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Historical intraday and tick data FAQ

Coverage, formats, prices and permitted use.

What historical stock data can I download?

Bars in 1-minute, 2-minute, 5-minute, 1-hour and daily timeframes, trades and quotes for US stocks and ETFs, starting in September 2003. Files come as Parquet and CSV. Each symbol covers the dates it traded.

Does the archive include delisted stocks?

Yes. Delisted stocks are in the same files as listed ones, at no extra cost. A symbol can be reused by a different company, so check the dates on each ticker page.

Is this a subscription?

No. You pay once for historical files and keep them. T+1, the daily update plan, adds each new trading day for $19 a month. It is optional.

Can I buy data for just one ticker?

Yes, that is the single name option. One ticker’s 1-minute history costs $9. Its tick data costs $19 per calendar year, or $49 for the full history.

Are prices adjusted for splits and dividends?

You get both: unadjusted prices, and prices adjusted for splits and dividends. The split and dividend files are included.

Do 1-minute bars include extended hours?

Yes. Bars cover pre-market and after-hours trading whenever the symbol traded. Each timestamp marks the start of its minute.

Which timeframes do the bars come in?

1-minute, 2-minute, 5-minute, 1-hour and daily. The 2-minute, 5-minute and 1-hour bars are built from the 1-minute bars and start on round clock times, Eastern. Every timeframe comes with the bars you buy.

What timestamps do the files use?

Parquet timestamps are integer nanoseconds since the Unix epoch, in UTC. Tick files carry two: ts_event from the exchange and ts_sip from the SIP. Sample tables on this site show Eastern Time.

Can I redistribute the downloaded data?

No. The license covers research, trading, internal and commercial use, and publishing results derived from the data. Reselling, sharing or republishing the raw files, including as a dataset or API, is not allowed.

Can I try the data before buying?

Yes. Free samples cover two weeks of each product. Sample files open at launch. Until then, ticker pages show sample rows.