Market data API
Market data and financial data API for quants
Clean, point-in-time financial data for backtests that hold up live: prices, positioning, ownership, fundamentals and macro behind one key.
Datasets in one market data API
- Stock and ETF prices: 16,000+ US stocks since January 2000, delisted names included (survivorship-free), 231 ETFs, daily, hourly, 5-minute and 1-minute bars
- Positioning: CFTC Commitments of Traders since 1986, dealer gamma (GEX), short interest since 2017
- Ownership: every 13F filer since 2013, mutual fund holdings, insider transactions
- Fundamentals: SEC XBRL facts and standardised statements, point in time
- Macro: 350+ US series with every revision (ALFRED vintages), consumer credit, liquidity
Full catalogue: datasets.
Why point-in-time financial data matters
Backtests go wrong when they see data that was not available yet: restated fundamentals, revised macro prints, or a universe that quietly drops the companies that failed. FinzData keeps what was known on each date (as_of) and keeps delisted stocks, so a strategy is tested on the market as it really was.
import finzdata as yf
c = yf.Client()
c.macro("CPIAUCSL", as_of="2020-03-01") # CPI as known that day
c.fundamentals(ticker="AAPL", as_of="2023-06-30")
c.cot(report="legacy_fo", code="088691") # gold positioningAccess
REST API with JSON, CSV and Parquet, and a Python client (pip install finzdata). Free key for the last 12 months; look-back bundles for full history; Institutional for everything plus commercial use.
Frequently asked questions
What is a market data API?
An interface that returns prices and other market information to your code. FinzData's covers prices plus positioning, ownership, fundamentals and macro, built for research and backtesting.
Is the data real time?
FinzData focuses on clean historical and end-of-day data, updated daily after the close, not streaming quotes.
Can I download bulk files?
Yes, paid plans include bulk downloads in CSV and Parquet alongside the API.
Where does the financial data come from?
Public records at source (SEC, CFTC, FINRA, Federal Reserve) and licensed vendor data with redistribution rights.