Flat Files Data Characteristics

Flat Files S3 API Data Characteristics

FinFeedAPI Flat Files provide historical OHLCV market data as compressed, date-partitioned files through an S3-compatible interface.

Instead of retrieving historical records individually, applications can discover and download complete files organized by exchange, OHLCV period, and data date. This delivery model is designed for workflows that process historical datasets in bulk, including quantitative research, backtesting, historical modeling, and local analytics.

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Bulk Historical Data Access

Flat Files provide file-based access to historical OHLCV data.

Complete files instead of individual records

Rather than issuing requests for individual historical records, applications can retrieve complete .csv.gz objects containing pre-aggregated OHLCV data for a specific exchange, period, and date.

This makes the Flat Files model particularly useful when historical data needs to be downloaded, stored, and processed locally across larger time ranges.

Applications can identify the required dataset and retrieve only the relevant date files instead of repeatedly querying individual historical observations.

Common workflows

  • Quantitative research
  • Historical market analysis
  • Backtesting
  • Price and volume analysis
  • Historical modeling
  • Local data processing

Compressed CSV Files

FinFeedAPI Flat Files are distributed as CSV files compressed using gzip.

Semicolon-delimited .csv.gz files

The documented OHLCV files use semicolon (;) delimiters and contain structured fields for exchange and symbol identification, period timestamps, OHLC prices, traded volume, and trade count.

Files use the .csv.gz extension and can be decompressed with standard gzip-compatible software before processing.

Because the underlying format is CSV, downloaded data can be processed using common analytical tools, programming languages, databases, and data-processing environments without requiring a proprietary file reader.

S3-Compatible Historical Data Access

FinFeedAPI distributes Flat Files through an S3-compatible API designed around the core operations required for historical data retrieval.

Existing S3 clients, SDKs, and CLI tools

The interface supports object listing and individual file downloads using S3-style requests. Developers can therefore use existing S3-compatible clients, SDKs, and command-line tools rather than implementing a proprietary storage protocol.

The production endpoint is:

endpoint
https://s3.flatfiles.finfeedapi.com/

Authentication is compatible with common S3 tooling. A FinFeedAPI API key is used as the Access Key ID, with S3-compatible authentication supported through AWS Signature Version 2 or Version 4.

FinFeedAPI also documents integration examples for AWS CLI, S3 Browser, and S3 SDKs.

Pre-Aggregated Time-Series Data

OHLCV Flat Files contain market activity aggregated into defined time periods.

Period boundaries and trade timestamps

Each record identifies the beginning and end of its OHLCV period together with the timestamps of the first and last trades observed during that period.

The record also contains

  • opening price
  • highest price
  • lowest price
  • closing price
  • total traded volume
  • number of trades

Because these values are already aggregated into OHLCV periods, applications using the files for candle-based historical analysis do not need to reconstruct OHLCV values from individual trades.

UTC timestamps

All documented timestamp fields use UTC, helping applications align historical data across exchanges and dates.

Documented OHLCV File Schema

FinFeedAPI defines a standardized set of fields for its documented OHLCV Flat Files. Each record includes exchange and symbol identifiers alongside period timestamps, price information, volume, and trade count.

Documented fields

id_exchangeexchange_symboltime_period_starttime_period_endtime_opentime_closeprice_openprice_highprice_lowprice_closevolume_tradedtrades_count

A documented structure makes it easier for applications to map downloaded files into their own storage and analytical models.

Partitioned by Exchange, Period, and Date

Flat Files use a hierarchical object structure that makes historical datasets discoverable without requiring applications to know individual file names in advance.

S3 object structure

The documented structure follows this pattern:

s3
E-[EXCHANGE]/T-OHLCV+TP-[PERIOD]/D-YYYYMMDD.csv.gz

For example:

s3
E-IEXG/T-OHLCV+TP-1DAY/D-20161212.csv.gz

What each component identifies

  • E-[EXCHANGE] identifies the exchange
  • T-OHLCV+TP-[PERIOD] identifies the OHLCV dataset and period
  • D-YYYYMMDD identifies the data date

Applications can use S3 prefix filtering to narrow listings to a particular exchange or dataset before downloading individual files. This makes it possible to select the historical portions required for a particular workflow rather than downloading unrelated files.

Built for Historical and Batch Workflows

Flat Files provide downloadable historical datasets rather than a live market data stream.

Download, store, and process locally

Once downloaded, files can be decompressed, stored locally, loaded into analytical environments, or incorporated into larger historical data pipelines.

This file-based model is well suited to workloads that operate across historical periods, including backtesting, quantitative research, historical modeling, and other batch-oriented analysis.

For applications that repeatedly use the same historical data, FinFeedAPI also recommends local caching to reduce repetitive API calls and improve application performance.

Reusable Historical Data for Research

Downloaded Flat Files can become part of a locally maintained historical dataset.

Researchers and quantitative teams can select the exchange, OHLCV period, and dates they require, download those objects, and process the same local files across repeated analytical runs.

Date-based partitioning also makes it easier to maintain historical collections incrementally rather than repeatedly retrieving an entire historical range.

This approach is useful for

  • Backtesting research
  • Historical price analysis
  • Quantitative modeling
  • Repeated analytical workflows
  • Local historical datasets
  • Machine learning workflows using historical OHLCV inputs

Discover Files Before Downloading

FinFeedAPI provides a hosted Flat Files MCP server for discovering the structure and contents of the Flat Files storage system.

MCP discovery path

The MCP interface exposes tools for listing available buckets and browsing object prefixes. Developers and AI-compatible clients can progressively discover:

  1. Bucket
  2. Exchange
  3. Dataset & Period
  4. Date File

For example:

mcp
finfeedapi → E-IEXG/ → T-OHLCV+TP-1DAY/ → D-20161212.csv.gz

Object listings can include the object key, last modification timestamp, and file size. MCP is used for discovery and enumeration. Once the required object has been identified, its contents are downloaded through the standard S3-compatible API.

Efficient Historical Data Retrieval

Flat Files allow applications to control which historical objects they retrieve.

FinFeedAPI recommends using prefixes when listing objects to narrow results, date-based partitioning when selecting historical periods, and parallel downloads when processing larger datasets.

Local caching can also reduce repeated downloads when the same historical files are used multiple times.

For larger retrieval workflows, applications should account for file sizes, request counts, retries, and data transfer when planning their download process.

FinFeedAPI Flat Files at a Glance

Key characteristics

  • Bulk historical OHLCV data
  • Pre-aggregated OHLCV periods
  • gzip-compressed CSV files
  • Semicolon-delimited documented OHLCV format
  • S3-compatible object listing and downloads
  • AWS Signature Version 2 and Version 4 authentication support
  • Exchange-based dataset organization
  • OHLCV period-based prefixes
  • Date-partitioned historical files
  • UTC timestamps
  • MCP-based bucket, prefix, and object discovery
  • Object metadata including file key, modification time, and size
  • Compatible with standard S3 tools and SDKs
  • Designed for historical and batch-oriented data processing
Flat Files Data Characteristics

Build Historical Data Workflows with FinFeedAPI Flat Files

Use FinFeedAPI Flat Files to discover, download, and process historical OHLCV datasets through familiar S3-compatible infrastructure.

Browse available exchanges and dataset periods, select the historical files required for your workflow, and integrate compressed CSV data directly into your research and analytical pipelines.

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