Databento vs Massive (Polygon) vs Intrinio APIs

Quick answer

Databento is best for tick, depth (MBP-10) and order-by-order (MBO) data, especially CME futures, with usage-based pricing. Massive (formerly Polygon.io) is the simplest self-serve source of US stock, options, FX and crypto bars, with a free tier and $29/month Starter. Intrinio focuses on licensed equities, options and fundamentals for commercial products, from about $150/month.

Side-by-side comparison

API	Markets	Auth	Paper / sandbox	Pricing	In AlgoGP
Databento	Stocks, Futures, Options	REST + API key	—	Usage-based; Standard $199/mo	Guide
Massive (Polygon.io)	Stocks, ETFs, Options, Forex, Crypto, Indices	REST + API key	—	Free: 5 calls/min, end-of-day, 2 years	Built into AlgoGP (data)Pro
Intrinio	Stocks, Options, Fundamentals	REST + API key	Sandbox key with sample data	From $150/mo individual	Guide

Which one should you pick?

Databento if you research microstructure, execution or futures.
Build with Databento
Massive (Polygon.io) if you want US bars and quotes quickly and cheaply.
Build with Massive (Polygon.io)
Intrinio if you are building a commercial product and need clear licensing and fundamentals.
Build with Intrinio

Frequently asked questions

Is Polygon.io the same as Massive?

Yes; Polygon.io renamed to Massive on October 30, 2025, keeping keys and APIs.

Test the strategy before you pick the API

Describe your idea to AlgoGP’s copilot, backtest it on years of stock, crypto or forex data with realistic costs, then export Python wired to Databento or any built-in broker. Swap the broker later without touching the strategy.

Build a Databento strategy Plans and pricing

More API comparisons

AlgoGP is not affiliated with any provider listed. Details change; check each provider’s documentation. Nothing here is investment advice.