Databento
Options backtesting on Databento data
Databento meters OPRA to your own account. Volatlas is the desktop backtester that reads it, builds multi-leg strategies against the chain, sweeps them in parallel, and caches every session you pull so the study replays for free. $49 once.
How it connects
From key to sweep
Bring your API key
Volatlas reads OPRA from your own Databento account. The key stays on your machine, the pull is billed to you, and the files land on your disk.
Price the window first
Databento meters by the sessions you request, so a study is a known number before you buy it. The calculator prices seven index and ETF roots at the published rates.
Pull the quote schema
Backtests read the two-sided market, so the chain comes down as 1-minute quotes rather than bars. Pulls resume where they stopped and cache as Parquet.
Backtest and sweep
Multi-leg strategies with entry rules, exits and sizing, then any rule becomes a sweep axis across a grid of up to 10,000 cells.
Metered research
You buy the window, not the year
Metering suits research that arrives in bursts. A three-month study on the SPX weeklies costs a quarter of what a year costs, the bill is quoted before you commit, and new accounts start with $125 of credit. What you pull is yours, cached as Parquet, and every rerun and every sweep after that is compute rather than spend.
The root sets the bill, because OPRA prices by the size of the option surface. RUT runs about a tenth of the SPX weeklies a session, and the ETF surfaces sit between the two for quotes. Prices shown as of August 2026.
Common questions
Running Volatlas on Databento
- How far back does the history go?
- Databento's OPRA history opens in April 2013 and is metered per root, so depth is a budget decision rather than a plan tier. Price the exact window on their cost endpoint before you pull it.
- What does a year of SPX cost?
- About $145 for a year of 1-minute SPX quotes, and about $263 for the SPX weeklies, which is the root a 0DTE study runs on. The calculator prices seven roots and any number of years, at rates verified in August 2026.
- Why quotes rather than the cheaper bars?
- A bar carries open, high, low and close of the trade price, and none of those is a price a spread could have been filled at. Bars are not reliably cheaper either. On SPY a year of 1-minute bars runs about $1,417 against about $167 of quotes, because a bar exists only where a trade printed.
- Do I keep the data?
- Yes. What you pull is cached as Parquet on your own disk and replays without a live connection, so a backtest run next year costs nothing more.
- Can I use ThetaData instead?
- Yes. Volatlas reads either. Databento suits one deep window on a single root that you intend to keep, and ThetaData's monthly tiers suit repeated pulls across several roots inside a short burst.
- What does it charge for a fill?
- Entries and exits price halfway between the mid and the side you are crossing to, every contract pays commission, and open positions are charged Reg T margin with uncovered rules included. An entry the account cannot carry is skipped and counted rather than filled.
Buy the licence once
$49 at the founder price, rising to $99, with lifetime updates and a thirty day refund. OPRA data is billed by Databento to your own account, at the rates they publish.