Finnhub is the ultimate stock api in the market, providing real-time and historical price for global stocks with Rest API and websocket. We also support a tons of other financial data like stock fundamentals, analyst estimates, fundamental data and more. Download the file to access balance sheet of Amazon.
Get comprehensive coverage for 70+ trading venues with Databento's historical data APIs. Available in multiple data formats including MBO, MBP, and more.
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The global Stock Market API market is experiencing robust growth, driven by the increasing demand for real-time and historical financial data across various sectors. The proliferation of algorithmic trading, quantitative analysis, and the development of sophisticated financial applications are key factors fueling this expansion. The market is segmented by deployment (cloud-based and on-premises) and user type (SMEs and large enterprises), with cloud-based solutions gaining significant traction due to their scalability, cost-effectiveness, and accessibility. Large enterprises, with their extensive data processing needs and investment in advanced analytics, currently dominate the market share, but the SME segment is exhibiting impressive growth potential as access to affordable and user-friendly APIs becomes increasingly widespread. Geographic expansion is also a significant driver, with North America and Europe holding substantial market shares, while Asia-Pacific is emerging as a rapidly growing region fueled by increasing technological adoption and economic expansion. While competitive pressures from numerous providers and data security concerns present some restraints, the overall market outlook remains highly positive, projected to maintain a strong Compound Annual Growth Rate (CAGR) over the forecast period (2025-2033). The competitive landscape is characterized by a diverse range of established players and emerging startups. Established players like Refinitiv and Bloomberg offer comprehensive data solutions, while smaller companies like Alpha Vantage and Marketstack provide specialized APIs focusing on specific data sets or user needs. This competitive environment fosters innovation, driving the development of new features and capabilities within Stock Market APIs. The increasing demand for integrated data solutions—combining market data with alternative data sources—is another key trend shaping the market. Future growth will likely be fueled by the expansion of fintech, the rise of robo-advisors, and increasing adoption of APIs in academic research and financial education. The market's continued evolution necessitates ongoing adaptation and innovation from both established players and new entrants to cater to the evolving needs of a dynamic and technology-driven financial ecosystem. This ongoing innovation and increasing demand will drive the market to significant growth over the next decade.
Download real-time and historical stock price data, including all buy and sell orders at every price level. Get each trade tick-by-tick and order queue composition at all prices. Access high-fidelity US equities stock market data using our Python, Rust, and C++ APIs. Providing full order book depth (MBO), OHLC aggregates, and more.
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License information was derived automatically
The latest closing stock price for Agora as of June 16, 2025 is 3.82. An investor who bought $1,000 worth of Agora stock at the IPO in 2020 would have $-924 today, roughly -1 times their original investment - a -40.33% compound annual growth rate over 5 years. The all-time high Agora stock closing price was 106.14 on February 12, 2021. The Agora 52-week high stock price is 6.99, which is 83% above the current share price. The Agora 52-week low stock price is 1.65, which is 56.8% below the current share price. The average Agora stock price for the last 52 weeks is 3.69. For more information on how our historical price data is adjusted see the Stock Price Adjustment Guide.
Smart Insider’s Global Share Buyback Database offers invaluable insights to investors on public equity market data. We provide detailed, up-to-date share buyback data covering over 55,000 companies globally including Africa, that’s every company that reports Buybacks through regulatory processes.
Our Share buyback data includes detailed information on all major buyback transactions including source announcements and derived analysis fields. Our platform adds a visual representation of the data, allowing investors to quickly identify patterns and make decisions based on their findings.
Get detailed share buyback insights with Smart Insider and stay ahead of the curve with accurate, historical buyback insight that helps you make better investment decisions.
We provide full customization of reports delivered by desktop, through feeds, or alerts. Our quant clients can receive data in a variety of formats such as CSV, XML or XLSX via SFTP, API or Snowflake.
Sample dataset for Desktop Service has been provided with limited fields. Upon request, we can provide a detailed Quant sample.
Tags: Equity Market Data, Stock Market Data, Corporate Actions Data, Corporate Buyback Data, Company Financial Data, Insider Trading Data, Africa
We offer three easy-to-understand equity data packages to fit your business needs. Visit intrinio.com/pricing to compare packages.
Bronze
The Bronze package is ideal for developing your idea and prototyping your platform with high-quality EOD equity pricing data, standardized financial statement data, and supplementary fundamental datasets.
When you’re ready for launch, it’s a seamless transition to our Silver package for additional data sets, 15-minute delayed equity pricing data, expanded history, and more.
Bronze Benefits:
Silver
The Silver package is ideal for startups that are in development, testing, or in the beta launch phase. Hit the ground running with 15-minute delayed and historical intraday and EOD equity prices, plus our standardized and as-reported financial statement data with nine supplementary data sets, including insider transactions and institutional ownership.
When you’re ready to scale, easily move up to the Gold package for our full range of data sets and full history, real-time equity pricing data, premium support options, and much more.
Silver Benefits:
Gold
The Gold package is ideal for funded companies that are in the growth or scaling stage, as well as institutions that are innovating within the fintech space. This full-service solution offers our complete collection of equity pricing data feeds, from real-time to historical EOD, plus standardized financial statement data and nine supplementary feeds.
You’ll also have access to our wide range of modern access methods, third-party data via Intrinio’s API with licensing assistance, support from our team of expert engineers, custom delivery architectures, and much more.
Gold Benefits:
Platinum
Don’t see a package that fits your needs? Our team can design premium custom packages for institutions.
FinFeedAPI provides equity market data covering over 11,000 symbols, featuring historical T+1 data with an unlimited loopback period. We deliver everything from detailed trade records and multiple levels of order book depth (Level 1-3) to crucial regulatory and system messages.
Our data is engineered for performance, featuring nano-second precision timestamps. This ensures a competitive edge for high-frequency trading by enabling fair, accurate, and auditable transaction sequencing, critical for regulatory compliance. Access comprehensive equity market intelligence directly through our robust API offerings.
Why FinFeedAPI?
Market Coverage & Data Depth: - Historical Data: T+1 data on 11K+ symbols with unlimited historical lookback. - Trade Feeds: Detailed trade records including timestamps, sizes, prices, and conditions (e.g., odd lot, intermarket sweep, extended hours). - Level 1 Quotes: Best bid/ask prices, sizes, and timestamps. - Level 2 Price Book: Market depth with multiple bid/ask prices and aggregate order sizes. - Level 3 Order Book: The complete order book detailing individual orders.
Essential Messages: - Admin Messages: Trading status, official open/close prices, auction states, short sale restrictions, retail liquidity indicators, security directory. - System Events: Exchange-level notifications for key trading session phases.
Precision & Reliability: - Nano-second Timestamps: Ensuring fair, accurate, and auditable transaction sequencing for HFT and compliance. - Institutional Trust: Relied upon by financial institutions for dependable equity market information.
Financial institutions and trading firms rely on FinFeedAPI for mission-critical equity market intelligence. We are committed to delivering clean, precise, and comprehensive data when it matters most. If you require dependable and granular stock market data, FinFeedAPI provides the actionable insights you need.
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View data of the S&P 500, an index of the stocks of 500 leading companies in the US economy, which provides a gauge of the U.S. equity market.
Get Nasdaq real-time and historical data with support for fast market replay at over 19 million book updates per second. Test our data for free with only 4 lines of code.
Nasdaq TotalView-ITCH is a proprietary data feed that disseminates full order book depth and last sale data from the Nasdaq stock market (XNAS). It delivers every quote and order at each price level, along with any event that updates the order book after an order is placed, such as trade executions, modifications, or cancellations. Nasdaq is the most active US equity exchange by volume and represented 13.03% of the average daily volume (ADV) as of January 2025.
With its L3 granularity, Nasdaq TotalView-ITCH captures information beyond the L1, top-of-book data available through SIP feeds and enables more accurate modeling of book imbalances, trade directionality, quote lifetimes, and more. This includes explicit trade aggressor side, odd lots, auction imbalance data, and the Net Order Imbalance Indicator (NOII) for the Nasdaq Opening and Closing Crosses and Nasdaq IPO/Halt Cross—the best predictor of Nasdaq opening and closing prices available. Other key advantages of Nasdaq TotalView-ITCH over SIP data include faster real-time dissemination and precise exchange-side timestamping directly from Nasdaq.
Real-time Nasdaq TotalView-ITCH data is included with a Plus or Unlimited subscription through our Databento US Equities service. Historical data is available for usage-based rates or with any subscription. Visit our pricing page for more details or to upgrade your plan.
Breadth of coverage: 20,329 products
Asset class(es): Equities
Origin: Directly captured at Equinix NY4 (Secaucus, NJ) with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP.
Supported data encodings: DBN, CSV, JSON Learn more
Supported market data schemas: MBO, MBP-1, MBP-10, BBO-1s, BBO-1m, TBBO, Trades, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics, Status, Imbalance Learn more
Resolution: Immediate publication, nanosecond-resolution timestamps
Since Investing.com does not have an API, I decided to develop this Python package in order to retrieve historical data from the companies that integrate the Continuous Spanish Stock Market. So on, I decided to generate, via investpy, the datasets for every company so that any Data Scientist or Data Enthusiastic can handle it and abstract their own conclusions and research.
The main purpose of developing investpy, the package from which these datasets have been retrieved, was to use it as the Data Extraction tool for its namesake section, for my Final Degree Project at the University of Salamanca titled "*Machine Learning for stock investment recommendation systems*". The package end up being so consistent, reliable and usable that it is going to be used as the main Data Extraction tool by another students in their Final Degree Projects named "*Recommender system of banking products*" and "*Robo-Advisor Application*".
investpy, the Python package from which datasets were generated is currently in a development beta version, so please, if needed open an issue to solve all the possible problems the package may be causing or any dataset error. Also, any new ideas or proposals are welcome, and will be gladly implemented in the package if the are positive and useful.
For further information or any question feel free to contact me via email at alvarob96@usal.es
You can also check my Medium Publication, where I upload weekly posts related to Data Science and mainly on Data Extraction techniques via Web Scraping. In this case, you can read "investpy — a Python package for historical data extraction from the Spanish stock market" where I explain the basics on investpy development and some insights on Web Scraping with Python.
This Python Package has been made for research purposes in order to fit a needs that Investing.com does not cover, so this package works like an Application Programming Interface (API) of Investing.com developed in an altruistic way. Conclude that this package is not related in any way with Investing.com or any dependant company, the only requirement for developing this package was to mention the source where data is retrieved.
Unfortunately, the API this dataset used to pull the stock data isn't free anymore. Instead of having this auto-updating, I dropped the last version of the data files in here, so at least the historic data is still usable.
This dataset provides free end of day data for all stocks currently in the Dow Jones Industrial Average. For each of the 30 components of the index, there is one CSV file named by the stock's symbol (e.g. AAPL for Apple). Each file provides historically adjusted market-wide data (daily, max. 5 years back). See here for description of the columns: https://iextrading.com/developer/docs/#chart
Since this dataset uses remote URLs as files, it is automatically updated daily by the Kaggle platform and automatically represents the latest data.
List of stocks and symbols as per https://en.wikipedia.org/wiki/Dow_Jones_Industrial_Average
Thanks to https://iextrading.com for providing this data for free!
Data provided for free by IEX. View IEX’s Terms of Use.
NYSE Integrated is a proprietary data feed that disseminates full order book updates from the New York Stock Exchange (XNYS). It delivers every quote and order at each price level, along with any event that updates the order book after an order is placed, such as trade executions, modifications, or cancellations.
NYSE is the leading venue for listing blue-chip companies and large-cap stocks. Powered by NYSE's Pillar platform, its hybrid market model of floor-based auction and electronic trading allows it to capture a significant portion of trading activity during the US equity market open and close. As of January 2025, the NYSE represented approximately 6.31% of the average daily volume (ADV) across all exchange-listed US securities, including those listed on Nasdaq, other NYSE venues, and Cboe exchanges.
NYSE is also the only exchange to offer Designated Market Maker (DMM) privileges, allowing the floor to send D-Quote Orders, short for Discretionary Orders, throughout the day. Most D-Quote Orders execute in the closing auction, where they're known as Closing D Orders and allow traders to access the NYSE closing auction after 3:50 PM. This creates significant price discovery during the NYSE Closing Auction, where interest represented via the floor contributes more than 40% of total volume.
NYSE is also unique for being the only exchange with a Parity/Priority Allocation model for matching. This resembles a mixed FIFO and pro-rata matching algorithm, where the participant who sets the best price is matched first, and then the remaining shares are allocated to other orders entered by floor brokers at that price (parity allocation). Floor brokers may utilize e-Quotes to to receive such parity allocation of incoming executions.
With L3 granularity, NYSE Integrated captures information beyond the L1, top-of-book data available through SIP feeds, enabling accurate modeling of the book imbalances, queue dynamics, and the auction process. This data includes explicit trade aggressor side, odd lots, and imbalances. Auction imbalances offer valuable insights into NYSE’s opening and closing auctions by providing details like imbalance quantity, paired quantity, imbalance reference price, and book clearing price.
Historical data is available for usage-based rates or with any Databento US Equities subscription. Visit our pricing page for more details or to upgrade your plan.
Asset class: Equities
Origin: Directly captured at Equinix NY4 (Secaucus, NJ) with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP.
Supported data encodings: DBN, CSV, JSON (Learn more)
Supported market data schemas: MBO, MBP-1, MBP-10, TBBO, Trades, BBO-1s, BBO-1m, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Imbalance, Statistics, Status (Learn more)
Resolution: Immediate publication, nanosecond-resolution timestamps
Access NYSE Arca Integrated market data feed for ETPs and ETFs with enhanced granularity and determinism not available via the SIPs or the Openbook feed.
NYSE Arca Integrated is a proprietary data feed that provides full order book updates, including every quote and order at each price level, on the Arca market (formerly ArcaEX, the Archipelago Exchange). It operates on NYSE's Pillar platform and disseminates all order book activity in an order-by-order view of events, including trade executions, order modifications, cancellations, and other book updates.
NYSE Arca is the leading US exchange for listing and trading exchange-traded funds (ETFs), offering the narrowest quoted spreads and maintaining the highest percentage of time (71.1%) at the NBBO for all U.S. ETFs. As of January 2025, it represented approximately 9.96% of the average daily volume (ADV) across all exchange-listed US securities, including those listed on Nasdaq, other NYSE venues, and Cboe exchanges.
With L3 granularity, NYSE Arca Integrated captures information beyond the L1, top-of-book data available through SIP feeds, enabling accurate modeling of book imbalances, quote lifetimes, and queue dynamics. This data includes explicit trade aggressor side, odd lots, and imbalances. Auction imbalances offer valuable insights into NYSE Arca’s opening and closing auctions by providing details like imbalance quantity, paired quantity, imbalance reference price, and book clearing price.
Full depth of book data on Arca is particularly valuable over the SIPs for modeling pre-market, after-market and sweep-to-fill liquidity on U.S. exchange-traded products (ETPs) and ETFs.
Historical data is available for usage-based rates or with any Databento US Equities subscription. Visit our pricing page for more details.
Asset class: Equities
Origin: Directly captured at Equinix NY4 (Secaucus, NJ) with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP.
Supported data encodings: DBN, CSV, JSON (Learn more)
Supported market data schemas: MBO, MBP-1, MBP-10, TBBO, Trades, BBO-1s, BBO-1m, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Imbalance, Statistics, Status (Learn more)
Resolution: Immediate publication, nanosecond-resolution timestamps
Nasdaq Basic with NLS Plus is our most cost-effective solution for real-time US equities, offering the broadest coverage and added granularity—such as trade aggressor side—for a fraction of the cost of consolidated feed alternatives like SIP data.
This proprietary, consolidated data feed disseminates top-of-book (L1) data from every Nasdaq-operated venue and covers all US stocks and ETFs, including those listed on the NYSE, NYSE Arca, NYSE American, and Cboe exchanges. As the premium tier of Nasdaq's Basic product, it combines Nasdaq Last Sale (NLS) Plus and Nasdaq BBO (QBBO) to provide: - Best bid and offer (BBO) quotes for the Nasdaq stock market (XNAS), which are within 1% of the NBBO 99.22% of the time. - Tick-by-tick price and size for orders executed on Nasdaq (XNAS), Nasdaq BX (XBOS), and Nasdaq PSX (XPSX). - All off-exchange trades reported to FINRA/Nasdaq's Carteret and Chicago Trade Reporting Facilities (TRFs), which aggregate data from most of the 30 ATSs and account for approximately 45% to 49% of the average daily volume (ADV) in all exchange-listed securities.
With the addition of TRF data, Nasdaq Basic with NLS Plus captures the majority of the trading activity and liquidity within US equity markets. As of January 2025, this dataset represented 62.9% ADV, including both on-exchange and off-exchange trades.
This dataset is an ideal choice for market participants who need an accurate BBO but don't directly execute trades or display quotes for FINRA broker-dealer obligations. It also features substantially lower exchange license fees for real-time data compared to Nasdaq TotalView-ITCH, with pricing designed for distribution use cases and per-user rates that are reduced by more than 65%.
Real-time Nasdaq Basic with NLS Plus data is included with a Plus or Unlimited subscription through our Databento US Equities service. Historical data is available for usage-based rates or with any subscription. Visit our pricing page for more details.
Breadth of coverage: 11,595 products
Asset class(es): Equities
Origin: Directly captured at Equinix NY4 (Secaucus, NJ) with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP.
Supported data encodings: DBN, CSV, JSON Learn more
Supported market data schemas: MBP-1, TBBO, Trades, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics Learn more
Resolution: Immediate publication, nanosecond-resolution timestamps
This dataset offers both live (delayed) prices and End Of Day time series on equity options
1/ Live (delayed) prices for options on European stocks and indices including:
Reference spot price, bid/ask screen price, fair value price (based on surface calibration), implicit volatility, forward
Greeks : delta, vega
Canari.dev computes AI-generated forecast signals indicating which option is over/underpriced, based on the holders strategy (buy and hold until maturity, 1 hour to 2 days holding horizon...). From these signals is derived a "Canari price" which is also available in this live tables.
Visit our website (canari.dev ) for more details about our forecast signals.
The delay ranges from 15 to 40 minutes depending on underlyings.
2/ Historical time series:
Implied vol
Realized vol
Smile
Forward
See a full API presentation here : https://youtu.be/qitPO-SFmY4 .
These data are also readily accessible in Excel thanks the provided Add-in available on Github: https://github.com/canari-dev/Excel-macro-to-consume-Canari-API
If you need help, contact us at: contact@canari.dev
User Guide: You can get a preview of the API by typing "data.canari.dev" in your web browser. This will show you a free version of this API with limited data.
Here are examples of possible syntaxes:
For live options prices: data.canari.dev/OPT/DAI data.canari.dev/OPT/OESX/0923 The "csv" suffix to get a csv rather than html formating, for example: data.canari.dev/OPT/DB1/1223/csv For historical parameters: Implied vol : data.canari.dev/IV/BMW
data.canari.dev/IV/ALV/1224
data.canari.dev/IV/DTE/1224/csv
Realized vol (intraday, maturity expressed as EWM, span in business days): data.canari.dev/RV/IFX ... Implied dividend flow: data.canari.dev/DIV/IBE ... Smile (vol spread between ATM strike and 90% strike, normalized to 1Y with factor 1/√T): data.canari.dev/SMI/DTE ... Forward: data.canari.dev/FWD/BNP ...
List of available underlyings: Code Name OESX Eurostoxx50 ODAX DAX OSMI SMI (Swiss index) OESB Eurostoxx Banks OVS2 VSTOXX ITK AB Inbev ABBN ABB ASM ASML ADS Adidas AIR Air Liquide EAD Airbus ALV Allianz AXA Axa BAS BASF BBVD BBVA BMW BMW BNP BNP BAY Bayer DBK Deutsche Bank DB1 Deutsche Boerse DPW Deutsche Post DTE Deutsche Telekom EOA E.ON ENL5 Enel INN ING IBE Iberdrola IFX Infineon IES5 Intesa Sanpaolo PPX Kering LOR L Oreal MOH LVMH LIN Linde DAI Mercedes-Benz MUV2 Munich Re NESN Nestle NOVN Novartis PHI1 Philips REP Repsol ROG Roche SAP SAP SNW Sanofi BSD2 Santander SND Schneider SIE Siemens SGE Société Générale SREN Swiss Re TNE5 Telefonica TOTB TotalEnergies UBSN UBS CRI5 Unicredito SQU Vinci VO3 Volkswagen ANN Vonovia ZURN Zurich Insurance Group
https://data.gov.tw/licensehttps://data.gov.tw/license
Historical data of the Taiwan Stock Exchange Weighted Index
📈 Daily Historical Stock Price Data for Agora, Inc. (2020–2025)
A clean, ready-to-use dataset containing daily stock prices for Agora, Inc. from 2020-06-26 to 2025-05-28. This dataset is ideal for use in financial analysis, algorithmic trading, machine learning, and academic research.
🗂️ Dataset Overview
Company: Agora, Inc. Ticker Symbol: API Date Range: 2020-06-26 to 2025-05-28 Frequency: Daily Total Records: 1236 rows (one per trading day)
🔢 Columns… See the full description on the dataset page: https://huggingface.co/datasets/khaledxbenali/daily-historical-stock-price-data-for-agora-inc-20202025.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
APi Group market cap as of June 26, 2025 is $9.61B. APi Group market cap history and chart from 2019 to 2025. Market capitalization (or market value) is the most commonly used method of measuring the size of a publicly traded company and is calculated by multiplying the current stock price by the number of shares outstanding.
https://creativecommons.org/publicdomain/zero/1.0/https://creativecommons.org/publicdomain/zero/1.0/
According to Investopedia:
FAANG is an acronym referring to the stocks of the five most popular and best-performing American technology companies: Facebook, Amazon, Apple, Netflix and Alphabet (formerly known as Google). In addition to being widely known among consumers, the five FAANG stocks are among the largest companies in the world, with a combined market capitalization of over $4.1 trillion as of January 2020. Some have raised concerns that the FAANG stocks may be in the midst of a bubble, whereas others argue that their growth is justified by the stellar financial and operational performance they have shown in recent years.
Regardless of the myriad of accolades, comments, and even controversies surrounding the FAANG stocks, they are nevertheless a data science/mining treasure and the bellwether of the NASDAQ index, if not the entire US technology sector.
This Kaggle dataset contains over 20 years of daily historical data for the five FAANG constituents, as retrieved from this free stock API. It is a public-domain dataset that gives the data science practitioners (a.k.a., you!) the full flexibility to derive second-order insights and investment heuristics from it.
Over 20 years of daily historical data (2000-01-01 to 2020-10-01) for the five FAANG stocks: Facebook, Amazon, Apple, Netflix, and Alphabet/Google. For completeness, both raw and adjusted prices are included, along with historical split events and dividend payouts (check out here for how stock market API providers perform price adjustments).
Data source: https://www.alphavantage.co/
Finnhub is the ultimate stock api in the market, providing real-time and historical price for global stocks with Rest API and websocket. We also support a tons of other financial data like stock fundamentals, analyst estimates, fundamental data and more. Download the file to access balance sheet of Amazon.