Native IEX Trades

Historical Execution Data from the IEX Exchange

Access historical tick-level trade executions directly from IEX through FinFeedAPI. Retrieve individual transaction prints, execution sizes, trade prices, nanosecond timestamps, and trade condition flags using the REST API, JSON-RPC proxy, or hosted FinFeedAPI MCP Server.

Native IEX Trades preserve every individual execution print published by IEX without aggregation or filtering, making them essential for trade reconstruction, transaction cost analysis, slippage modeling, volume profile calculation, and algorithmic research.

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What Are Native IEX Trades?

Native IEX Trades represent individual execution events matched and printed on the Investors Exchange.

Unlike aggregated candle data (OHLCV), which summarizes activity over fixed time intervals, trade data captures every discrete execution at the exact moment it occurs. Each record details the trade size, price, trade identifier, precise timestamp, and specific venue condition indicators.

The Native IEX Trades dataset provides raw execution prints exactly as generated by the IEX matching engine. It allows developers to analyze actual execution prices, identify trade conditions, detect extended-hours activity, and track trade breaks.

Unlike Level 1 Quotes or Level 2 Price Levels, which reveal bid and ask liquidity commitments before an execution, Trades capture finalized transactions where buyer and seller liquidity interacted.

Unlike Level 3 Order Book data, which exposes all order lifecycle updates (adds, modifies, cancels), Trades focus exclusively on completed executions and trade breaks.

Developers routinely combine Native IEX Trades with Level 1 Quotes, Level 2 Price Levels, and Level 3 Order Book events to evaluate fill quality and microstructural execution dynamics.

Native IEX Trades are especially useful when analysts need to separate regular-session executions from extended-hours, odd-lot, intermarket sweep, trade-through-exempt, or single-price-cross activity.

Because each message includes nanosecond-level timing and native trade identifiers, the dataset supports precise reconstruction of the execution tape for a given symbol and trading day.

Trade break indicators also help developers distinguish valid executions from later corrections, making the dataset suitable for cleaner backtesting, surveillance, and transaction-cost analysis.

FinFeedAPI exposes Native IEX Trades through a consistent historical REST API, JSON-RPC proxy, and MCP interface.

What's Included in Native IEX Trades?

Each trade record describes a single execution or trade break on the IEX market.

FieldWhat it means
symbolStock symbol identifier associated with the executed trade.
timestampUTC ISO 8601 timestamp when the trade was executed.
timestamp_nanosNanosecond-resolution integer timestamp for precise event sequencing.
trade_idUnique identifier assigned to the specific trade execution.
priceExecution price per share of the transaction.
sizeNumber of shares executed in the transaction.
is_trade_breakIndicates whether the transaction was canceled or broken (true) or valid (false).
is_intermarket_sweepIndicates whether the order was executed as an Intermarket Sweep Order (ISO).
is_extended_hours_tradeIndicates whether the trade occurred outside regular market trading hours.
is_odd_lot_tradeIndicates whether the trade size was less than a standard round lot (typically <100 shares).
is_trade_through_exemptIndicates whether the trade execution was exempt from Rule 611 trade-through restrictions.
is_single_price_cross_tradeIndicates whether the trade executed during a single-price cross auction.

Together, these fields allow developers to reconstruct tick-level execution histories, isolate regular vs. extended-hours activity, calculate volume-weighted average price (VWAP), filter trade breaks, and study execution conditions.

Available REST Endpoints

FinFeedAPI provides REST endpoints for retrieving historical tick-level trade execution prints and trade breaks for individual stock symbols on the IEX exchange. For alternative transport protocols and AI-driven workflows, Native IEX Trades are also accessible through JSON-RPC and the hosted FinFeedAPI MCP Server.

Get Trades

Returns historical Native IEX trade execution prints for a specific stock symbol. The dataset contains tick-level trades and trade break records throughout a trading day. If no date parameter is supplied, the latest available trading day is returned.

Response includes
  • execution price and size
  • trade ID and nanosecond timestamp
  • trade break status indicator
  • execution condition flags (extended hours, odd-lot, intermarket sweep, cross trade, trade-through exempt)

Requires an API key passed via the Authorization header. Accepts path parameter symbol (e.g., AAPL) and optional query parameter date formatted as YYYY-MM-DD (ISO 8601 UTC).

Parameters:symbol • date

MCP & JSON-RPC Support

Native IEX Trades are accessible through multiple protocol interfaces beyond standard REST.

MCP Server

The hosted FinFeedAPI Stock Historical MCP Server exposes Native IEX Trades as a self-describing tool (stock_native_iex_trades), allowing AI agents, LLMs, and MCP-compatible clients (e.g., Cursor, Claude Desktop) to retrieve tick data using the X-APIKey header.

Discovery and query workflow

  1. 1Discover supported exchanges with stock_exchanges_list.
  2. 2Retrieve symbols for the exchange with stock_symbols_list.
  3. 3Query trade executions using stock_native_iex_trades by providing symbol, date, and an optional limit.

If no trade data exists for the selected symbol and trading date, the MCP server returns an explicit error message instead of a partial payload.

JSON-RPC

Developers using JSON-RPC can access Native IEX Trades via the production proxy.

JSON-RPC acts as a thin transport wrapper over the REST API. The request sets method to v1/native/iex/trade/{symbol} and passes symbol and date within params. The proxy forwards the request to the underlying REST endpoint while retaining identical authentication, parameters, and response structures.

Dataset Characteristics

  • Historical Native IEX tick-level trade execution data
  • Available through REST API, JSON-RPC proxy, and hosted MCP Server
  • API key authentication required (Authorization header or apikey query parameter)
  • Single-symbol retrieval per request
  • Optional trading date parameter (defaults to latest available trading date)
  • ISO 8601 UTC timestamp formatting
  • Nanosecond timestamp precision (timestamp_nanos)
  • Raw execution records including prices, quantities, and unique trade IDs
  • Complete boolean execution flags (extended hours, odd-lot, sweep, cross, trade-through exempt)
  • Trade break detection flag (is_trade_break)
  • Explicit error responses for invalid or empty symbol/date combinations

Why Developers Use Native IEX Trades Instead of OHLCV Historical Data

Both datasets record trading activity, but they serve different operational purposes.

If you need...Use...
Exact execution prices and trade sizesNative IEX Trades
Nanosecond event sequencing and execution orderNative IEX Trades
Identification of trade breaks and trade cancellationsNative IEX Trades
Filtering extended-hours or odd-lot executionsNative IEX Trades
Realized transaction cost analysis (TCA) and slippageNative IEX Trades
Standard financial candlestick and line chartingOHLCV Historical Data
Long-term historical trend and volatility calculationOHLCV Historical Data
Multi-year backtesting across thousands of symbolsOHLCV Historical Data

Many production systems combine both datasets. Quantitative applications often utilize OHLCV timeseries to screen securities and evaluate multi-day price trends, switching to Native IEX Trades when analyzing execution efficiency, tick-level volume distributions, or microstructure behavior on specific trading days.

Common Use Cases

  • Reconstruct tick-level execution histories for historical replay
  • Perform Transaction Cost Analysis (TCA) and execution quality measurement
  • Calculate volume-weighted average price (VWAP) and time-weighted average price (TWAP)
  • Analyze trade conditions, odd-lot frequencies, and sweep order patterns
  • Build and evaluate execution slippage models for algorithmic orders
  • Filter canceled or broken trades using the trade break flag

Who Uses This Dataset?

  • Quantitative Trading Firms
  • Algorithmic Execution Venues
  • Financial Analytics Platforms
  • AI and Research Teams
  • Academic Researchers
Native IEX Trades

Explore Native IEX Trades Data

Native IEX Trades supply tick-level transaction prints direct from the Investors Exchange, delivering the raw execution detail required for transaction analysis, trade reconstruction, and microstructural research.

The dataset integrates naturally with the broader FinFeedAPI Stock ecosystem, including Metadata endpoints for venue lookup, Native IEX Level 1 Quotes, Level 2 Price Levels, Level 3 Order Books, Admin Messages, System Events, OHLCV timeseries datasets, and the hosted Stock Historical MCP Server.

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