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Introducing Stock API: Access Historical Market Data

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Developers, are you seeking a detailed source of historical stock market data for your applications and financial analyses? Discover Stock API, a RESTful service from FinFeed API. This API offers a solid platform to get a wide array of historical stock information, concentrating on IEX (Investors Exchange) data and Open, High, Low, Close, and Volume (OHLCV) timeseries.

The API is available at https://api-historical.stock.finfeedapi.com and uses API Key or Bearer Token for authorization.

Main Features: What Is Available?

The Stock API presents a detailed view into the stock market through several endpoints:

1. Detailed IEX Native Data: Obtain specific details from the IEX.

  • Admin Messages: Get diverse administrative information for a specific symbol and date, including trading status, official opening/closing prices, security events (such as opening/closing process completion), auction information, short sale price test statuses, operational halt statuses, retail liquidity indicators, system-wide events, and security directory details.
  • Level-3 Order Book: Obtain complete order book data including added, deleted, modified, and executed orders, and book clearing events for a given symbol and date.
  • Level-2 Price Level Book: Get aggregated price level updates for both buy and sell sides for a specific symbol and date.
  • Level-1 Quotes: Fetch top-of-book bid and ask prices and sizes for a symbol and date.
  • Trades: Get particulars on individual trades, including price, size, and trade conditions for a specific symbol and date.
  • System Events: Get records of system-level occurrences like the start/end of messages, system hours, and market hours for a specific date.

2. Core Metadata: Prepare for data queries with basic information.

  • Exchanges: List all available exchanges with details like MIC, operating MIC, market name, and status.
  • Symbols: Get a list of tradable symbols for a specified exchange, including their names and security categories.

3. Complete OHLCV Data: Analyze market trends with Open, High, Low, Close, and Volume data.

  • Supported Periods: Obtain a full list of supported time periods for OHLCV data, covering seconds (e.g., 1SEC, 30SEC) to years (e.g., 1YRS, 5YRS).
  • Historical Data:
    • Fetch OHLCV timeseries for a specific exchange_id and symbol_id. Specify the period_id, time_start, time_end, and a limit for the number of data points.
    • Get OHLCV data for all symbols on a given exchange_id based on period_id, time_start, and time_end.
  • Latest Data: Get the most recent OHLCV data points for a specific exchange_id and symbol_id, specifying the period_id and limit. This is a direct method to get current information from the historical endpoint.

Applications: Supporting Your Developments

The range of data offered by the Stock API allows for numerous development opportunities:

  • Algorithmic Trading Strategies: Use historical OHLCV, order book (Levels 1, 2, and 3), and trade data to develop, backtest, and refine automated trading algorithms.
  • Financial Analysis & Visualization Platforms: Build tools that chart price movements, display market depth, and track trading volumes for various securities.
  • Market Research Applications: Use detailed admin messages, security events, auction data, and official prices for thorough academic or institutional research.
  • Portfolio Management Tools: Combine latest quotes and historical price data to help users track the value and performance of their investments.
  • Risk Management Systems: Analyze historical volatility and trading patterns to assess and lessen financial risks.
  • Custom Financial Dashboards: Collect varied data points such as exchange information, symbol lists, and market activity feeds into custom user interfaces.
  • Educational Tools: Create applications that help users learn market mechanics, order book dynamics, and the effect of different trading events.

Stock API provides an organized and specific access point to historical stock market data. If you're building sophisticated trading bots, insightful analytics tools, or educational platforms, this API offers the base data required. Examine its documentation and start adding useful market information into your projects.

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