Compare · FinzData vs Databento

Databento alternative for backtesting

Q: Can I use it with AI agents?

Yes. FinzData exposes a remote MCP endpoint (https://api.finzdata.com/mcp) with point-in-time data tools, server-side backtests, an overfitting check and a blind mode that hides future data from the agent. The Python client works like yfinance.

From $19 per ticker, owned forever — 5 years of 1-minute to daily bars, no $199/month subscription. Build your dataset.

Databento is excellent for exchange-licensed tick, order-book (L1–L3) and live feeds. FinzData is built for research and backtesting: survivorship-free history bought once, joined to fundamentals, 13F, COT and macro, plus server-side backtests for AI agents.

Last checked: October 2026.

Side by side

Databento vs FinzData

	Databento	FinzData
Pricing model	Usage-based $/GB, $125 signup credit; Standard $199/mo; Plus $1,750/mo; Unlimited $4,500/mo (annual)	Free 12-month tier; history bought once: $195 first 5 years + $95 per further 5, $19.95/mo updates; or per ticker from $19 (/shop)
Free tier	$125 credit (expires 6 months)	Free last 12 months of daily data, 1,000 calls/day
US equity bar history	Tick history from 2018	1-minute to daily bars since 2000
Delisted / survivorship-free	Raw venue data	8,500+ delisted symbols included
Fundamentals	None	SEC fundamentals point-in-time + daily P/E, EV/EBITDA
13F institutional holdings	None	Every manager, every quarter
COT positioning	None	CFTC since 1986
Macro	None	20,000+ FRED/ALFRED series with every vintage
Tick / order book (MBO, L2, L3)	Yes	No
Real-time feeds	Yes, real-time streaming	No real-time (end-of-day updates)
Exchanges	70+ venues incl. CME, ICE, OPRA	US stocks & ETFs
AI agents	API + client libraries	Remote MCP with point-in-time tools, server-side backtests, overfitting check, blind mode
Formats	DBN, CSV, JSON	CSV, JSON, Parquet; pip client works like yfinance

Which one is for you

Choose by what you actually need

Choose Databento if…

You need tick data or the full order book (MBO, L2, L3)
You need real-time live streaming, not end-of-day updates
You trade CME, ICE or OPRA products

Choose FinzData if…

You backtest on bars (1-minute to daily)
You need delisted names for a survivorship-free universe
You want fundamentals, 13F, COT and macro joined on one date axis
You want to own the history once instead of renting it
You build AI agents that query data and run backtests themselves

One-time vs subscription

What a typical backtest dataset costs

Dataset	FinzData	Databento
1-minute bars, 10 US stocks, 10 years	10 × $29 less 25% = $217.50 one-time	Metered by data volume (see databento.com/pricing); subscriptions from $199/month
Full US stock universe, daily + hourly, 10 years	$290 one-time + $19.95/mo updates
Everything incl. 1-minute, 30 years	$670 one-time + $19.95/mo updates

For small tick pulls, Databento's usage pricing and $125 signup credit can be the cheaper option — the crossover depends on how much data you pull and how often.

Get started

Switching in five minutes

The Python client works like yfinance, so most existing scripts need one import changed:

pip install finzdata

import finzdata as fd

df = fd.Ticker("AAPL").history(interval="1m", start="2015-01-01")   # yfinance-style
print(df.tail())

For AI agents, point your MCP client at https://api.finzdata.com/mcp — the agent gets point-in-time data tools, server-side backtests, an overfitting check and blind mode. See /agents for the setup, /shop for per-ticker history and /pricing for plans.

FAQ

Frequently asked questions

Is FinzData cheaper than Databento?

For bar-based backtesting, usually yes: you buy the history once (from $195 for the first 5 years, $95 per further 5 years, with $19.95/month updates) instead of a subscription from $199/month. For small tick or order-book pulls, Databento's usage-based pricing can be cheaper, and its $125 signup credit covers a lot of experimentation.

Does FinzData have tick or order-book data?

No. FinzData provides 1-minute, 5-minute, 30-minute, hourly and daily bars. If you need tick data, market-by-order (MBO), L2 or L3 order-book data, or live streaming, use Databento — that is what it is built for.

Is the data survivorship-free?

Yes. FinzData keeps 8,500+ delisted US symbols alongside listed ones, so a backtest over a past universe is not biased toward the companies that survived. Fundamentals and macro are point-in-time too, so you can query the data as it was known on any past date.

Can I use it with AI agents?

Yes. FinzData exposes a remote MCP endpoint (https://api.finzdata.com/mcp) with point-in-time data tools, server-side backtests, an overfitting check and a blind mode that hides future data from the agent. The Python client works like yfinance.

Do you have futures data?

CFTC Commitments of Traders positioning since 1986 is available today, including a free tier. For futures tick and order-book data on CME, ICE and other venues, Databento is the right tool.

Sources: databento.com/pricing, databento.com/blog/series-b (checked October 2026). Databento is a trademark of its owner; this page is a comparison, not an endorsement. Market data for research. Not investment advice.