GLOBAL EOD MARKET DATA
Historical Stock Prices API
Global end-of-day market data with adjusted and unadjusted price history.
Access historical prices for equities trading on more than 80 global exchanges through QUODD’s Historical Stock Prices API. Retrieve historical OHLCV data, corporate action adjustments, identifier continuity, delisted security support, and historical price outputs built for analysts, quants, dashboards, applications, and Excel integrations.
Global Historical Pricing Data
QUODD helps teams access historical stock data without stitching together multiple providers or building manual adjustment logic. Historical pricing coverage includes:
Historical stock data from 1/1/1994 for U.S. equities and ETFs
Historical stock data from 1/1/2000 for 80+ global exchanges
Historical prices as time series output or point-in-time snapshots
Historical intraday data summarized as quote bars across multiple days
Closing, end-of-day, open, high, low, price, and volume data
Adjusted and Unadjusted OHLCV Data
Use a single API for adjusted and unadjusted historical stock pricing.
QUODD supports historical OHLCV data for teams building analytics, research tools, charts, backtesting workflows, portfolio return calculations, and embedded financial applications.
Open, high, low, close, and volume
Market date
Currency
Time series or snapshot responses
Adjusted or raw price series
JSON and CSV output
Corporate Action Adjustments
Historical price data often requires adjustment for events that change how past prices should be interpreted. QUODD helps reduce the cost and complexity of processing corporate actions and computing adjustment factors.
Corporate action history includes cumulative adjustment factor, cumulative dividends, cumulative split ratio, ex-date, record date, pay date, dividend types, and amounts.
QUODD supports automatic adjustments for:
- Splits
- Cash dividends, including ordinary and extraordinary dividends
- Spinoffs
- Bonus shares
- Scrips
- Stock distributions
Historical Identifier Continuity
QUODD helps teams track instruments through historical identifier changes.
Identifier continuity supports workflows that need to follow securities through:
- Symbol changes
- CUSIP changes
- Reverse splits
- M&A one-to-one transformations
- Exchange moves
Delisted security access is also supported through known historical identifiers, with limited coverage for very early delisted issues where reuse occurs.
Developer-Friendly API Delivery
QUODD APIs are designed to help teams build connected systems and workflows with flexible delivery options.
Developers can:
- Query by current or historical identifiers
- Set date bounds
- Choose adjusted or raw price series
- Retrieve time series or point-in-time snapshot responses
- Use JSON or CSV output
- Access example calls, SDKs, and interactive documentation
QUODD supports modern integration and authentication standards through simple-to-use REST and gRPC APIs.
Built for Research, Analytics, and Applications
Backtesting and signal generation
Research dashboards and visualizations
Audit and compliance tracing across identifier changes
Spreadsheets, BI tools, and embedded applications
Charting and historical performance views
Flexible Delivery for Enterprise Workflows
QUODD’s market data delivery options include real-time, intraday, and end-of-day services delivered via feeds, APIs, or cloud-native infrastructure.
Clients can deploy on-demand market data APIs to pull only what is needed, when it is needed, supporting smart consumption and reducing overhead. From investment research to wealth management dashboards, QUODD’s financial API solutions are built to scale across front, middle, and back-office systems.
Developer Portal
Gives access to resources needed for setup, testing and onboarding for the smoothest and most effective deployments. With a comprehensive catalog of APIs and streaming solutions, our cloud-based market data platform is ready to integrate with a wide range of systems.
Customizable Data Pipelines
Users can hit the ground running with a minimum of effort. Its permissions, usage tracking and integration speed also help ensure institutional readiness. QUODD offers data access plans that scale along with the client's needs.
Agents are increasingly handling research and analysis. Without reliable, timely data, their work can’t be trusted - especially where accuracy is non-negotiable. QUODD delivers investor-grade market data with the quality, coverage, and developer-friendliness modern developers need.
Ostium's model only works if the underlying data is institutional grade: accurate, real-time, and deep enough to support tight execution across asset classes. QUODD delivers exactly that, giving us the pricing quality and market depth we need to scale confidently across assets while maintaining the execution standards our traders rely on.
QUODD’s data accessibility and comprehensive content make it a perfect partner for Infosel. The ease of accessing and redistributing their data, combined with the breadth of content, including real-time and historical data on global currency pairs, indices, and more, allows us to deliver exceptional value to our clients and continue disrupting the investment industry in Mexico and across Latin America.
See Historical Market Data in Action
Request a demo or start with a sample dataset tailored to your tickers and timeframe.
Frequently Asked Questions
QUODD provides operational fund data including audited NAV data, dividend and capital gain announcements, ex-date calendars, daily accrual factors, mil rates, and fund corporate actions data.
QUODD supports banks, trust companies, broker-dealers, recordkeepers, TPAs, wealth platforms, and other institutions that need accurate fund accounting data, income processing support, and security master maintenance.
Fund data can be delivered through fund data API access, FTP, SFTP, secure file transfer, email, portal access, and custom file formats based on client requirements.
Yes. QUODD is especially well suited for firms that need validated mutual fund data for income posting, fund accounting data, reconciliation, and other recurring operational processes.
QUODD validates data through cross-referencing against multiple sources, blind double-key entry, and direct re-validation of discrepancies with original data sources. The team proactively gathers and validates data for over 45,000 mutual funds, sourced directly from fund companies or their transfer agents.
QUODD commits to same-day delivery of fund data as it becomes available from the fund company. Dividend and capital gain rates are provided on ex-dividend date. Un-audited prices are available daily beginning at 5:00 PM ET.
QUODD supports delivery via Email, FTP, S-FTP, NDM, PGP encryption, and the QX Digital web portal. Data formats are customized to integrate with proprietary platforms, trust systems, recordkeeping, brokerage, and portfolio accounting systems.
QUODD validates data for over 45,000 domestic mutual funds and maintains relationships with over 900 fund companies. Through its partnership with FE fundinfo, QUODD also provides offshore fund data covering over 100,000 funds across more than 200,000 share classes.
Yes. QUODD is committed to covering 100% of the funds clients require. If a fund is not currently tracked, QUODD's dedicated team of mutual fund specialists contacts the fund companies directly to add it to the database.
Through FE fundinfo, QUODD covers both listed and unlisted offshore funds including mutual funds, life and pension funds, ETFs, ETCs, ETNs, investment trusts, and VCTs.How does QUODD validate offshore fund pricing?Offshore fund prices are validated through source authentication, automated reformatting and ingestion, volatility threshold checks adjusted for sector-specific market conditions, manual review by experienced pricing analysts, and historical price series analysis to ensure data integrity.