According to a recent LinkedIn post from Databento, the company has incorporated real-time and historical data from Blue Ocean ATS into its U.S. equities offering. The post indicates that Blue Ocean is a key venue for overnight U.S. equities trading, overlapping with Asian markets and the early European session.
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The company’s LinkedIn post highlights that the Blue Ocean feed is captured directly from the source and provides full order book, or L3, depth with nanosecond-level timestamps. This level of granularity may appeal to quantitative and high-frequency trading clients seeking more precise overnight liquidity data.
As shared in the post, the addition of Blue Ocean expands Databento U.S. Equities coverage to 19 datasets and supports 24/5 trading access. For investors, this suggests an effort to position Databento as a more comprehensive market data provider across global trading hours, which could enhance its competitive standing against established vendors.
The post suggests that broader time-zone coverage and richer overnight data could make Databento more attractive to cross-border funds and systematic strategies reliant on continuous pricing information. If this drives higher data consumption and client acquisition, it may support revenue growth and deepen the firm’s role in the institutional market data ecosystem.