On this page
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
In the same section
- Delta profile and bar delta
- Detached windows
- Data source selector
- Detaching modules
- CVD divergence
- DOM ladder
- Current bar panel
- DOM Profile
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.