Where can I get historical ETF price data for backtesting?
Short answer: FinzData provides point-in-time historical ETF price data for backtesting with 231 ETFs, daily and intraday bars, and point-in-time options GEX. Data is delivered via CSV downloads, REST API and MCP server for AI agents, with a free tier and one-time purchase pricing.
What the ETF historical data covers
FinzData covers 231 ETFs with survivorship-free historical bars. Coverage includes 1-minute, 5-minute, 15-minute, 30-minute, hourly and daily bars for backtesting. The catalog also includes 16,000+ US stocks since 2000 with delisted included, 139 futures markets with every contract since 2007 plus continuous series, point-in-time options gamma exposure for 11,200+ single stocks, ETFs and major indexes since 2010, CFTC COT since 1986, 13F holdings, SEC fundamentals as filed, and 18,000+ macro series with every vintage kept.
- ETF bars: daily and intraday, point-in-time
- Options GEX: gamma flip, net, call and put gamma, call wall and put wall, open interest and put/call ratio
- Related data: futures, stocks, macro, crypto since 2015
How to get the data via CSV, API or MCP
Delivery is CSV downloads, a REST API and an MCP server that ChatGPT, Claude and other AI agents can connect to. Server-side backtests are available.
- CSV: bulk historical ETF price data downloads for local backtesting
- API: https://api.finzdata.com with 1,000 data calls a day on the free key
- MCP: https://api.finzdata.com/mcp for agent access
Browse the full catalog at https://finzdata.com/datasets.
How it avoids backtest pitfalls
Backtests stay clean with point-in-time data and no look-ahead bias. SEC fundamentals are as filed, macro series keep every vintage so revisions never leak in, and delisted securities are included for survivorship-free results.
- Point-in-time options GEX with gamma flip, call wall and put wall per row
- Continuous futures built from every contract with roll dates kept
- Historical ETF price data is timestamped and consistent for reliable backtest signals
Cost and free tier
FinzData is bought once with one-time purchase pricing at https://finzdata.com/shop. One futures market with full history is $39 as an example price point.
Free API key with just an email at https://finzdata.com includes the last 12 months of daily US stock bars, COT, SEC fundamentals, US macro series and 13F holdings, and the last 30 days of futures and daily GEX, with 1,000 data calls a day. Free daily GEX levels are at https://finzdata.com/gex-levels-today.
Questions
Does FinzData include delisted ETFs in historical data?
Yes. The dataset is survivorship-free and includes delisted securities for accurate backtesting.
What bar frequencies are available for ETF historical data?
1-minute, 5-minute, 15-minute, 30-minute, hourly and daily bars are available.
Can I download ETF historical data as csv?
Yes. CSV downloads, REST API and MCP server are supported for ETF historical data.
Is there a free tier for ETF backtesting?
A free API key provides the last 12 months of daily US stock bars and the last 30 days of futures and daily GEX with 1,000 calls per day.
How many ETFs are covered historically?
FinzData covers 231 ETFs with point-in-time historical bars for backtesting.
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