Historical Stock Data

Our high-frequency historical stock data set goes back to Jan 2000. The trade data is aggregated into OHLCV (open, high, low, close, volume) bars in 1-minute, 5-minute, 30-minute, 1-hour and 1-day timeframes.
Trade data is aggregated across 20 exchanges for the full trading day (both pre and post-market hours trades are included).

Ticker Coverage

The full data set includes over 8000 active tickers as well as over 7000 delisted tickers (such as YHOO) going back to early 2000. New tickers (from IPOs, spinoffs etc) are added to the data set once per week, ticker changes (such as FB to META) are updated, and delisted tickers removed.

Data Sets

We offer historical data sets both as standalone tickers or bundles of multiple tickers (it is usually more cost-effective to purchase bundles if you are requiring three or more tickers).

Updates

The data set is updated at the end of every trading day with the updates going live at 11pm EST (approx). For the bundles, the update is delivered as a single zip archive of all tickers. Separate update files are available for the last trading day, current trading week, last 30 days.
For the individual tickers there is a single update file for the current week's data.

Samples

Samples for two weeks data in all timeframes are available for download on each product page (from the 'Download Sample' button).

Adjustments

All stock and ETF data is adjusted for both splits and dividends. The data set includes split-only adjusted data, split and dividend adjusted data, and unadjusted data (note the unadjusted data is only in the 1-minute and 1-day timeframes).

Exchanges

We source and aggregate data from the below exchanges :
XNYS (New York Stock Exchange)
XNGS (Nasdaq)
XASE (NYSE American - AMEX)
BATS (Cboe BZX)
PHLX (Nasdaq PSX)ARCX (NYSE Arca)
XNAS (NASDAQ OMX BX)
XCIS (National Stock Exchange)
FINRA (FINRA)
CQS (Consolidated Quote System)
XISX (International Securities Exchange)
EDGA (Cboe EDGA)
EDGX (Cboe EDGX)
XCHI (Chicago Stock Exchange)
CTS (Consolidated Tape System)
OOTC (OTC Bulletin Board)
XOTC (OTC Bulletin Board)
PSGM (OTC Bulletin Board)
PINX (OTC Bulletin Board)
OTCB (OTC Bulletin Board)
OTCQ (OTC Bulletin Board)
IEXG (IEX)
BATY (Cboe BYX)
XBOS (NASDAQ BX Options/ETF)

Note that the bars include only executed trade data and not bid/offer quote data.

Data Format

Data format is csv which is compatible with Excel, data analysis packages such as TradeStation, NinjaTrader, MetaStock etc, and programming packages such as RStudio, or Python/Pandas.

Data Access

Data is available immediately upon purchase. The are two methods of access - download from the customer download page, or API access (for bundles only).
The customer download page shown below



The API for the bundles allows for the granular data access via scripting languages such as Python (note that the API only serves zip archives of multiple data files and not raw data).