![]() 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). 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.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 June 2023) starting back to 2007. ![]() 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 June 2023 we offer historical 1-minute, 5-minute, 30-minute, and 1-hour intraday bars as well as daily bar data for 7386 stock tickers (including 187 delisted tickers) starting 2005.
0 Comments
Leave a Reply. |
Details
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |