Asset class
Data Type
Data Frequency
Geography
Vendor
How to Access
Data Library
A guide to datasets available in QuantRocket
Some datasets, including US stock prices, are included with every software license. Other datasets can be purchased separately or pulled from third-party APIs.
Show Field Legend- Delisted stocks
- Indicates whether stocks that delisted due to bankruptcies, acquisitions, etc. are included in the dataset. Datasets with delisted stocks provide a more complete historical record, while datasets without delisted stocks are said to have "survivorship bias". Read a blog post about survivorship bias.
- Price type
- Pricing data can either be "consolidated" or from the "primary exchange". Consolidated prices provide combined trading activity from all exchanges within a country. Primary exchange prices provide trading activity from the primary listing exchange only. Both have pros and cons. Consolidated prices provide a more complete picture of total trading volume. Primary exchange prices provide a truer indication of the opening and closing auction price. Learn more.
- Updates
- How frequently data is updated.
- How to Access
- There are 3 categories of data. (1) Some datasets are included with the software. (2) Some datasets are available as a separate purchase from the QuantRocket website. (3) Some datasets can be purchased from third-party websites and used in QuantRocket.
US Stock Prices
QuantRocket
end-of-day and 1-minute intraday prices for US stocks and ETFs, included with software license
- Asset classes
- equities
- Geography
- US
- Data Type
- prices
- Data Frequency
- end-of-day and historical intraday
- History
- 2007 - present
- Adjustments
- split- and dividend-adjusted
- Delisted stocks
- Yes
- Price type
- consolidated
- Updates
- nightly with previous day's prices
- How to Access
- included with software
- Learn more
Global Market Data
Interactive Brokers
historical and real-time market data covering multiple asset classes for over 60 global exchanges
- Asset classes
- equities, futures, FX, indexes
- Geography
- over 60 global exchanges
- Data Type
- prices
- Data Frequency
- end-of-day, historical intraday, and real-time
- History
- varies, see usage guide
- Adjustments
- varies, see usage guide
- Delisted stocks
- No
- Price type
- consolidated or primary exchange
- Updates
- real-time
- How to Access
- subscribe via your Interactive Brokers account and use in QuantRocket; see Interactive Brokers market data pricing
US Company Fundamentals
Sharadar
corporate fundamentals for US stocks with over 20 years of history
- Asset classes
- equities
- Geography
- US
- Data Type
- fundamentals
- Data Frequency
- quarterly, annual, and trailing twelve month
- History
- 1990 - present
- Delisted stocks
- Yes
- Updates
- nightly
- How to Access
- See pricing
US Real-time Market Data
Alpaca
real-time market data for US stocks
- Asset classes
- equities
- Geography
- US
- Data Type
- prices
- Data Frequency
- real-time
- Delisted stocks
- N/A
- Price type
- consolidated
- Updates
- real-time
- How to Access
- subscribe via the Alpaca dashboard and use in QuantRocket
End-of-Day Global Stock Prices
EDI
end-of-day prices for nearly every stock exchange in the world
- Asset classes
- equities
- Geography
- global
- Data Type
- prices
- Data Frequency
- end-of-day
- History
- 2007 - present
- Adjustments
- split- and dividend-adjusted
- Delisted stocks
- Yes
- Price type
- primary exchange
- Updates
- nightly with previous day's prices
- How to Access
- See pricing
Custom Data
QuantRocket
import custom datasets and use them in QuantRocket
- Asset classes
- any QuantRocket-supported asset class
- Geography
- US or global
- Data Type
- fundamentals, prices, alternative data, etc.
- Data Frequency
- end-of-day or intraday
- How to Access
- data import features are included with software
- Learn more
US Insider Holdings
Sharadar
insider holdings and transactions for US stocks
- Asset classes
- equities
- Geography
- US
- Data Type
- fundamentals
- Data Frequency
- daily
- History
- 2005 - present
- Delisted stocks
- Yes
- Updates
- nightly
- How to Access
- See pricing
- Learn more
US Institutional Investors
Sharadar
institutional ownership data for US stocks
- Asset classes
- equities
- Geography
- US
- Data Type
- fundamentals
- Data Frequency
- quarterly
- History
- 2013 - present
- Delisted stocks
- Yes
- Updates
- nightly
- How to Access
- See pricing
- Learn more
End-of-Day US Stock Prices
Sharadar
end-of-day US stock prices with over 20 years of history
- Asset classes
- equities
- Geography
- US
- Data Type
- prices
- Data Frequency
- end-of-day
- History
- 1998 - present
- Adjustments
- split- and dividend-adjusted
- Delisted stocks
- Yes
- Price type
- consolidated
- Updates
- nightly with previous day's prices
- How to Access
- See pricing
- Learn more
End-of-Day US Fund Prices
Sharadar
end-of-day prices for US ETFs, CEFs and ETNs with over 20 years of history
- Asset classes
- equities
- Geography
- US
- Data Type
- prices
- Data Frequency
- end-of-day
- History
- 1997 - present
- Adjustments
- split- and dividend-adjusted
- Delisted stocks
- Yes
- Price type
- consolidated
- Updates
- nightly with previous day's prices
- How to Access
- See pricing
- Learn more
US Real-time Market Data
Polygon.io
real-time market data for US stocks
- Asset classes
- equities
- Geography
- US
- Data Type
- prices
- Data Frequency
- real-time
- Delisted stocks
- N/A
- Price type
- consolidated
- Updates
- real-time
- How to Access
- subscribe via Polygon.io website and use in QuantRocket
Reuters Worldwide Financials
Interactive Brokers
financial statements for global stocks
- Asset classes
- equities
- Geography
- global
- Data Type
- fundamentals
- Data Frequency
- annual, interim
- History
- 6 years for annual, 6 quarters for interim
- Delisted stocks
- No
- Updates
- as available
- How to Access
- free to Interactive Brokers account holders
- Learn more
Reuters Estimates and Actuals
Interactive Brokers
analyst estimates and actuals for global stocks
- Asset classes
- equities
- Geography
- global
- Data Type
- fundamentals
- Data Frequency
- quarterly, annual
- History
- 5 years for annual, 2 years for quarterly
- Delisted stocks
- No
- Updates
- as available
- How to Access
- free to Interactive Brokers account holders
- Learn more
Wall Street Horizon Earnings Announcement Dates
Interactive Brokers
forward-looking earnings announcement dates
- Asset classes
- equities
- Geography
- US and Canadian companies and select European and Asian companies
- Data Type
- fundamentals
- Data Frequency
- daily
- History
- none, forward-looking only
- Delisted stocks
- N/A
- Updates
- nightly
- How to Access
- subscribe via your Interactive Brokers account and connect to QuantRocket; see Interactive Brokers research pricing
How to Get Data in QuantRocket
There are three ways to get data in QuantRocket:
- Some datasets are included with every software license.
- Some datasets can be purchased separately from the QuantRocket website.
- Some datasets can be pulled from third-party APIs.
Pricing for datasets that are offered for separate purchase from the QuantRocket website can be accessed by clicking the pricing link under each dataset.
