Historical Tick-by-Tick Stock Market Data

FinFeedAPI provides T+1 historical stock market data from 40+ global exchanges, including IEX and Euronext, covering over 11,000 listed companies. The API delivers Level 1, Level 2, and Level 3 order book data with nanosecond-precision timestamps, with historical depth varying by exchange to support research, backtesting, and compliance use cases.
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11K+
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Companies
99.9
%
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SLA uptime
50
TB
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Historical market data
25
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Integrations in progress

How do you query and work with FinFeedAPI stock market data?

FinFeedAPI stock data is accessed by querying specific endpoints by symbol and trading date, allowing to request only the data they need. APIs are organized by data type - such as trades, quotes, order books, administrative messages, system events, and OHLCV - making it easy to build repeatable workflows for research, backtesting, and compliance without downloading unnecessary data.
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What data will you get?

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Historical Stock Prices (T+1)
Access T+1 historical equity price data for supported symbols across global exchanges. Price history is available through OHLCV endpoints with configurable time ranges and periods.
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Tick-by-Tick Event Data
Retrieve tick-level market events where each message includes nanosecond-precision timestamps. Timing is based directly on raw exchange feeds for accurate event sequencing.
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Trade Data
Retrieve tick-level market events where each message includes nanosecond-precision timestamps. Timing is based directly on raw exchange feeds for accurate event sequencing.
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Level 1 Market Data (Quotes)
Access best bid and best ask quotes, including prices, sizes, and timestamps. Level 1 data is available per symbol and date through the Level 1 Quotes endpoint.
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Level 2 Market Data (Price Level Book)
Retrieve aggregated depth-of-book data showing available liquidity across multiple price levels. Level 2 data groups orders by price level rather than individual orders.
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Level 3 Market Data (Order Book)
Access the full order book with individual orders, including order-level updates and timestamps. Level 3 data provides the most detailed view of market activity where supported by the exchange.
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Administrative Market Messages
Receive exchange administrative messages such as trading halts, auction information, directory updates, and short-sale restrictions. Admin messages are available per symbol and trading date.
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System-Level Exchange Events
Access system events including session start, market open, market close, and full-session boundaries. These events provide context for intraday market behavior and session-level analysis.
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OHLCV Time-Series Data
Retrieve OHLCV candle data returned in time-ascending order for configurable periods. Supported intervals include seconds, minutes, hours, days, months, and years, depending on the exchange.
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Latest OHLCV Snapshots
Access the most recent OHLCV data points for a given symbol and period. The Latest endpoint acts as a shortcut to historical OHLCV with automatically derived time ranges.
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MCP support for simple integration

FinFeedAPI supports the Model Context Protocol (MCP), an open standard that makes our financial data easy for AI systems to understand and use.

This gives LLMs, agents, and automated tools direct access to stock, FX, prediction market, and SEC data without manual integration work.

Other benefits include:

  • AI-ready data: AI models can use FinFeedAPI data right away — no extra tools or special setup
  • One place to access everything: All FinFeedAPI products use the same MCP protocol.
  • Fewer mistakes: Clear data schemas help catch errors early, making your AI tools more stable
  • Automatic Updates: New data and endpoints show up instantly in your AI tools. No code changes needed.

Stock API allows you to...

Reconstruct full market depth for a trading day
Use Level 3 order book, Level 2 price levels, and Level 1 quotes to replay the complete order book for a symbol and date.
Analyze intraday trading activity at tick level
Work with tick-by-tick trades and quotes carrying nanosecond-precision timestamps to study spreads, execution quality, and short-term price dynamics.
Correlate trades, quotes, and order book changes
Combine trade data, quotes, and order book updates for the same symbol and session to analyze how order flow impacts price movement.
Identify market events and trading interruptions
Retrieve administrative messages such as halts, auctions, and short-sale restrictions and align them with price and volume changes.
Segment analysis by trading sessions
Use system-level exchange events (market open, market close, session boundaries) to separate pre-market, regular, and post-market behavior.

Use cases

Use Case: AI Agents

AI agents rely on accurate, structured stock market data to analyze trends, make predictions, and automate decisions, but inconsistent data formats and delayed feeds limit their effectiveness. Developers often face challenges sourcing reliable historical market data through APIs that are flexible enough for AI-driven workflows.

Learn how we solved that
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