Asia-Pacific is home to 7 of the world's 10 largest stock exchanges by trading volume. Over 50 exchanges operate across 15+ jurisdictions, each with distinct protocols, access requirements, and data formats. The region accounts for more than 40% of global equity trading and is the fastest-growing market for quantitative and algorithmic strategies.
For institutional firms, accessing this data means navigating a landscape of legacy vendors. A Bloomberg terminal costs $24,000+/year per seat. Refinitiv and ICE demand multi-year enterprise contracts with six-figure minimums. Procurement cycles stretch 3–6 months. For smaller firms, the barrier isn't technical — it's commercial.
The new wave of APAC market participants — quant startups in Melbourne, prop desks in Hong Kong, fintechs in Seoul and Singapore — need something different: API-first access, transparent pricing, and the ability to start with one exchange and scale. No vendor paperwork. No six-month onboarding.
Databento's APAC position is early but strategic. The company already touches the region through reference data, and the infrastructure to expand is in place.
Reference data: live today. Databento's security master and corporate actions products cover 215+ venues globally, including major APAC exchanges — ASX, TSE, HKEX, SGX, KRX, TWSE, SSE, SZSE, BSE, NSE, and more. Eighteen years of point-in-time data across 860,000+ instruments. APAC firms can already use Databento for security master lookups, symbology mapping, and corporate actions — a natural entry point for deeper relationships.
Market data feeds: US and Europe. Databento currently offers tick-level data from 60+ venues concentrated on US equities (NASDAQ, NYSE, IEX), US futures (CME Globex), US options (OPRA), and select European exchanges (ICE, Eurex). The unified schema, pay-per-use pricing, and API simplicity that differentiate Databento are proven at scale in these markets.
APAC tick data: the most-requested expansion. ASX, TSE, NSE, and other APAC venues are among the highest-voted feature requests on Databento's public roadmap. The demand signal is clear and measurable.
Major APAC exchanges where Databento already provides reference data coverage (security master, corporate actions, symbology) — the foundation for expanded market data feeds.
A Melbourne quant fund pays $24K/year per Bloomberg seat just to pull historical futures data. With Databento's pay-per-query model, they only pay for what they use.
A Hong Kong prop desk manages three separate vendor integrations — each with different field names, formats, and update cycles. 30% of engineering time goes to data normalization instead of alpha.
A Seoul fintech needs live futures data but legacy vendors demand $50K minimums and 12-month contracts. With Databento, they're streaming multi-asset data in seconds.
Interested in APAC market data?
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