Historical Stock Pricing Data #
Introducing the asof parameter
The asof date parameter allows for querying for symbol data before it was renamed.
For example: FB was renamed to META on 2022-06-09. Querying META with an asof date after 2022-06-09 will also yield FB data.
The special value of “-” means symbol mapping is skipped, and the data is returned as it was valid at its time. The same happens if the queried symbol is not found on the given asof date. Querying FB symbol with an asof date after 2022-06-09 will only return data with the FB ticker, not with META. But with an asof date before 2022-06-09, META will also be returned (as FB).
Trades #
The Trades API provides historical trade data for a given ticker symbol on a specified date.
GET/v2/stocks/{symbol}/trades
Returns trades for the queried stock symbol.
Parameters #
Path Parameters #
Attribute | Type | Requirement | Notes |
---|---|---|---|
symbol |
string | Required |
The symbol to query for. |
Query Parameters #
Attribute | Type | Requirement | Notes |
---|---|---|---|
start |
string | Optional |
Filter data equal to or after this time in RFC-3339 format. Default is beginning of the current day. |
end |
string | Optional |
Filter data equal to or before this time in RFC-3339 format. Default is the current time for the paid subscription and the current time minus 15 minutes for the free. |
limit |
int | Optional |
Number of data points to return. Must be in range 1-10000, defaults to 1000. |
page_token |
string | Optional |
Pagination token to continue from. |
asof |
string | Optional |
The asof date of the queried stock symbol in YYYY-MM-DD format. Default is the current day. This date will be used to look up the queried security. If the given security was renamed in the past, all its symbols will be returned. |
feed |
string | Optional |
The feed to pull market data from. This is either iex or sip . sip is only available to those with a subscription. Default is sip even for free accounts, unless the end parameter is in the last 15 minutes (in which case the default is iex ). |
currency |
string | Optional |
The currency for the returned prices in ISO 4217 standard. E.g. EUR, JPY. Default is USD. |
Response #
A trades response object.
Errors #
400 - Bad Request
Invalid value for query parameter
403 - Forbidden
Unauthorized
422 - Unprocessable
Invalid query parameter
429 - Too many requests
Rate limit exceeded
Example of a trades response #
{
"trades": [
{
"t": "2022-04-11T12:00:36.002951946Z",
"x": "V",
"p": 168.04,
"s": 50,
"c": ["@", "T", "I"],
"i": 1,
"z": "C"
}
],
"symbol": "AAPL",
"next_page_token": "QUFQTHwyMDIyLTA0LTExVDEyOjAwOjM2LjAwMjk1MTk0Nlp8VnwwOTIyMzM3MjAzNjg1NDc3NTgwOQ=="
}
Properties #
Attribute | Type | Notes |
---|---|---|
trades |
array | Array of Trade objects |
symbol |
string | Symbol queried for |
next_page_token |
string (Nullable) | Token that can be used to query the next page |
Multi Trades #
The Multi Trades API provides historical trade data for multiple given ticker symbols over a specified time period.
GET/v2/stocks/trades
Returns trades for the queried stock symbols.
Parameters #
Query Parameters #
Attribute | Type | Requirement | Notes |
---|---|---|---|
symbols |
string | Required |
A comma separated string of symbols to get trades for. |
start |
string | Optional |
Filter data equal to or after this time in RFC-3339 format. Default is beginning of the current day. |
end |
string | Optional |
Filter data equal to or before this time in RFC-3339 format. Default is the current time for the paid subscription and the current time minus 15 minutes for the free. |
limit |
int | Optional |
Number of data points to return. Must be in range 1-10000, defaults to 1000. |
asof |
string | Optional |
The asof date of the queried stock symbol in YYYY-MM-DD format. Default is the current day. This date will be used to look up the queried security. If the given security was renamed in the past, all its symbols will be returned. |
feed |
string | Optional |
The feed to pull market data from. This is either iex or sip . sip is only available to those with a subscription. Default is sip even for free accounts, unless the end parameter is in the last 15 minutes (in which case the default is iex ). |
page_token |
string | Optional |
Pagination token to continue from. |
currency |
string | Optional |
The currency for the returned prices in ISO 4217 standard. E.g. EUR, JPY. Default is USD. |
Response #
A trades response object.
Errors #
400 - Bad Request
Invalid value for query parameter
403 - Forbidden
Unauthorized
422 - Unprocessable
Invalid query parameter
429 - Too many requests
Rate limit exceeded
Example of a multi trades response #
{
"trades": {
"AAPL": [
{
"t": "2022-04-11T14:30:00.008348Z",
"x": "D",
"p": 166.48,
"s": 1,
"c": ["@", "I"],
"i": 50688,
"z": "C"
}
]
},
"next_page_token": "QUFQTHwyMDIyLTA0LTExVDE0OjMwOjAwLjAwODM0ODAwMFp8RHwwOTIyMzM3MjAzNjg1NDgyNjQ5Ng=="
}
Properties #
Attribute | Type | Notes |
---|---|---|
trades |
object | A JSON object whose keys are the stock symbols queried for and whose values are arrays of Trade objects |
next_page_token |
string (Nullable) | Token that can be used to query the next page |
Latest Trade #
The Latest Trade API provides the latest trade data for a given ticker symbol.
GET/v2/stocks/{symbol}/trades/latest
This endpoint returns latest trade data for the requested security.
Parameters #
Path Parameters #
Attribute | Type | Requirement | Notes |
---|---|---|---|
symbol |
string | Required |
The symbol to query for. |
Query Parameters #
Attribute | Type | Requirement | Notes |
---|---|---|---|
feed |
string | Optional |
The feed to pull market data from. This is either iex or sip . sip is only available to those with a subscription. Default is iex for free subscription and sip for paid. |
currency |
string | Optional |
The currency for the returned prices in ISO 4217 standard. E.g. EUR, JPY. Default is USD. |
Response #
A trades response object.
Errors #
400 - Bad Request
Invalid value for query parameter
403 - Forbidden
Unauthorized
404 - Not found
Not found
429 - Too many requests
Rate limit exceeded
Example of a latest trade response #
{
"symbol": "AAPL",
"trade": {
"t": "2022-04-11T17:56:08.406302477Z",
"x": "V",
"p": 166.81,
"s": 300,
"c": ["@"],
"i": 10503,
"z": "C"
}
}
Properties #
Attribute | Type | Notes |
---|---|---|
symbol |
string | Symbol that was queried for |
trade |
object | Trade object |
Latest Multi Trades #
The Latest Multi Trades API provides the latest historical trade data for multiple given ticker symbols.
GET/v2/stocks/trades/latest
Returns the latest trade data for the queried stock symbols.
Parameters #
Query Parameters #
Attribute | Type | Requirement | Notes |
---|---|---|---|
symbols |
string | Required |
A comma separated string of symbols to get trades for. |
feed |
string | Optional |
The feed to pull market data from. This is either iex or sip . sip is only available to those with a subscription. Default is iex for free subscription and sip for paid. |
currency |
string | Optional |
The currency for the returned prices in ISO 4217 standard. E.g. EUR, JPY. Default is USD. |
Response #
A trades response object.
Errors #
400 - Bad Request
Invalid value for query parameter
403 - Forbidden
Unauthorized
422 - Unprocessable
Invalid query parameter
429 - Too many requests
Rate limit exceeded
Example of a latest multi trades response #
{
"trades": {
"TSLA": {
"t": "2022-04-12T17:05:06.936423531Z",
"x": "V",
"p": 995,
"s": 100,
"c": ["@"],
"i": 10741,
"z": "C"
},
"AAPL": {
"t": "2022-04-12T17:05:17.428334819Z",
"x": "V",
"p": 167.86,
"s": 100,
"c": ["@"],
"i": 7980,
"z": "C"
}
}
}
Properties #
Attribute | Type | Notes |
---|---|---|
trades |
object | A JSON object whose keys are the stock symbols queried for and whose values are Trade objects |
Quotes #
The Quotes API provides NBBO quotes for a given ticker symbol over a specified time period.
GET/v2/stocks/{symbol}/quotes
Returns quotes (NBBOs) for the queried stock symbol.
Parameters #
Path Parameters #
Attribute | Type | Requirement | Notes |
---|---|---|---|
symbol |
string | Required |
The symbol to query for. |
Query Parameters #
Attribute | Type | Requirement | Notes |
---|---|---|---|
start |
string | Optional |
Filter data equal to or after this time in RFC-3339 format. Default is beginning of the current day. |
end |
string | Optional |
Filter data equal to or before this time in RFC-3339 format. Default is the current time for the paid subscription and the current time minus 15 minutes for the free. |
limit |
int | Optional |
Number of data points to return. Must be in range 1-10000, defaults to 1000. |
asof |
string | Optional |
The asof date of the queried stock symbol in YYYY-MM-DD format. Default is the current day. This date will be used to look up the queried security. If the given security was renamed in the past, all its symbols will be returned. |
feed |
string | Optional |
Which feed to pull market data from. This is either iex or sip . sip is only available to those with a subscription. Default is sip even for free accounts, unless the end parameter is in the last 15 minutes (in which case the default is iex ). |
page_token |
string | Optional |
Pagination token to continue from. |
currency |
string | Optional |
The currency for the returned prices in ISO 4217 standard. E.g. EUR, JPY. Default is USD. |
Response #
A quotes response object.
Errors #
400 - Bad Request
Invalid value for query parameter
403 - Forbidden
Unauthorized
422 - Unprocessable
Invalid query parameter
429 - Too many requests
Rate limit exceeded
Example of a quotes response #
{
"quotes": [
{
"t": "2022-04-12T08:00:00.000177Z",
"ax": "Q",
"ap": 165.15,
"as": 4,
"bx": "K",
"bp": 165,
"bs": 2,
"c": ["R"],
"z": "C"
}
],
"symbol": "AAPL",
"next_page_token": "QUFQTHwyMDIyLTA0LTEyVDA4OjAwOjAwLjAwMDE3NzAwMFp8MEVEQjcxRDc="
}
Properties #
Attribute | Type | Notes |
---|---|---|
quotes |
array | Array of Quote objects |
symbol |
string | Symbol that was queried for |
next_page_token |
string (Nullable) | Token that can be used to query the next page |
Multi Quotes #
The Multi Quotes API provides NBBO quotes for multiple given ticker symbols over a specified time period.
GET/v2/stocks/quotes
Returns quotes (NBBOs) for the queried stock symbols.
Parameters #
Query Parameters #
Attribute | Type | Requirement | Notes |
---|---|---|---|
symbols |
string | Required |
The comma-separated symbols for querying quotes. |
start |
string | Optional |
Filter data equal to or after this time in RFC-3339 format. Default is beginning of the current day. |
end |
string | Optional |
Filter data equal to or before this time in RFC-3339 format. Default is the current time for the paid subscription and the current time minus 15 minutes for the free. |
feed |
string | Optional |
The feed to pull market data from. This is either iex or sip . sip is only available to those with a subscription. Default is sip even for free accounts, unless the end parameter is in the last 15 minutes (in which case the default is iex ). |
| limit
| int |
Optional| Number of data points to return. Must be in range 1-10000, defaults to 1000. |
asof
| string | Optional| The asof date of the queried stock symbol in YYYY-MM-DD format. Default is the current day. This date will be used to look up the queried security. If the given security was renamed in the past, all its symbols will be returned. | | |
--------
| s—-g | {———————————} | P—————————————————————————————. | —— | —— | ———————————– | ———————————————————————————————————————————————————————————————————————————— | — |
| currency
| string | Optional| The currency for the returned prices in ISO 4217 standard. E.g. EUR, JPY. Default is USD. | | | | | |
Response #
A quotes response object.
Errors #
400 - Bad Request
Invalid value for query parameter
403 - Forbidden
Unauthorized
422 - Unprocessable
Invalid query parameter
429 - Too many requests
Rate limit exceeded
Example of a multi quotes response #
{
"quotes": {
"AAPL": [
{
"t": "2022-04-12T08:00:00.000177Z",
"ax": "Q",
"ap": 165.15,
"as": 4,
"bx": "K",
"bp": 165,
"bs": 2,
"c": ["R"],
"z": "C"
}
]
},
"next_page_token": "QUFQTHwyMDIyLTA0LTEyVDA4OjAwOjAwLjAwMDE3NzAwMFp8MEVEQjcxRDc="
}
Properties #
Attribute | Type | Notes |
---|---|---|
quotes |
object | A JSON object whose keys are the stock symbols queried for and whose values are arrays of Quote objects |
next_page_token |
string (Nullable) | Token that can be used to query the next page |
Latest Quote #
The Latest Quote API provides the latest quote data for a given ticker symbol.
GET/v2/stocks/{symbol}/quotes/latest
This endpoint returns the latest quote data for the requested security.
Parameters #
Path Parameters #
Attribute | Type | Requirement | Notes |
---|---|---|---|
symbol |
string | Required |
The symbol to query for. |
Query Parameters #
Attribute | Type | Requirement | Notes |
---|---|---|---|
feed |
string | Optional |
The feed to pull market data from. This is either iex or sip . sip is only available to those with a subscription. Default is iex for free subscription and sip for paid. |
currency |
string | Optional |
The currency for the returned prices in ISO 4217 standard. E.g. EUR, JPY. Default is USD. |
Response #
A quote response object.
Errors #
400 - Bad Request
Invalid value for query parameter
403 - Forbidden
Unauthorized
404 - Not found
Not found
429 - Too many requests
Rate limit exceeded
Example of a latest quote response #
{
"symbol": "AAPL",
"quote": {
"t": "2022-04-12T17:16:36.390749849Z",
"ax": "V",
"ap": 170.34,
"as": 1,
"bx": "V",
"bp": 165.5,
"bs": 1,
"c": ["R"],
"z": "C"
}
}
Properties #
Attribute | Type | Notes |
---|---|---|
symbol |
string | Symbol that was queried for |
quote |
object | Quote object |
Latest Multi Quotes #
The Latest Multi Quotes API provides the latest NBBO quotes for multiple given stock symbols.
GET/v2/stocks/quotes/latest
Returns quotes (NBBOs) for the queried stock symbols.
Parameters #
Query Parameters #
Attribute | Type | Requirement | Notes |
---|---|---|---|
symbols |
string | Required |
The comma-separated symbols for querying quotes. |
feed |
string | Optional |
The feed to pull market data from. This is either iex or sip . sip is only available to those with a subscription. Default is iex for free subscription and sip for paid. |
currency |
string | Optional |
The currency for the returned prices in ISO 4217 standard. E.g. EUR, JPY. Default is USD. |
Response #
A quotes response object.
Errors #
400 - Bad Request
Invalid value for query parameter
403 - Forbidden
Unauthorized
422 - Unprocessable
Invalid query parameter
429 - Too many requests
Rate limit exceeded
Example of a latest multi quotes response #
{
"quotes": {
"TSLA": {
"t": "2022-04-12T17:26:45.009288296Z",
"ax": "V",
"ap": 1020,
"as": 1,
"bx": "V",
"bp": 990,
"bs": 1,
"c": ["R"],
"z": "C"
},
"AAPL": {
"t": "2022-04-12T17:26:44.962998616Z",
"ax": "V",
"ap": 170,
"as": 1,
"bx": "V",
"bp": 168.03,
"bs": 1,
"c": ["R"],
"z": "C"
}
}
}
Properties #
Attribute | Type | Notes |
---|---|---|
quotes |
object | A JSON object whose keys are the stock symbols queried for and whose values are Quote objects |
Bars #
The Bars API returns aggregate historical data for the requested security over a specified time period.
GET/v2/stocks/{symbol}/bars
Returns bars for the queried stock symbol.
Calculating Stock Minute Bars
Interested in learning how stock minute bars are calculated? See our stock minute bars learn article for insights.
Parameters #
Path Parameters #
Attribute | Type | Requirement | Notes |
---|---|---|---|
symbol |
string | Required |
The symbol to query for. |
Query Parameters #
Attribute | Type | Requirement | Notes |
---|---|---|---|
timeframe |
string | Required |
Timeframe of the aggregation. Available values are flexible for Min, Hour, Day, Week and Month time window sizes with a maximum constraint on the values: 59Min, 23Hour, 1Day, 1Week, 12Month. |
start |
string | Optional |
Filter data equal to or after this time in RFC-3339 format. Default is beginning of the current day. |
end |
string | Optional |
Filter data equal to or before this time in RFC-3339 format. Default is the current time for the paid subscription and the current time minus 15 minutes for the free. |
limit |
int | Optional |
Number of data points to return. Must be in range 1-10000, defaults to 1000. |
page_token |
string | Optional |
Pagination token to continue from. |
adjustment |
string | Optional |
Specifies the corporate action adjustment for the returned bars. Options are: ‘raw’, ‘split’, ‘dividend’ or ‘all’. Default value is‘raw’. |
asof |
string | Optional |
The asof date of the queried stock symbol in YYYY-MM-DD format. Default is the current day. This date will be used to look up the queried security. If the given security was renamed in the past, all its symbols will be returned. |
feed |
string | Optional |
The feed to pull market data from. This is either iex or sip . sip is only available to those with a subscription. Default is sip even for free accounts, unless the end parameter is in the last 15 minutes (in which case the default is iex ). |
currency |
string | Optional |
The currency for the returned prices in ISO 4217 standard. E.g. EUR, JPY. Default is USD. |
Response #
A bars response object.
Errors #
400 - Bad Request
Invalid value for query parameter
403 - Forbidden
Unauthorized
422 - Unprocessable
Invalid query parameter
429 - Too many requests
Rate limit exceeded
Example of a bars response #
{
"bars": [
{
"t": "2022-04-11T08:00:00Z",
"o": 168.99,
"h": 169.81,
"l": 168.99,
"c": 169,
"v": 7170,
"n": 206,
"vw": 169.233976
}
],
"symbol": "AAPL",
"next_page_token": "QUFQTHxNfDIwMjItMDQtMTFUMDg6MDA6MDAuMDAwMDAwMDAwWg=="
}
Properties #
Attribute | Type | Notes |
---|---|---|
bars |
array | Array of bar objects |
symbol |
string | The symbol queried for |
next_page_token |
string (Nullable) | Token that can be used to query the next page |
Multi Bars #
The Multi Bars API returns aggregated historical data for multiple given ticker symbols over a specified time period.
GET/v2/stocks/bars
Returns bars for the queried stock symbols.
Calculating Stock Minute Bars
Interested in learning how stock minute bars are calculated? See our stock minute bars learn article for insights.
Parameters #
Query Parameters #
Attribute | Type | Requirement | Notes |
---|---|---|---|
symbols |
string | Required |
The comma-separated symbols to query for. |
timeframe |
string | Required |
Timeframe of the aggregation. Available values are flexible for Min, Hour, Day, Week and Month time window sizes with a maximum constraint on the values: 59Min, 23Hour, 1Day, 1Week, 12Month. |
start |
string | Optional |
Filter data equal to or after this time in RFC-3339 format. Default is beginning of the current day. |
end |
string | Optional |
Filter data equal to or before this time in RFC-3339 format. Default is the current time for the paid subscription and the current time minus 15 minutes for the free. |
limit |
int | Optional |
Number of data points to return. Must be in range 1-10000, defaults to 1000. |
page_token |
string | Optional |
Pagination token to continue from. |
asof |
string | Optional |
The asof date of the queried stock symbol in YYYY-MM-DD format. Default is the current day. This date will be used to look up the queried security. If the given security was renamed in the past, all its symbols will be returned. |
adjustment |
string | Optional |
Specifies the corporate action adjustment for the returned bars. Options are: ‘raw’, ‘split’, ‘dividend’ or ‘all’. Default value is‘raw’. |
feed |
string | Optional |
The feed to pull market data from. This is either iex or sip . sip is only available to those with a subscription. Default is sip even for free accounts, unless the end parameter is in the last 15 minutes (in which case the default is iex ). |
currency |
string | Optional |
The currency for the returned prices in ISO 4217 standard. E.g. EUR, JPY. Default is USD. |
Response #
A bars response object.
Errors #
400 - Bad Request
Invalid value for query parameter
403 - Forbidden
Unauthorized
422 - Unprocessable
Invalid query parameter
429 - Too many requests
Rate limit exceeded
Example of a multi symbol bars response #
{
"bars": {
"AAPL": [
{
"t": "2022-04-11T04:00:00Z",
"o": 168.77,
"h": 169.03,
"l": 166.1,
"c": 166.975,
"v": 40180280,
"n": 435528,
"vw": 167.08951
}
],
"TSLA": [
{
"t": "2022-04-11T04:00:00Z",
"o": 980.14,
"h": 1008.4681,
"l": 976,
"c": 991.1412,
"v": 13754547,
"n": 547096,
"vw": 990.827506
}
]
},
"next_page_token": "VFNMQXxEfDIwMjItMDQtMTFUMDQ6MDA6MDAuMDAwMDAwMDAwWg=="
}
Properties #
Attribute | Type | Notes |
---|---|---|
bars |
object | A JSON object whose keys are the stock symbols queried for and whose values are arrays of Bar objects |
next_page_token |
string (Nullable) | Token that can be used to query the next page |
Latest Bar #
The Latest Bar API returns the latest minute-aggregated historical bar for the requested security.
GET/v2/stocks/{symbol}/bars/latest
Returns the latest minute bar for the queried stock symbol.
Calculating Stock Minute Bars
Interested in learning how stock minute bars are calculated? See our stock minute bars learn article for insights.
Parameters #
Path Parameters #
Attribute | Type | Requirement | Notes |
---|---|---|---|
symbol |
string | Required |
The symbol to query for. |
Query Parameters #
Attribute | Type | Requirement | Notes |
---|---|---|---|
feed |
string | Optional |
The feed to pull market data from. This is either iex or sip . sip is only available to those with a subscription. Default is iex for free subscription and sip for paid. |
currency |
string | Optional |
The currency for the returned prices in ISO 4217 standard. E.g. EUR, JPY. Default is USD. |
Response #
A bars response object.
Errors #
400 - Bad Request
Invalid value for query parameter
403 - Forbidden
Unauthorized
422 - Unprocessable
Invalid query parameter
429 - Too many requests
Rate limit exceeded
Example of a latest bar response #
{
"symbol": "AAPL",
"bar": {
"t": "2022-04-11T16:59:00Z",
"o": 167.035,
"h": 167.05,
"l": 166.995,
"c": 167.005,
"v": 1979,
"n": 21,
"vw": 167.016832
}
}
Properties #
Attribute | Type | Notes |
---|---|---|
symbol |
string | The symbol queried for |
bar |
object | Latest bar object |
Latest Multi Bars #
The Latest Multi Bars API returns the latest minute-aggregated historical bar data for multiple given ticker symbols.
GET/v2/stocks/bars/latest
Returns bars for the queried stock symbols.
Calculating Stock Minute Bars
Interested in learning how stock minute bars are calculated? See our stock minute bars learn article for insights.
Parameters #
Query Parameters #
Attribute | Type | Requirement | Notes |
---|---|---|---|
symbols |
string | Required |
The comma-separated symbols to query for. |
feed |
string | Optional |
The feed to pull market data from. This is either iex or sip . sip is only available to those with a subscription. Default is iex for free subscription and sip for paid. |
currency |
string | Optional |
The currency for the returned prices in ISO 4217 standard. E.g. EUR, JPY. Default is USD. |
Response #
A bars response object.
Errors #
400 - Bad Request
Invalid value for query parameter
403 - Forbidden
Unauthorized
422 - Unprocessable
Invalid query parameter
429 - Too many requests
Rate limit exceeded
Example of a latest multi bars response #
{
"bars": {
"GME": {
"t": "2022-04-11T17:33:00Z",
"o": 144.29,
"h": 144.56,
"l": 144.29,
"c": 144.55,
"v": 304,
"n": 4,
"vw": 144.467895
},
"AAPL": {
"t": "2022-04-11T17:34:00Z",
"o": 166.87,
"h": 166.98,
"l": 166.81,
"c": 166.98,
"v": 1765,
"n": 25,
"vw": 166.871524
}
}
}
Properties #
Attribute | Type | Notes |
---|---|---|
bars |
object | A JSON object whose keys are the stock symbols queried for and whose values are Bar objects |
Snapshot #
The Snapshot API provides the latest trade, latest quote, minute bar daily bar, and previous daily bar data for a given ticker symbol.
GET/v2/stocks/{symbol}/snapshot
This endpoint returns the snapshot for the requested security.
Parameters #
Path Parameters #
Attribute | Type | Requirement | Notes |
---|---|---|---|
symbol |
string | Required |
The symbol to query for. |
Query Parameters #
Attribute | Type | Requirement | Notes |
---|---|---|---|
feed |
string | Optional |
The feed to pull market data from. This is either iex or sip . sip is only available to those with a subscription. Default is iex for free subscription and sip for paid. |
Response #
A snapshot response object.
Errors #
400 - Bad Request
Invalid value for query parameter
403 - Forbidden
Unauthorized
429 - Too many requests
Rate limit exceeded
Example of a snapshot response for one ticker #
{
"symbol": "AAPL",
"latestTrade": {
"t": "2021-05-11T20:00:00.435997104Z",
"x": "Q",
"p": 125.91,
"s": 5589631,
"c": ["@", "M"],
"i": 179430,
"z": "C"
},
"latestQuote": {
"t": "2021-05-11T22:05:02.307304704Z",
"ax": "P",
"ap": 125.68,
"as": 12,
"bx": "P",
"bp": 125.6,
"bs": 4,
"c": ["R"]
},
"minuteBar": {
"t": "2021-05-11T22:02:00Z",
"o": 125.66,
"h": 125.66,
"l": 125.66,
"c": 125.66,
"v": 396
},
"dailyBar": {
"t": "2021-05-11T04:00:00Z",
"o": 123.5,
"h": 126.27,
"l": 122.77,
"c": 125.91,
"v": 125863164
},
"prevDailyBar": {
"t": "2021-05-10T04:00:00Z",
"o": 129.41,
"h": 129.54,
"l": 126.81,
"c": 126.85,
"v": 79569305
}
}
Properties #
Attribute | Type | Notes |
---|---|---|
symbol |
string | Symbol that was queried for |
latestTrade |
object | Latest Trade object |
latestQuote |
object | Latest Quote object |
minuteBar |
object | Minute Bar object |
dailyBar |
object | Daily Bar object |
prevDailyBar |
object | Previous daily close Bar object |
Multi Snapshots #
The Snapshot API for multiple tickers provides the latest trade, latest quote, minute bar daily bar, and previous daily bar data for each given ticker symbol.
GET/v2/stocks/snapshots
This endpoint returns snapshot objects for the requested securities.
Parameters #
Query Parameters #
Attribute | Type | Requirement | Notes |
---|---|---|---|
symbols |
string | Required |
The comma-separated symbols to query for. |
Path Parameters #
Attribute | Type | Requirement | Notes |
---|---|---|---|
feed |
string | Optional |
Which feed to pull market data from. This is either iex or sip . sip is only available to those with a subscription. Default is iex for free subscription and sip for paid. |
Response #
A snapshot response object.
Errors #
400 - Bad Request
Invalid value for query parameter
403 - Forbidden
Unauthorized
429 - Too many requests
Rate limit exceeded
Example of a snapshots response for multiple tickers #
{
"AAPL": {
"latestTrade": {
"t": "2021-05-11T20:00:00.435997104Z",
"x": "Q",
"p": 125.91,
"s": 5589631,
"c": ["@", "M"],
"i": 179430,
"z": "C"
},
"latestQuote": {
"t": "2021-05-11T21:48:32.342305Z",
"ax": "P",
"ap": 125.68,
"as": 4,
"bx": "P",
"bp": 125.6,
"bs": 2,
"c": ["R"]
},
"minuteBar": {
"t": "2021-05-11T21:46:00Z",
"o": 125.57,
"h": 125.67,
"l": 125.57,
"c": 125.57,
"v": 1722
},
"dailyBar": {
"t": "2021-05-11T04:00:00Z",
"o": 123.5,
"h": 126.27,
"l": 122.77,
"c": 125.91,
"v": 125853552
},
"prevDailyBar": {
"t": "2021-05-10T04:00:00Z",
"o": 129.41,
"h": 129.54,
"l": 126.81,
"c": 126.85,
"v": 79569305
}
},
"TSLA": {
"latestTrade": {
"t": "2021-05-11T20:00:00.438347686Z",
"x": "Q",
"p": 617.2,
"s": 268388,
"c": ["@", "M"],
"i": 301112,
"z": "C"
},
"latestQuote": {
"t": "2021-05-11T21:49:14.42603133Z",
"ax": "P",
"ap": 616.4,
"as": 1,
"bx": "Q",
"bp": 616.05,
"bs": 1,
"c": ["R"]
},
"minuteBar": {
"t": "2021-05-11T21:45:00Z",
"o": 616,
"h": 616,
"l": 616,
"c": 616,
"v": 479
},
"dailyBar": {
"t": "2021-05-11T04:00:00Z",
"o": 599.24,
"h": 627.0999,
"l": 595.6,
"c": 617.2,
"v": 46393457
},
"prevDailyBar": {
"t": "2021-05-10T04:00:00Z",
"o": 664.71,
"h": 665.05,
"l": 627.6101,
"c": 629.04,
"v": 31336228
}
}
}
Properties #
Attribute | Type | Notes |
---|---|---|
latestTrade |
object | Latest Trade object |
latestQuote |
object | Latest Quote object |
minuteBar |
object | Minute Bar object |
dailyBar |
object | Daily Bar object |
prevDailyBar |
object | Previous daily close Bar object |
Auctions #
The historical auctions endpoint provides auction prices for the stock symbol between the specified dates.
GET/v2/stocks/{symbol}/auctions
This endpoint returns the Auction for the requested security.
Parameters #
Path Parameters #
Attribute | Type | Requirement | Notes |
---|---|---|---|
symbol |
string | Required |
The symbol to query for. |
Query Parameters #
Attribute | Type | Requirement | Notes |
---|---|---|---|
start |
string | Optional |
Filter data equal to or after this time in RFC-3339 format. Defaults to beginning of the current day in EST. |
end |
string | Optional |
Filter data equal to or before this time in RFC-3339 format. Defaults to the current time. |
limit |
int | Optional |
Number of data points to return. Must be in range 1-10000, defaults to 1000. |
asof |
string | Optional |
The asof date of the queried stock symbol(s) in YYYY-MM-DD format. |
currency |
string | Optional |
The currency of all prices in ISO 4217 format. Default is USD. |
page_token |
string | Optional |
Pagination token to continue from. |
Response #
An auction response object.
Errors #
400 - Bad Request
Invalid value for query parameter
403 - Forbidden
Unauthorized
429 - Too many requests
Rate limit exceeded
Example of an auctions response for one ticker #
{
"auctions": [
{
"d": "2022-11-03",
"o": [
{
"t": "2022-11-03T13:30:00.168482048Z",
"x": "P",
"p": 142.07,
"s": 1,
"c": "Q"
},
{
"t": "2022-11-03T13:30:01.02496823Z",
"x": "Q",
"p": 142,
"s": 1038885,
"c": "O"
},
{
"t": "2022-11-03T13:30:01.036279766Z",
"x": "Q",
"p": 142,
"s": 1038885,
"c": "Q"
}
],
"c": null
}
],
"symbol": "AAPL",
"next_page_token": null
}
Properties #
Attribute | Type | Notes |
---|---|---|
symbol |
string | Symbol that was queried for |
auctions |
object | An array of DailyAuctions objects |
next_page_token |
string | Token that can be used to query the next page |
Multi Auctions #
The historical auctions endpoint provides auction prices for the list of stock symbols between the specified dates.
GET/v2/stocks/auctions
This endpoint returns auction objects for the requested securities.
Parameters #
Query Parameters #
Attribute | Type | Requirement | Notes |
---|---|---|---|
symbols |
string | Required |
The comma-separated symbols to query for. |
start |
string | Optional |
Filter data equal to or after this time in RFC-3339 format. Defaults to beginning of the current day in EST. |
end |
string | Optional |
Filter data equal to or before this time in RFC-3339 format. Defaults to the current time. |
limit |
int | Optional |
Number of data points to return. Must be in range 1-10000, defaults to 1000. |
asof |
string | Optional |
The asof date of the queried stock symbol(s) in YYYY-MM-DD format. |
currency |
string | Optional |
The currency of all prices in ISO 4217 format. Default is USD. |
page_token |
string | Optional |
Pagination token to continue from. |
Response #
A response containing an array of DailyAuction objects.
Errors #
400 - Bad Request
Invalid value for query parameter
403 - Forbidden
Unauthorized
429 - Too many requests
Rate limit exceeded
Example of an auctions response for multiple tickers #
{
"auctions": {
"AAPL": [
{
"d": "2022-11-07",
"o": [
{
"t": "2022-11-07T14:30:00.18122966Z",
"x": "P",
"p": 137.17,
"s": 10,
"c": "Q"
},
{
"t": "2022-11-07T14:30:00.428598289Z",
"x": "Q",
"p": 137.2,
"s": 909465,
"c": "O"
},
{
"t": "2022-11-07T14:30:00.42920096Z",
"x": "Q",
"p": 137.2,
"s": 909465,
"c": "Q"
}
],
"c": null
}
],
"TSLA": [
{
"d": "2022-11-07",
"o": [
{
"t": "2022-11-07T14:30:00.067498778Z",
"x": "P",
"p": 208.72,
"s": 50,
"c": "Q"
},
{
"t": "2022-11-07T14:30:00.592992655Z",
"x": "Q",
"p": 208.71,
"s": 296693,
"c": "O"
},
{
"t": "2022-11-07T14:30:00.593566137Z",
"x": "Q",
"p": 208.71,
"s": 296693,
"c": "Q"
}
],
"c": null
}
]
},
"next_page_token": null
}
Properties #
Attribute | Type | Notes |
---|---|---|
auctions |
object | An array of DailyAuction objects. |
next_page_token |
string | Token that can be used to query the next page |
Response Object Properties #
This section details the properties for trade, quote, and bar objects.
Trade #
A Trade object contains the details of one trade, such as the time of the trade, trade price, trade size, and trade exchange. Trade objects return from the Trades, Multi Trades, Latest Trade, Latest Multi Trades, Snapshot, and Multi Snapshots endpoints.
{
"t": "2022-04-11T14:30:00.008348Z",
"x": "D",
"p": 166.48,
"s": 1,
"c": ["@", "I"],
"i": 50688,
"z": "C"
}
Properties
Attribute | Type | Notes |
---|---|---|
t |
string/timestamp | Timestamp in RFC-3339 format with nanosecond precision |
x |
string | Exchange where the trade happened |
p |
number | Trade price |
s |
int | Trade size |
c |
array | Trade conditions |
i |
int | Trade ID |
z |
string | Tape |
u |
string | Update with these values: empty (normal trade), “canceled”, “corrected”, “incorrect” |
Quote #
A Quote object contains the National Best Bid and Offer (NBBO) data for a security. Quotes return from the Quotes, Multi Quotes, Latest Quote, Latest Multi Quotes, Snapshot, and Multi Snapshots endpoints.
{
"t": "2022-04-13T20:00:00.063514032Z",
"ax": "V",
"ap": 0,
"as": 0,
"bx": "V",
"bp": 0,
"bs": 0,
"c": ["R"],
"z": "C"
}
Properties
Attribute | Type | Notes |
---|---|---|
t |
string/timestamp | Timestamp in RFC-3339 format with nanosecond precision |
ax |
string | Ask exchange |
ap |
number | Ask price |
as |
int | Ask size |
bx |
string | Bid exchange |
bp |
number | Bid price |
bs |
int | Bid size |
c |
array | Quote conditions |
z |
string | Tape |
Bar #
A Bar object contains information such as open, high, low, and closing price for a stock. Bars return from the Bars, Multi Bars, Latest Bar, Latest Multi Bars, Snapshot, and Multi Snapshot endpoints.
{
"t": "2022-04-11T08:00:00Z",
"o": 168.99,
"h": 169.81,
"l": 168.99,
"c": 169,
"v": 7170,
"n": 206,
"vw": 169.233976
}
Properties
Attribute | Type | Notes |
---|---|---|
t |
string/timestamp | Timestamp in RFC-3339 format with nanosecond precision |
o |
number | Open price |
h |
number | High price |
l |
number | Low price |
c |
number | Close price |
v |
int | Volume |
n |
int | Number of trades |
vw |
number | Volume-weighted average price |
DailyAuction #
{
"d": "2022-11-07",
"o": [
{
"t": "2022-11-07T14:30:00.18122966Z",
"x": "P",
"p": 137.17,
"s": 10,
"c": "Q"
},
{
"t": "2022-11-07T14:30:00.428598289Z",
"x": "Q",
"p": 137.2,
"s": 909465,
"c": "O"
},
{
"t": "2022-11-07T14:30:00.42920096Z",
"x": "Q",
"p": 137.2,
"s": 909465,
"c": "Q"
}
],
"c": null
}
Properties
Attribute | Type | Notes |
---|---|---|
d |
string/date | Date in RFC-3339 format, e.g. 2022-10-25. |
o |
array of auctions | The opening auctions. |
c |
array of auctions | The closing auctions. Every price / exchange / condition triplet is only shown once, with its earliest timestamp. |
Auction #
{
"t": "2022-10-13T13:30:01.688322951Z",
"x": "Q",
"s": 1,
"p": 135,
"c": "O"
}
Properties
Attribute | Type | Notes |
---|---|---|
t |
string/timestamp | Timestamp in RFC-3339 format with nanosecond precision |
x |
number | Exchange code. See v2/stocks/meta/exchanges for more details. |
s |
number | Auction trade size |
p |
number | Auction price |
c |
number | The condition flag indicating that this is an auction. See v2/stocks/meta/conditions/trade for more details. |