Market data

Market data, included

Futures, US stocks and options on both, from yearly bars down to every trade and quote. There is no data vendor to sign up for and no egress fees.

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History included

FuturesCME GlobexUS EquitiesNYSE · Nasdaq · ARCAEquity OptionsOPRAFutures OptionsCME Globex
Bars16 years8 years13 years16 years
Trades16 years12 months3 years16 years
Quotes16 years12 months3 years16 years
Depth30 days30 daysNot offered30 days

40+ futures markets, 8,000+ US stocks, and full options chains on both.

What each record holds

  • Bars

    7736.007732.257728.25

    Open, high, low, close and volume for each interval. Second, minute, hour and daily bars are stored; any coarser interval, up to a year, is resampled from them when you ask.

    • Open time
    • Open
    • High
    • Low
    • Close
    • Volume
    Fields and example data

  • Trades

    TimePriceSize
    09:30:00.0000147,729.003
    09:30:00.0000157,729.253
    09:30:00.0022987,729.253
    09:30:00.0023117,729.251
    09:30:00.0023257,729.251
    09:30:00.0028267,729.254
    09:30:00.0030547,729.2517
    09:30:00.0041717,729.502
    09:30:00.0000147,729.003
    09:30:00.0000157,729.253
    09:30:00.0022987,729.253
    09:30:00.0023117,729.251
    09:30:00.0023257,729.251
    09:30:00.0028267,729.254
    09:30:00.0030547,729.2517
    09:30:00.0041717,729.502

    Every trade printed, with its price, its size and the side that crossed the spread to make it, stamped to the nanosecond.

    • Time (ns)
    • Price
    • Size
    • Aggressor side
    Fields and example data

  • Quotes

    Ask7,729.2526
    Spread 0.25
    Bid7,729.0024

    The best bid and offer and their sizes, every time either changes. For stocks and equity options there is also the best price across all exchanges, with the exchange showing each side.

    • Time (ns)
    • Bid
    • Bid size
    • Ask
    • Ask size
    Fields and example data

  • Depth

    7730.0040
    7729.7544
    7729.5038
    7729.2526
    247729.00
    397728.75
    427728.50
    457728.25

    The ten best price levels on each side of the book, with the size and number of orders at each, on every change. Kept for the most recent 30 days; stock depth is the Nasdaq book.

    • Time (ns)
    • 10 bid levels
    • 10 ask levels
    • Size
    • Order count
    Fields and example data

  • Options

    Every listed contract in a chain with its strike and expiration, filtered by date, expiry and strike. Then bars, trades and quotes for any contract, or for the whole chain at once.

    • Strike
    • Expiration
    • Underlying
    • Multiplier
    Fields and example data

Contracts and continuous series

Ask for one contract or a continuous series. Prices are unadjusted unless you ask for back or ratio adjustment.

ESZ6
One contract, December 2026.
ES.v.0
Continuous front month, rolled on volume.
ES.c.0
Continuous, rolled on the calendar. ES.n.0 rolls on open interest.
ES.FUT
Every ES contract at once, for working with the whole chain.

Four ways in

  • The agent

    Ask in plain English. It pulls the data, writes the code and runs it in your workspace. It also reads FRED and SEC EDGAR.

  • Python SDK

    qpd.Historical() in any notebook or script: one get_range call for every market and schema.

  • REST API

    The same data with an API key. Bulk pulls stream back as Arrow.

  • MCP

    Claude Code, Codex and Cursor can search symbols, check coverage and preview bars.

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