Stock Market Data
Stock market data covers current and historical activity in equities: executed trades, quotes (bid/ask), and volume. Depending on the use case, you might need end-of-day summaries, intraday bars, or near real-time updates. Accurate timestamps and correct session boundaries (trading hours, auctions) are critical.
A complete view often includes more than just prices:
- Trades (price, size, conditions)
- Quotes (bid/ask, sizes, spread)
- OHLCV bars for charting and analytics
- Optional order book depth and auction prints
- Reference data (tickers, exchanges, identifiers)
- Corporate actions (splits, dividends, symbol changes)
Corporate actions matter for consistent history. For example, splits and dividends can distort raw price series unless adjusted or explicitly recorded.
Consistency and normalization also matter because different venues and vendors can format symbols, timestamps, and fields differently. Reliable stock market datasets prioritize clear schemas, stable identifiers, and well-defined field meanings.
Why It Matters
Stock market data is essential for measuring performance, managing risk, pricing assets, testing strategies, and building analytics products.
What’s typically included in a stock market data feed
Trades, quotes, and volume are common fundamentals. Many feeds also include OHLCV bars. More advanced feeds may add level 2 depth, auction prints, and condition codes. Availability depends on whether the feed is end-of-day, intraday, delayed, or real-time.
How corporate actions affect stock market data
Corporate actions can change price history without changing economic value:
- Splits adjust share counts and per-share prices
- Dividends affect total return and can create price gaps
- Symbol changes can break joins if identifiers aren’t handled correctly
Including actions helps keep history consistent for charts and backtests.
Difference between quotes and trades
Quotes show current offers to buy/sell. Trades show executed prices. Using both helps assess liquidity, execution costs, and market impact.
Real-World Example
A portfolio app shows bid, ask, last trade, and daily volume. After a stock split, corporate action data is used to adjust historical charts so users can compare performance consistently.
Stock market data and Stock API
FinFeedAPI’s Stock API provides structured price history and key market fields for analytics. It’s useful for charts, screening, alerts, and backtests with consistent symbol and time formats.