Historical financial market data for AI and machine learning

Intraday and daily price history across US stocks, ETFs, options, futures, indices. Harmonized financial statement data, historical earnings estimates, short interest and social sentiment data.

Browse dataset cards

What teams build with it

01

Time-series foundation models

Pretraining and continued pretraining on long, multi-asset price histories.

02

LLM fine-tuning

Grounding finance Q&A, analysis and tool-use data in real market history.

03

RL trading environments

Realistic, minute-level market replays for agents to act in.

04

Evals & benchmarks

Verifiable truth for testing model reasoning for financial markets.

Dataset catalogue

Every dataset has a card covering schema, coverage, methodology and known gaps.

All dataset cards →
Dataset Coverage History from Frequencies Dataset card
US Stocks 16,322 tickers incl. 7,000+ delisted Jan 2000 1-min, 5-min, 30-min, 1-hour + daily (EOD) Card →
ETFs 5,140 ETFs Jan 2000 1-min, 5-min, 30-min, 1-hour + daily (EOD) Card →
Options 5,800+ underlyings + 4,000+ delisted Jan 2010 End of day Card →
Futures 130 most active contracts Jan 2008 1-min, 5-min, 30-min, 1-hour + daily (EOD) Card →
Indices 125 indices Jan 2008 1-min, 5-min, 30-min, 1-hour + daily (EOD) Card →
FX 74 currency crosses Jan 2010 1-min, 5-min, 30-min, 1-hour + daily (EOD) Card →
Crypto 70+ coins and pairs Apr 2013 1-min, 5-min, 30-min, 1-hour + daily (EOD) Card →
Fundamentals All US-listed common stocks Jan 2000 Daily, quarterly, annual, event-based Card →

Why AI teams choose FirstRate Data

Clean, comprehensive and well tested datasets used by academics, government orgs and traders.

Comprehensive Coverage

Over 16,000+ stock tickers including 7000+ delsited tickers : high-resolution 1min data back to Jan .

Fully adjusted data

Stock and ETF data are adjusted for splits and dividends to avoid artificial price movements based on corporate actions.
Futures data is adjusted to avoid price jumps on contract rolls.

Simple, bulk delivery

Per-ticker CSV files in bulk archives, by web download or API.