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.

• Historical EOD equity prices & technicals (10 years history)
• Security reference data
• Standardized & as-reported financial statements (5 years history)
• 7 supplementary fundamental data sets

Bronze Benefits:

• Web API access
• 300 API calls/minute limit
• Unlimited internal users
• Unlimited internal & external display
• Built-in ticketing system
• Live chat & email support

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.

• 15-minute delayed & historical intraday equity prices
• Historical EOD equity prices & technicals (full history)
• Security reference data
• Standardized & as-reported financial statements (10 years history)
• 9 supplementary fundamental data sets

Silver Benefits:

• Web API access
• 2,000 API calls/minute limit
• Access to third-party datasets via Intrinio API (additional fees required)
• Unlimited internal users
• Unlimited internal & external display
• Built-in ticketing system
• Live chat & email support

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.

• Real-time equity prices
• Historical intraday equity prices
• Historical EOD equity prices & technicals (full history)
• Security reference data
• Standardized & as-reported financial statements (full history)
• 9 supplementary fundamental data sets

Gold Benefits:

• No exchange fees
• No user reporting or variable per-user exchange fees
• High liquidity (6%+)
• Web API & WebSocket access
• 2,000 API calls/minute limit
• Customizable access methods (Snowflake, FTP, etc.)
• Access to third-party datasets via Intrinio API (additional fees required)
• Unlimited internal users
• Unlimited internal & external display
• Built-in ticketing system
• Live chat & email support
• Access to engineering team
• Concierge customer success team
• Comarketing & promotional initiatives

Platinum

Don’t see a package that fits your needs? Our team can design premium custom packages for institutions.

PowerMap can infer the subject of trading volume in real-time. This information allows users to predict the order flow by investor type of institutional, foreign, and retail traders. By implementing Direct Market Access (DMA) and High-Frequency Trading (HFT) technology, PowerMap processes and delivers large-scale transactions in real time for the Korean market. Processing high volumes of stock transactions instantly requires robust data processing capabilities. PowerMap receives direct trade data from KRX and analyzes buy and sell signals for approximately 1,000 stocks in real time, covering KOSPI stocks with a market cap over 200 billion KRW ($133.38 million) and KOSDAQ stocks over 150 billion KRW ($103.81 million).

Key Features: 💠 Real-time investor type classification (institutional, and foreign institutional) 💠 Low-latency data ingestion 💠 Coverage of over 1,200 liquid KOSPI and KOSDAQ stocks 💠 Instantaneous detection of large-block trades and directional flow 💠 Scalable architecture for high-volume transaction analysis

Primary Use Cases: 🔹 Institutional and proprietary traders monitoring market sentiment shifts 🔹 Quant desks identifying real-time trade triggers and flow-based signals 🔹 Algo developers incorporating investor-type flow into trading strategies 🔹 Broker-dealers and research teams analyzing intraday market dynamics 🔹 Portfolio managers assessing liquidity and participation trends

Contact us for a real time order flow data in different markets. Stay ahead with TradePulse's order flow insights.

Prices for Tanzania All Share Index Real Time including live quotes, historical charts and news. Tanzania All Share Index Real Time was last updated by Trading Economics this July 22 of 2025.

Prices for US 100 Tech Index including live quotes, historical charts and news. US 100 Tech Index was last updated by Trading Economics this July 23 of 2025.

Intraday Flexibility Trading Platform Market Outlook

According to our latest research, the global Intraday Flexibility Trading Platform market size reached USD 1.68 billion in 2024, with a robust compound annual growth rate (CAGR) of 19.2% projected from 2025 to 2033. By the end of 2033, the market is expected to achieve a value of USD 7.78 billion. This impressive expansion is primarily driven by the accelerating integration of renewable energy sources, the rising need for grid stability, and the increasing adoption of digital trading solutions across the energy sector. As per our most recent analysis, the market’s growth trajectory is underpinned by technological advancements and regulatory support for flexible energy trading frameworks.

One of the primary growth factors for the Intraday Flexibility Trading Platform market is the rapid proliferation of renewable energy sources such as wind and solar. These sources are inherently variable, leading to fluctuations in energy supply that require real-time balancing and optimization. Intraday flexibility trading platforms facilitate this by enabling market participants to trade energy on short notice, thus optimizing the balance between supply and demand. As countries worldwide set ambitious renewable energy targets, the need for efficient intraday trading mechanisms has become critical. This trend is especially prominent in regions with high renewable penetration, where grid operators and utilities leverage these platforms to ensure stability and minimize curtailment of green energy.

Another significant driver is the evolution of digitalization and automation within the energy sector. Intraday flexibility trading platforms utilize advanced algorithms, artificial intelligence, and real-time data analytics to enhance trading efficiency and transparency. These technologies empower utilities, aggregators, and energy retailers to make informed decisions, respond swiftly to market signals, and maximize revenue streams. Moreover, the adoption of cloud-based solutions has further accelerated market growth by offering scalable, cost-effective, and secure trading environments. The convergence of digital transformation and the decentralization of energy systems continues to fuel demand for innovative trading platforms capable of handling complex market dynamics.

Policy and regulatory support also play a pivotal role in shaping the Intraday Flexibility Trading Platform market. Governments and regulatory bodies across Europe, North America, and Asia Pacific are actively promoting market liberalization, grid flexibility, and demand response initiatives. These policies incentivize investments in flexibility trading infrastructure and encourage the participation of diverse stakeholders, including industrial and commercial consumers. As energy markets become more dynamic and interconnected, regulatory frameworks are evolving to accommodate new business models and trading mechanisms, further propelling market expansion. The alignment of policy objectives with technological advancements is expected to sustain the market’s upward trajectory over the forecast period.

From a regional perspective, Europe remains at the forefront of the Intraday Flexibility Trading Platform market, driven by its progressive energy transition policies, high renewable integration, and mature market structures. North America follows closely, benefiting from advanced grid infrastructure and growing investments in smart energy solutions. Meanwhile, the Asia Pacific region is emerging as a significant growth engine, fueled by rapid urbanization, expanding renewable capacity, and supportive government initiatives. Latin America and the Middle East & Africa are also witnessing increased adoption, albeit at a slower pace, as they modernize their energy sectors and embrace flexible trading practices. The global market’s regional diversity underscores the universal relevance of intraday flexibility trading in achieving grid stability and energy efficiency.

Component Analysis

London Stock Exchange stock price, live market quote, shares value, historical data, intraday chart, earnings per share and news.

Extensive and dependable pricing information spanning the entire range of financial markets. Encompassing worldwide coverage from stock exchanges, trading platforms, indicative contributed prices, assessed valuations, expert third-party sources, and our enhanced data offerings. User-friendly request-response, bulk access, and tailored desktop interfaces to meet nearly any organizational or application data need. Worldwide, real-time, delayed streaming, intraday updates, and meticulously curated end-of-day pricing information.

Explore LSEG's Evaluated Pricing Service and benefit from our independent pricing source covering fixed income securities, derivatives and bank loans.

Italy Holders of Intraday Advance Accounts data was reported at 70.000 Number in 2018. This records a decrease from the previous number of 78.000 Number for 2017. Italy Holders of Intraday Advance Accounts data is updated yearly, averaging 88.000 Number from Dec 2003 (Median) to 2018, with 16 observations. The data reached an all-time high of 99.000 Number in 2006 and a record low of 70.000 Number in 2018. Italy Holders of Intraday Advance Accounts data remains active status in CEIC and is reported by Bank of Italy. The data is categorized under Global Database’s Italy – Table IT.KA011: Bank of Italy: TARGET2 Real-Time Gross Settlement System.

The US_Stock_Data.csv dataset offers a comprehensive view of the US stock market and related financial instruments, spanning from January 2, 2020, to February 2, 2024. This dataset includes 39 columns, covering a broad spectrum of financial data points such as prices and volumes of major stocks, indices, commodities, and cryptocurrencies. The data is presented in a structured CSV file format, making it easily accessible and usable for various financial analyses, market research, and predictive modeling. This dataset is ideal for anyone looking to gain insights into the trends and movements within the US financial markets during this period, including the impact of major global events.

Key Features and Data Structure

The dataset captures daily financial data across multiple assets, providing a well-rounded perspective of market dynamics. Key features include:

• Commodities: Prices and trading volumes for natural gas, crude oil, copper, platinum, silver, and gold.
• Cryptocurrencies: Prices and volumes for Bitcoin and Ethereum, including detailed 5-minute interval data for Bitcoin.
• Stock Market Indices: Data for major indices such as the S&P 500 and Nasdaq 100.
• Individual Stocks: Prices and volumes for major companies including Apple, Tesla, Microsoft, Google, Nvidia, Berkshire Hathaway, Netflix, Amazon, and Meta.

The dataset’s structure is designed for straightforward integration into various analytical tools and platforms. Each column is dedicated to a specific asset's daily price or volume, enabling users to perform a wide range of analyses, from simple trend observations to complex predictive models. The inclusion of intraday data for Bitcoin provides a detailed view of market movements.

Applications and Usability

This dataset is highly versatile and can be utilized for various financial research purposes:

• Market Analysis: Track the performance of key assets, compare volatility, and study correlations between different financial instruments.
• Risk Assessment: Analyze the impact of commodity price movements on related stock prices and evaluate market risks.
• Educational Use: Serve as a resource for teaching market trends, asset correlation, and the effects of global events on financial markets.

The dataset’s daily updates ensure that users have access to the most current data, which is crucial for real-time analysis and decision-making. Whether for academic research, market analysis, or financial modeling, the US_Stock_Data.csv dataset provides a valuable foundation for exploring the complexities of financial markets over the specified period.

Acknowledgements:

This dataset would not be possible without the contributions of Dhaval Patel, who initially curated the US stock market data spanning from 2020 to 2024. Full credit goes to Dhaval Patel for creating and maintaining the dataset. You can find the original dataset here: US Stock Market 2020 to 2024.

PowerMap U.S. is an innovative trading solutions, specializing in order flow analytics on U.S. Stock market. With its AI-inferred proprietary algorithm trained on market data, TradePulse predicts stock flow on using trade volume and buy intensity providing an additional key metric for decision-making while providing catalogue of alternative dataset on its platform.

Key Features: 💠 AI-driven order flow prediction based on trade volume and buy-side intensity 💠 Proprietary algorithms trained on historical and real-time U.S. equity data 💠 Real-time analytics across major U.S. exchanges (NYSE, NASDAQ, etc.) 💠 Integrated dashboard with visual flow indicators and trend detection 💠 Access to alternative datasets curated for quantitative and discretionary strategies 💠 Customizable signals aligned with trading styles (momentum, mean-reversion, etc.) 💠 Scalable infrastructure suitable for institutional-grade workflows

Primary Use Cases: 🔹 U.S.-focused hedge funds leveraging inferred flow data for intraday alpha 🔹 Quantitative traders integrating buy-side pressure metrics into models 🔹 Execution teams identifying optimal entry/exit points through real-time flow signals 🔹 Asset managers enhancing conviction through AI-derived trade behavior insights 🔹 Research analysts and PMs utilizing alternative datasets for cross-validation of ideas

Contact us for a real time order flow data in different markets. Stay ahead with TradePulse's order flow insights.

Intraday 1 minute sample data for Brazilian Real (Settlement) BR timestamped in Chicago time

TraditionData’s Swaptions Market Data service offers comprehensive market coverage for swaptions across multiple currencies.

• Provides datasets for At-the-Money (ATM) and Out-of-the-Money (OTM) vol surfaces.
• Real-time, intraday, and end-of-day prices available for interest rate markets.
• Service is tailored with focused and granular packages based on region and product.

For a detailed exploration, visit Swaptions Market Data.

Prices for United States Stock Market Index (US30) including live quotes, historical charts and news. United States Stock Market Index (US30) was last updated by Trading Economics this July 23 of 2025.

Intraday 1 minute sample data for Live Cattle Real Denominated - Brazil BGI timestamped in Chicago time

Intraday 1 minute sample data for Brazilian Real (Globex) BR6 timestamped in Chicago time

Intraday 1 minute sample data for Forex - USDBRL Brazil (Real) IUSDBRL timestamped in Chicago time

Prices for United States Stock Market Index (US500) including live quotes, historical charts and news. United States Stock Market Index (US500) was last updated by Trading Economics this July 23 of 2025.

DIPO-HK (Data of IPOs in Hong Kong) is a comprehensive dataset providing real-time insights into the Hong Kong IPO market. It offers in-depth coverage throughout the IPO lifecycle, featuring:

• Detailed company information,
• Subscription and allotment analytics
• Grey market trading insights.

Users can access crucial data fields such as offered share details, cornerstone investors and executive profiles, subscription levels, margin loan data, allotment success rates, trading prices, and volumes.

Designed for accuracy and timeliness, DIPO-HK sources IPO subscription/allotment data and grey market trading data from major local brokerages. It delivers daily and intraday updates and processes historical data in a point-in-time (PIT) manner since 2022.

With rich, structured datasets and advanced analytics, including forecasts for subscription success rates, DIPO-HK equips actionable insights to navigate the dynamic IPO landscape.

• Coverage: Newly Listed HK stocks • History: From 2022-01-01 • Update Frequency: Daily/Intra-day

NZX stock price, live market quote, shares value, historical data, intraday chart, earnings per share and news.