from Databento, the company now offers access to real-time and historical market data from Cboe Futures Exchange. The post highlights coverage of more than seven years of CFE data, including VIX futures, other volatility derivatives, bond index futures, crypto futures, and options on VIX futures (UX).
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The company’s LinkedIn post indicates that the data is sourced directly from the CFE Multicast PITCH feed and includes full order book depth. This suggests an effort to position Databento as a more comprehensive provider for quantitative traders and institutional users seeking detailed futures and volatility data.
For investors, the addition of CFE data may enhance Databento’s product breadth in a niche but strategically important segment focused on volatility and derivatives. Expanded coverage of VIX and related contracts could improve the platform’s appeal to hedge funds, proprietary trading firms, and risk managers that rely on granular order book information.
The move may also support higher data consumption and subscription revenues if clients integrate CFE feeds into trading, research, and risk systems. In a competitive market data landscape, this broader exchange coverage could strengthen Databento’s position against established vendors by offering a more specialized, programmatic access model for futures and volatility markets.