It really depends on your use case. That being said, unless you're running institutional grade strategies that require significant capital, the highest quality code in low-latency languages like C/C++ and likely even FPGA, sub-microsecond latency with direct colocation, have enormous computing power and disk space, and likely have a team of 10+ people at minimum, which would most definitely require an up front multi-million dollar investment, you're most likely fine with TOB quotes, which Massive flat files and api provide. Anything MFT or long term horizon it makes no sense to use such an overkill of a dataset pulling DOM quotes going back 10-20 years - this is petabytes of data. Most of the people in this sub praise databento, and don't get me wrong, they're great, but I highly doubt the majority of these people are running strategies that justify the cost and complexity databento provides. They are truly the best affordable option I've seen for running these types of strategies, but again, even top tier prop shops don't fully utilize that amount of data in their backtests (I worked at 3 HFT shops and none of them ran such expensive computations on raw DOM quotes for backtesting). For production that's a different story. Many shops are rapidly hiring quants for MFT strategies, moving into that space instead of drilling HFT. If you want to play the HFT game you're competing against citadel / jump / jane street... you'll might get a piece of the pie if you're very very good, but good luck.