![]() (note the historical data API serves zip archives of data files and not raw data).Īll data is in zipped csv (comma-separated value) files. API access (bundles only) : a full-featured API is available for customers that wish to access the data via programmatic script or from statistics packages such as Studio R. ![]() Web download : customers are provided with a unique customer download page with links to zip archives for the data. We provide two methods for accessing the data: Bundles aggregate multiple intraday data sets for a specific niche - for example our Complete Stocks Bundle contains all 7000+ tickers we carry. We offer data by both individual ticker and by bundles. ![]() Data is available for 115 major US indices.įor international indices we provide 1-minute OHLC bars back to 2007 (depending on the index) for 110 major indices.įor historical FX data, we cover the 70 most active FX crosses back to 2010. We provide both individual futures contracts as well as a continuous futures series with prices adjusted for the price gaps from rolling contracts (this series is best suited to long timeframe backtesting of futures trading strategies).įor US indices we provide 1-minute, 5-minute, 30-minute and 1-hour OHLC bars back to 2005 (depending on the index). Traded option prices, as well as bid/ask quotes, and full Greeks (delta, gamma, vetga, theta, rho) for each option are provided.įor full details and samples, visit our Historical Options Data product page.įor futures, we carry 1-minute, 5-minute, 30-minute, 1-hour, and 1-day historical bars as well as daily bar data for the most active 130 contracts (as of December 2023) starting back to 2007. The data is arranged into option chains which list all the options for a given ticker in order of expiry and strike. Our options data offering covers options on over 5800 US stocks and indices. Sample data for two weeks is available for all tickers (please navigate to the ticker page and click on the 'Download Sample' link).įor all ticker bundles, we provide a full-featured historical stock data API for efficient downloading. Out-of-hours trade data is included, and prices and volumes are adjusted for splits and dividends. All tickers listed on NYSE and Nasdaq with market capitalizations above $25M are included, as well as all tickers in Dow Jones Industrials, S&P500, Nasdaq100 and Russell 3000 indices (tickers previously included in the indices as well as delisted tickers are also included).įor ETFs, we provide historical 1-minute data for the most active 850 tickers back to 2005.Įach 1-minute bar has OHLCV (open/high/low/close/volume) data which is aggregated from trades executed on major exchanges as well as four dark pools.įor tick data, each tick contains the timestamp, trade price, volume and exchange code (please see our As of December 2023 we offer historical 1-minute, 5-minute, 30-minute, and 1-hour intraday bars as well as daily bar data for 7491 stock tickers (including over 400 delisted tickers) starting 2005.
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