Institutional Market Data APIs & Feeds
Real-time, historical, intraday, and end-of-day market data. Clean. Normalized. Delivered your way.
QUODD gives financial institutions, fintech platforms, wealth firms, broker-dealers, and data-driven teams access to institutional-grade market data without the constraints of legacy infrastructure.
APIs, feeds, and cloud-ready delivery built for production environments.
Market Data Infrastructure Without Legacy Drag
Your applications, analytics, and client experiences depend on market data that is accurate, timely, and easy to use.
QUODD delivers the pricing, reference, corporate actions, fundamentals, and historical data financial teams need to power internal systems, customer-facing platforms, research workflows, and investment tools.
Built for Teams That Run on Market Data
Wealth and advisory platforms
Broker-dealers
Fintech and Wealth Tech Apps
Asset Managers
Financial News & Media
Data and Platform Providers
Market Data Delivery, Your Way
Market data should fit your architecture, not force you to rebuild it.
QUODD provides flexible delivery options for teams that need real-time access, scheduled delivery, historical coverage, or normalized data at scale.
Whether you are building a client portal, modernizing a market data stack, or embedding financial data into a digital product, QUODD gives you clean access without unnecessary complexity.
REST APIs
On-demand pricing, reference data, lookups, snapshots, and application workflows
Streaming APIs
Real-time quotes, trades, pricing updates, and event-driven applications
Data feeds
Enterprise systems, downstream distribution, and production market data operations
Bulk files
Historical analysis, data warehousing, reconciliation, and scheduled workflows
Cloud-ready delivery
Real-Time, Historical, and Tick Data for Production Workflows
QUODD supports the full market data lifecycle: real-time activity, intraday updates, historical context, tick-level data, and end-of-day pricing.
Access the data your teams need to monitor markets, power applications, analyze performance, support compliance, and build better financial experiences.
Market Data Coverage Across the Full Data Lifecycle
Real-time market data
Quotes, trades, price displays, dashboards, alerts, trading workflows
Intraday pricing
Charts, market movement analysis, portfolio tools, client-facing applications
Historical market data
Backtesting, trend analysis, reporting, audit workflows, research
End-of-day pricing
Portfolio valuation, performance reporting, reconciliation, statements
Tick-level data
Market microstructure, trading analysis, compliance review, high-frequency workflows
Reference data
Security master workflows, identifiers, instrument details, data mapping
Corporate actions
Adjustments, lifecycle events, portfolio operations, downstream accuracy
Clean, Normalized Market Data Across Your Workflows
Institutional data becomes more valuable when it is consistent, connected, and ready for use across systems.
QUODD normalizes financial data across sources and asset classes so your teams can spend less time cleaning, mapping, and reconciling data, and more time building products, supporting clients, and acting on insight.
Reduce Data Cleanup, Mapping, and Reconciliation
Common Customer Challenges
| Fragmented data formats | Standardized delivery across APIs and feeds |
| Identifier complexity | Consistent reference and symbology support |
| Manual data cleanup | Cleaner data for downstream workflows |
| Application integration | Developer-ready access for modern platforms |
| Data operations overhead | Scalable delivery built for production use |
Flexible Entitlements, Licensing, and Commercial Models
Market data requirements change by product, audience, workflow, and business model. Your vendor relationship should be flexible enough to keep up.
QUODD helps teams manage data access, content needs, licensing structures, and entitlements without locking them into rigid packages or heavy infrastructure commitments.
Control Cost, Content, and Access
Built for teams that need:
- Modular market data packages
- Flexible entitlement structures
- Usage models aligned to product and workflow needs
- Scalable access for internal and external applications
- Support for data governance and contract compliance
- Commercial flexibility as platforms grow
Institutional-grade data should not come with unnecessary operational weight.
Broad Market Data Coverage for Financial Applications
QUODD delivers the data needed to support financial institutions, platforms, and digital experiences across asset classes and workflows.
| Category | Examples |
|---|---|
| Equities | Real-time, delayed, intraday, historical, and end-of-day pricing |
| Options | Options pricing, chains, and supporting reference data |
| Mutual funds | Fund pricing and reference data |
| ETFs | ETF pricing, reference, and classification data |
| Indices | Index values, historical data, and market benchmarks |
| Fixed income | Pricing and reference data for fixed income workflows |
| Futures and commodities | Market data for listed contracts and related instruments |
| Corporate actions | Dividends, splits, symbol changes, and lifecycle events |
| Fundamentals | Company-level financial and descriptive data |
| Reference data | Identifiers, security details, classifications, and terms |
Production-Ready Market Data for the Front, Middle, and Back Office
QUODD supports the systems and workflows that depend on reliable market data every day.
From front-office applications and client-facing portals to middle-office analytics and back-office operations, QUODD helps firms connect market data into the places it creates value.
Advisor and wealth management platforms
Market data warehouses and internal data platforms
Portfolio analytics and performance reporting
Risk, compliance, and surveillance workflows
AI, machine learning, and analytics pipelines
Institutional-Grade Data. Fintech-Speed Delivery.
QUODD combines the reliability financial institutions expect with the flexibility modern builders need.
| Traditional Market Data Constraints | QUODD Approach |
|---|---|
| Complex infrastructure | API-first and feed-ready architecture |
| Rigid pricing | Modular, scalable commercial models |
| Heavy desktop ecosystems | Infrastructure-ready market data delivery |
| Fragmented integrations | Unified, normalized data platform |
| Slow onboarding | Responsive support and faster implementation |
| One-size-fits-all packages | Flexible coverage aligned to your use case |
Trusted Market Data Infrastructure
Financial institutions and technology platforms rely on QUODD to deliver the data that powers products, workflows, and client experiences.
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.
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.
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.
Ready for Market Data That Works the Way You Do?
Get institutional-grade market data without legacy complexity.
Clean, normalized, flexible data delivery for the systems, platforms, and teams that depend on it.