Finding too many errors in your
US equities data?

Certain types of trading models such as equity momentum or mean-reversion are highly sensitive to errors in your dataset. At best it leads to poor backtests. At worst it can lead to incorrect trades.

What's The Problem With Most Vendors?

Our team at QuantStart has been involved in equities trading for over seven years and in that time we have come across a lot of low quality data sources.

Vendor data—freely available or paid—is often plagued by the same problems. The data is incomplete, rife with errors and, frankly just hasn't been properly checked.

Many of the available sources we have looked it contain the following problems:

  • Incomplete lists of tickers from the major exchanges
  • No available list of tickers in the database
  • Error spikes in the data
  • Missing values for certain trading days
  • No separate listing of stock splits or dividends
  • No cash dividend adjustments for pricing series
  • Silent backfill corrections without informing the user
  • Split-adjustment only applied to closing price columns

At best these problems provide error-ridden or overly optimistic backtest simulations. At worst these data sources can generate completely false trades—leading to large losses in your portfolio.

Eventually we came to the conclusion that the only way to deal with these problems was to simply capture, check and correct the data ourselves.

We have worked hard to source a daily equities dataset that contains more than 10,000 active and dead US tickers. It has been expertly-curated using a mixture of robust automated error checking with extensive manual cross-validation to provide extreme accuracy for your simulations and live trading engines.

What's Included in the US Equities Dataset?

Comprehensive Data
Daily US equities prices, dividends, adjustments and stock splits for more than 10,000 active and graveyard tickers with data going back to 1995.
Easy-to-use API for straightforward integration into common quant environments such as Python, R, Ruby and Excel and many other applications.
Back Adjustment
Automatic daily back-adjustment of open, high, low, close and volume fields eliminates the need to track corporate actions and splits.
Exchange Coverage
Data covers all major US exchanges including NYSE, NYSE MKT (AMEX), NASDAQ and NYSE ARCA.
Multiple Formats
Download the data in your favourite format including JSON, CSV or XML format.
Full Database Download
Full download of the current database in single CSV format for easy local replication.
Adjustment Columns
Separate columns for stock split and dividend multipliers, as well as adjusted and unadjusted OHLC and volume columns.
Automated Daily Updates
Updates and "spike" error-checking at 5pm EDT on all US trading days and then again at 9:30pm EDT for exchange corrections.
Full Ticker List
A full list of all available tickers in the database including whether the ticker is active or delisted, along with its last traded date.
Sophisticated Charting
Detailed charting tools provided to aid in research, including volume, candles and dynamic range adjustment.
Extensive Documentation
Detailed documentation with basic example usage as well as sophisticated data processing and analysis.
Premium Support
Rapid and technically-minded customer support with our in-house developers available at

How Much Does It Cost?

  • $49/month for single users
  • $99/month for small businesses (2+ users)
  • 25% discount is available for annual payments

Example Usage

The following examples demonstrate how easy it is to obtain US equities data with our HTTP-based API.

1) Download historical prices for Apple (AAPL) in JSON format:

2) Download last ten trading days of historical prices for Lockheed Martin (LMT) in XML format:

3) Download historical prices in CSV format across March 2016 for Activision Blizzard (ATVI) in ascending order:

Frequently Asked Questions

Q) Why shouldn't I use a free vendor to get my historcal US equities data?

Firstly, certain free vendors don't provide a full list of all their tickers, making it difficult to ascertain the full trading universe.

Secondly, free vendor data often contains many errors. These errors can take time to correct and are done so silently, leading to differing backtest results over time. In the worst case these errors can actually lead to falsely generated trades if they are entered directly into a live algorithmic trading environment. We use sophisticated spike checking algorithms to minimise the impact of such errors.

Thirdly, free data vendors do not often provide separate dividend and split adjustment columns, nor do they adjust open, high, low and volume values. All of these calculations take time to implement and test, which reduces your available time spent researching and developing profitable trading models.

Q) Why should I trust QuantStart over another premium vendor?

Unlike some premium data vendors the team at QuantStart actually actively trade equities.

In fact some members of our team were previously employed institutionally at a boutique quant fund to carry out this exact data collection and cleansing process. Hence we have an intimate knowledge of the data issues that can affect traders and asset managers, particularly in smaller financial firms where IT resource is often stretched thin.

We use this exact same data source for our own trading so there is a strong "incentive alignment" for QuantStart to maintain its data to a very high standard. In addition we pride ourselves on rapid customer support and work hard to ensure that your queries can be dealt with quickly and reliably.

Get Sneak Preview Access to the Beta Launch

If you would like to test the US equities data during its beta phase please email and an API Key will be sent to you along with documentation on how to access the data.