Databento key and modules: CME live, OPRA GEX and flow, file import
A Databento API key can feed the footprint and heatmap (CME, live), the GEX dashboard and the Options flow (OPRA), one switch per module. Each switch is enabled only when the licence measured on your key covers the dataset; a separate importer loads Databento ohlcv-1m files into the bars cache.
Senzoukria · Documentation · Updated September 2026
Where to find it
- Where
- Account → Broker Connections → API Keys tab → Databento section; the module panel appears once a key is saved
- Storage
- OS keychain, write-only ("Vendor API keys are stored in the OS keychain and never leave the backend")
- Datasets checked
- GLBX.MDP3 (CME), OPRA.PILLAR (OPRA), ARCX.PILLAR (ARCX, SPY price)
- Orders
- None — "Market data only, no orders"
What it does
The Databento section of the API Keys tab holds one password field and a Save button; when a key exists, a "Key saved" pill and a Remove button appear, and the field placeholder becomes "•••••••• (saved — enter to replace)". The tag on the section reads "Footprint · heatmap · GEX · options flow".
Below the key, the modules panel calls databento_license_status and prints one pill per dataset: "CME · live", or "data until HH:MM UTC" when the licence stops in the past, or "—" when the range could not be read. A "Re-check" button repeats the measurement. The rule is written in the component: the licence is measured, not assumed — on 10 September 2026 the tested key had CME live but neither OPRA nor ARCX, and a switch enabling a module without licence would produce an empty screen that looks like a quiet market.
Settings
| Switch | Requires (live licence) | What it writes |
|---|---|---|
| Footprint + heatmap (CME, live) | GLBX.MDP3 | Sets the shared chart data source to databento-cme (back to rithmic when unchecked); the source selector shows "Databento CME" |
| GEX (OPRA, ≈15 min behind) | OPRA.PILLAR and ARCX.PILLAR | Sets the GEX store source to databento (alpaca when unchecked) |
| Options flow (OPRA, ≈15 min behind) | OPRA.PILLAR | Sets the Option Flow store source to databento (alpaca when unchecked) |
| Disabled switch | — | Greyed at 50 % with the reason "Needs a live {dataset} licence on your Databento plan" written under the list |
Import history from a Databento file
The auto-backtest page has an "Import history · Databento" block. Its hint: "A Databento ohlcv-1m file (.csv or .csv.zst) for this contract's root. Spreads are dropped, the dominant contract is kept minute by minute, and rollover days are excluded — the same rule as the research loader. Imported bars carry no delta and no levels." You give a file path and click "Import into the cache"; the button reads "Importing — five years take a minute…" while it runs.
The report lists minutes kept, days covered, rollover days excluded, contracts seen and seconds elapsed, and repeats "No delta, no levels: a strategy reading delta sees zero on these bars." Imported bars are written under the chosen contract and never overwrite a bar already drained from the broker. Do not relaunch an import that is running.
Limits and pitfalls
- GEX and flow through Databento run about 15 minutes behind, as the switch labels say; they are not live options data.
- Databento Live replay snapshots are authoritative over cached history; a snapshot for another symbol or generation is rejected, and a non-minute grain cannot be rebuilt from a 1-minute replay.
- Databento bills per dataset on your own plan; Senzoukria does not resell or include this data.
- A key with no live licence for a dataset leaves the corresponding switch disabled on purpose, with the reason printed.
Related pages
This page in other languages
Frequently asked questions
- I saved a key but the footprint switch is greyed out. Why?
- The measured licence on your key does not cover GLBX.MDP3 live. The panel prints "Needs a live CME licence on your Databento plan"; upgrade the plan or use another source, then click Re-check.
- Does the ohlcv-1m import give me a footprint?
- No. It fills OHLC and volume for backtests and replay; those bars carry no delta and no bid × ask levels, and a strategy reading delta sees zero on them.