Stock prices

Build price charts, portfolio marks, and market snapshots from normalized daily stock-price resources. Choose a single-security route for focused retrieval or the batch route when you need the latest available record for many tickers.

Choose a stock-price endpoint

Select a route based on the number of securities and trading dates you need.

Choose an adjustment method

Historical open, high, low, and close prices are unadjusted by default, so they match what traded on each date. Set adjustment=splits to restate those fields for later qualifying capital actions, or use adjustment=total_return to include qualifying cash dividends. Session volume remains raw.

Use unadjusted prices when you need the original exchange record. Use adjusted prices for continuous charts, return calculations, or models that compare values across corporate actions. Join the split calendar when you also need the event date, ratio, or stable split ID.

Read daily resources safely

Each resource identifies the qualified symbol and trading date, so it does not need a separate price ID. Single-security records always include close; open, high, low, volume, and currency can be null when unavailable.

The latest routes return daily records, not live streaming quotes. Inspect date before using a result. The batch route keeps every ticker in the feed and uses null quote fields when no price falls inside its 10-day freshness window.

Common use cases

Use price resources for daily market and investment workflows.

• Price charting. Build candlestick or line charts from historical daily prices, choosing unadjusted or adjusted values to match the chart's purpose.
• Strategy backtesting. Test strategies against split-adjusted or total-return series so later corporate actions do not create false price discontinuities.
• Portfolio valuation. Mark portfolio holdings with the latest available daily close and inspect date before treating the value as current.
• Market scanners. Create exchange-wide closing-price and volume scanners from the batch feed instead of requesting every ticker separately.
• Event studies. Study price behavior around earnings dates and stock splits by joining daily records with the corresponding event calendars.
• Quote quality monitoring. Detect missing or stale quotes while preserving the complete ticker universe and its explicit null price rows.

Plan and history access

Your plan controls how far back historical requests can reach. The batch latest route requires an Individual or higher plan. v2 and v3 share the same plan and request bucket.

Next steps

Choose a price route, then add security or corporate-action context.

• Retrieve historical stock prices.
• Retrieve one ticker's latest price.
• Page through the latest market snapshot.
• Resolve a security with ticker data.
• List stock splits.