HarmoniQ Insights

…should i take the call?

Good question.. pre-market data is hard to get right cuz it happens across multiple venues simultaneously, and each exchange has its own session hours, data feed, licensing requirements, etc. Most APIs either aggregate these imperfectly or rely on consolidated feeds that have minimal pre-market coverage by design. Databento sources direct feeds from each exchange. Pre-market data is available historically on our Standard plan, but for live pre-market data you'd need the appropriate license (regardless of which data provider you choose) and plan tier. The EQUS(.)MINI dataset specifically covers a subset of venues that have thin pre-market activity. For full coverage you'd want to aggregate the individual venue feeds directly. tldr: There's no single clean source due to fragmentation. Anyone claiming otherwise is either aggregating imperfectly or missing venues. Feel free to chat on our website if you have more questions.