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End-of-Day & Historical Stock Prices API

Global, Adjusted, Developer-Ready.

This API offers historical prices for equities trading on more than 80 global exchanges.

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Single API for adjusted & unadjusted historical stock pricing

  • Single API for adjusted & unadjusted OHLCV, volume, identifier stitching, corporate actions.

  • US history from 1994, International from 2000.

  • Eliminate manual adjustment logic — ship faster.

  • Designed for analysts, quants, dashboards, apps, and Excel integrations.

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Why Choose Us

  • Unified global feed — scale across markets without stitching multiple providers

  • Accurate total returns — splits, dividends, spinoffs, distributions all baked in

  • Identifier continuity — symbol changes, CUSIP changes, M&A transitions are handled

  • Delisted securities support — query inactive instruments via historical identifiers

  • Developer-first design — time series or snapshot responses, JSON/CSV outputs

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Features & Coverage

  • Historical Prices
    OHLCV, currency, market date; available as time series or snapshot.
    Summarized intraday quote bars over ranges.
  • Corporate Action Adjustments
    Automatic for splits, ordinary and extraordinary dividends, spin-offs, bonus shares, scrips, etc.
  • Identifier Stitching
    Track instruments through symbol changes, reverse splits (CUSIP changes), M&A one-to-one transformations, and exchange moves.
  • Delisted Security Access
    Support for querying via legacy identifiers. (Limited for very early delisted issues where reuse occurs.)
  • VWAP / TWAP (Add-On)
    Volume/time-weighted prices over daily, weekly, monthly, or custom windows.
  • Corporate Action History
    Includes cumulative adjustment factor, cumulative dividends, cumulative split ratio, ex-date, record/pay dates, dividend types, amounts.
Get started
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Use Cases

  • Portfolio return & analytics engines

  • Backtesting and signal generation

  • Research dashboards and visualizations

  • Audit & compliance tracing across identifier changes

  • Embedding into spreadsheets, BI tools, or embedded apps

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Developer Experience

  • Query by current or historical identifiers with date bounds

  • Choose adjusted or raw price series

  • JSON / CSV output

  • Clean, consistent API responses

  • Example calls, SDKs, and interactive docs

 

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Adjustment & Methodology

We compute cumulative adjustment factors for splits and dividends, apply them to past prices to maintain a continuous, “smoothed” curve.
Spinoffs, stock distributions, bonus shares and scrips are handled based on official ratios and ex-dates.

Get Started
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Pricing & Tiers

  • Free / Entry — Basic access (limited requests, limited history)

  • Developer — Extended history, higher usage

  • Business / Enterprise — Full coverage, SLA, custom support

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See the data in action.

Request a demo, or start with a sample dataset tailored to your tickers/timeframe.
Get API Access
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FAQs

Which markets do you cover?
Equities and ETFs across 80+ global exchanges. US history since 1994; most international from 2000.

 

Do you adjust for dividends and splits?
Yes — all major corporate actions are automatically applied.

 

Can I query delisted securities?
Yes, via known historical identifiers. (Limited in rare cases.)

 

How do you handle symbol or CUSIP changes?
We automatically stitch identifiers through splits, merges, listing moves, and CUSIP changes.

 

What formats do you offer?
Time series or point‐in‐time snapshots in JSON or CSV.

 

Is VWAP/TWAP included?
Yes, as an optional add-on.

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Additional Resources

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