Daily Bars Without Subscription
Daily bars without a subscription
Researchers and backtesters need years of end-of-day or minute bars for thousands of US stocks, including delisted names, without paying for a live feed they will never use. Monthly plans like Databento Standard $199/mo as of October 2026 bundle live data and force a recurring floor. This guide shows what bar-level research actually requires, how subscription vs one-time ownership compares using the data cost calculator, and how to own whole-market daily bars with FinzData.
What bar-level research actually needs
Realistic backtests start with the right bars. You need both adjusted and unadjusted daily bars, splits and dividends applied point-in-time, and a survivorship-free universe that includes delisted names. Without delisted stocks, returns look too good.
Minute to daily granularity matters for signal development, but most research is built on daily bars for years of history. You also need a point-in-time universe so your backtest does not peek at companies that did not exist on the test date.
Researchers also need consistent timestamps and no forward-filled gaps. FinzData stamps intraday bars at the start of each interval in US Eastern time and omits minutes without trades, never forward-fills.
Coverage depth is the difference between a toy test and publishable work. FinzData provides 16,000+ US stocks since January 2000 including delisted names, 231 ETFs, 1-minute to daily bars, point-in-time fundamentals, macro vintages, COT and 13F.
Subscription vs one-time ownership
Subscriptions meter access and bundle live data you may not need. As of October 2026, Databento's Standard plan is $199/mo and includes live data that bar-level researchers may not use, https://databento.com/pricing. You pay every month even if you only need historical daily bars.
Usage pricing adds uncertainty. Every re-run of a backtest can cost more, and you never own an archive you can share offline. That makes reproducibility hard for papers and teaching.
One-time ownership flips the model. With FinzData you buy history once and keep it. No recurring fees, no metered calls, no dependency on rate limits. You can export CSV, archive results, and share with collaborators.
Use the /tools/data-cost-calculator to compare total cost of ownership vs a monthly plan over 12, 24 and 60 months for your ticker universe and history window.
FinzData whole-market bundles and per ticker pricing
FinzData sells one-time purchases you keep. Whole-market bundles cover 16,000+ US stocks since 2000 including delisted names and 231 ETFs, 1-minute to daily.
- 5 years: $195
- 10 years: $290
- Up to 30 years: $670
Per ticker pricing is simple for focused research.
- $19 per ticker for 5 years of 1-minute to daily bars
- $49 for one ticker's full history since 2010
All purchases include adjusted and unadjusted daily bars, splits and dividends, and point-in-time universe files for survivorship checks. The Python client mirrors yfinance with pip install finzdata and import finzdata as yf.
Why delisted names and point-in-time matter
Survivorship bias inflates backtests. If you only test on companies that survived, you miss bankruptcies, mergers and liquidations. A realistic universe must include delisted names.
Point-in-time fundamentals and universe files ensure you only use information that was public on the test date. Restatements and late filings do not leak into your signals.
FinzData's whole-market bundles are built for this. 16,000+ US stocks since January 2000 including delisted names, with daily bars and 1-minute bars where available, plus point-in-time fundamentals, macro vintages, COT and 13F.
For researchers and backtesters who need years of end-of-day or minute bars for many US stocks but no live feed, ownership removes the monthly plan floor and gives a permanent, reproducible archive.
CODE: download a universe and run a simple momentum backtest
import finzdata as yf
import pandas as pd
# Example universe; the whole-market bundles add delisted names too
tickers = ["AAPL", "MSFT", "GE", "XOM", "JPM"]
# Download daily bars for the universe
# The client mirrors yfinance, so yf.download works with owned history
prices = yf.download(tickers, start="2000-01-01", interval="1d", auto_adjust=True)
print(prices.head())
# Simple 12-month momentum backtest on daily bars
returns = prices['Close'].pct_change(252)
latest = returns.iloc[-1]
ranked = latest.sort_values(ascending=False)
print("Top momentum tickers:", ranked.head(3))
# Survivorship check with delisted names
# ENRNQ is a delisted name; presence in the download confirms survivorship-free coverage
if "ENRNQ" in prices.columns.get_level_values(0):
print("Delisted name ENRNQ present, survivorship check passed")Start free
Start with a free API key and own the history you need when you are ready. The free tier gives last 12 months of every dataset, 1,000 API calls per day, no card.
Get a free API key at https://api.finzdata.com/ and explore samples and pricing.
Frequently asked questions
Do I need a subscription for historical daily bars?
No. FinzData sells one-time purchases you keep. Whole-market bundles are $195 for 5 years, $290 for 10 years, $670 up to 30 years. Per ticker is $19 for 5 years or $49 for full history since 2010.
Does FinzData include delisted stocks?
Yes. 16,000+ US stocks since January 2000 including delisted names, 231 ETFs, with daily to 1-minute bars and point-in-time universe files.
How does Databento Standard compare as of October 2026?
Databento Standard is $199/mo as of October 2026 and bundles live data. See https://databento.com/pricing for current rates.
Can I use yfinance code with FinzData?
Yes. pip install finzdata and import finzdata as yf. yf.download, yf.Ticker and yf.Client return pandas DataFrames compatible with existing research code.
Is the data adjusted for splits and dividends?
Yes. Both adjusted and unadjusted daily bars are provided with splits and dividends applied point-in-time.