The getQuote API is used to request price data, either real-time, delayed or end-of-day, by symbol. In addition to Last Price or Settlement, other fields such as Open, High, Low, Close, Bid, Ask, 52-week high and low, and more are available.
The getHistory API is used to request historical time series data on stocks, indices, mutual funds, ETFs, futures, indices or forex pairs. Historical data is available as tick, minute or end-of-day data.
Custom Data. The getData API is a custom query to request any combination of market data fields we make available. Contact us to design a custom getData API.
Get the close price for given instruments for the given date.
The getQuoteEod API is used to request end-of-day price data, by combined exchange & symbol, for every equity, future, and fund in the world.
Receive all real-time or delayed stock and/or index price data by exchange through a single onDemand query.
Receive all real-time or delayed, or end-of-day Futures data by exchange through a single onDemand query.
The getFuturesOptions API provides EOD options data such as strike, expiration date, volatility, etc.
The getSpecialOptions API provides delayed ("I") and end-of-day ("D") data for short-dated and weekly futures options.
The getEquityOptions API provides EOD options data such as strike, expiration date, volatility, etc.
The getEquityOptionsIntraday API provides intraday options data such as strike, expiration date, volatility, etc.
Get historical prices for equity option.
The getOptionsScreener API allows a user to screen for specific equity and etf option strikes using a variety of filters and parameters that highlight where unusual options activity may be occuring. Users can build powerful market scanners to implement professional trading strategies.
Ameribor® is an interbank interest rate reflecting the borrowing rates based on actual transactions of the members of the American Financial Exchange (AFX). Ameribor is a transaction-based short-term interest rate based on loans executed between U.S. depositories on the American Financial Exchange Electronic Trading System. The rate is calculated using the 30 trading day rolling average of the weighted average daily volume in the AFX overnight unsecured market. The rate is denoted as a 360-day annualized percentage rate up to the fifth decimal.