Intraday data

5-minute historical stock data

5-minute OHLCV bars for 6,924 US stocks back to January 2000, built from our 1-minute record. A fifth of the rows of 1-minute data, with most of the intraday detail kept.

Get a free API key See pricing Download free samples

What 5-minute bars look like

AAPL 5-minute bars, October 19, 2026 (US Eastern, start-stamped, unadjusted)
TimeOpenHighLowCloseVolume
09:30340.77343.88340.12343.701,593,160
09:35343.69344.75342.80344.20615,597
09:40344.20344.62343.75344.10512,530
09:45344.11344.26343.33343.47381,471
09:50343.47344.11343.16344.04344,580

78 5-minute bars cover a regular session; AAPL had 191 on October 19, 2026 counting pre-market and after-hours. A year of regular-session 5-minute bars is about 19,656 rows per stock. Download a free sample file.

Get 5-minute bars in Python

import finzdata as yf

# yfinance-style
df = yf.Ticker("AAPL").history(start="2015-01-01", end="2015-02-01", interval="5m")

# or the client, with split- and dividend-adjusted prices
c = yf.Client()
bars = c.minutes("AAPL", start="2015-01-02", end="2015-01-31", interval="5min", adjust="all")

Or call the REST API directly:

curl -H "X-API-Key: $FINZDATA_API_KEY" "https://data.finzdata.com/v1/prices/minute?symbol=AAPL&start=2024-01-02&end=2024-01-05&interval=5min&format=csv"

What 5-minute bars are used for

Intraday momentum and mean reversion

5-minute bars are the common default for day-trading research: enough detail to time entries, little enough noise to see the trend.

VWAP and volume-profile work

Each bar carries the summed volume of its five minutes, so session volume curves and VWAP benchmarks come straight out of it.

Multi-year intraday backtests

A year of 5-minute bars is about 19,700 regular-session rows per stock, so decades across thousands of stocks stay manageable.

Charting and features for models

A standard bar size for technical indicators and for features fed into machine-learning models.

Coverage

6,924 US stocks listed on the NYSE and Nasdaq have intraday history. How many start by each year:

Intraday history starting byUS stocks
20001,070
20051,528
20102,393
20153,103
20204,320
Today6,924

Daily bars go further: every one of 16,000+ US stocks since 2000, delisted names included. See historical stock data.

How the bars are built

Every intraday bar is built from FinzData's 1-minute record. Bars are aligned to the clock and stamped at the start of the interval in US Eastern time. Open is the first minute's open, close the last minute's close, high and low the extremes, volume the sum. Minutes with no trades are left out, never forward-filled. Sessions: pre-market 4:00 to 9:30, regular 9:30 to 4:00, after-hours 4:00 to 8:00 p.m. Prices are stored as traded; ask for split- and dividend-adjusted prices with adjust="all".

Plans

1-minute, 5-minute, 15-minute and 30-minute bars come with the 25-year ($575), 30-year ($670) and Institutional ($975) history bundles, or for a single stock from $19 in the shop. Tick-level trades come with Institutional.

Frequently asked questions

How many 5-minute bars are there per day?

78 in the regular session and up to 192 with pre-market and after-hours. AAPL had 191 on October 19, 2026.

How are 5-minute bars built?

From 1-minute bars, aligned to the clock: the 9:30 bar covers 9:30:00 to 9:34:59. Open is the first minute's open, close the last minute's close, high and low the extremes, volume the sum.

How far back does 5-minute data go?

As far as each stock's 1-minute record: January 2000 for 1,070 stocks and 2010 for 2,393.

yfinance only gives 60 days of 5-minute data. Do you have more?

Yes. FinzData keeps the full history, more than 26 years for the longest-listed names, through a yfinance-style Python client.