FinzData + NautilusTrader
Point-in-time market data for NautilusTrader
NautilusTrader is a high-performance open-source trading platform; nautilus-finzdata fills its ParquetDataCatalog with FinzData's point-in-time, survivorship-free bars in one call.
InstallWhy it matters
Point-in-time correctness
- Survivorship bias. Delisted stocks included, point in time.
- No look-ahead. Bars stamped at their close, daily 16:00 New York, so strategies never see a bar early.
- Futures completeness. Every futures contract since 2007 plus continuous series.
Install
Use FinzData with NautilusTrader
pip install nautilus-finzdata
Set FINZDATA_API_KEY. A free key, email only: Get free key
from nautilus_finzdata import FinzDataLoader
loader = FinzDataLoader()
loader.to_catalog("catalog", symbols=["AAPL", "SPY"], start="2025-10-27", end="2026-10-23", futures=["ES"])
from nautilus_trader.persistence.catalog import ParquetDataCatalog
catalog = ParquetDataCatalog("catalog")
bars = catalog.bars(bar_types=["SPY.FINZDATA-1-DAY-LAST-EXTERNAL"])
Use BacktestNode with BacktestDataConfig(catalog_path="catalog", data_cls=Bar, bar_types=["SPY.FINZDATA-1-DAY-LAST-EXTERNAL"]).
Instruments and bars
Symbol mapping
| Pattern | Description |
|---|---|
| SYMBOL.FINZDATA | Stocks and ETFs, Equity |
| ROOT.c.0.FINZDATA | Continuous futures |
| ES.c.0.FINZDATA | Continuous E-mini S&P 500 futures |
| ESZ26.FINZDATA | Single contract |
| {id}-1-DAY-LAST-EXTERNAL | Daily bar type |
| {id}-5-MINUTE-LAST-EXTERNAL | 5 minute bar type |
| {id}-1-HOUR-LAST-EXTERNAL | 1 hour bar type |
Intervals: 1min, 5min, 15min, 30min, 1hour, 1day.
Built-in futures specs for ES, MES, NQ, MNQ, YM, RTY, M2K, CL, MCL, NG, RB, HO, PL, GC, MGC, SI, HG, ZN, ZF, ZT, ZC, ZS, ZW, VX, FDAX, FESX, E6, A6, B6, J6.
Coverage
Data scope
16,000+ US stocks that have traded on NYSE and Nasdaq since January 2000, delisted included, point in time; 231 ETFs; 139 futures markets with every contract since 2007; 1, 5, 15, 30-minute, hourly and daily bars; plus GEX for single stocks, ETFs and the major indexes, COT since 1986, 13F, SEC fundamentals as filed, 18,000+ macro series.
Pricing
Full history
Free key covers the last 12 months of daily data; intraday bars and full history from $19 per ticker or $29 per futures market, yours to keep: See full history
FAQ
Questions
Is FinzData affiliated with NautilusTrader?
No. FinzData is not affiliated with Nautech Systems or the NautilusTrader project. nautilus-finzdata is a community integration.
Does FinzData provide survivorship-free data for NautilusTrader?
Yes. All bars are point-in-time with delisted names included and stamped at close.
Can I backtest futures with nautilus-finzdata?
Yes. Every contract since 2007 plus continuous series are available with built-in specs.
Is a free API key available?
Yes. A free key covers the last 12 months of daily data, email only.
Can I use ParquetDataCatalog with BacktestNode?
Yes. Load data with FinzDataLoader then use BacktestDataConfig with catalog_path and bar_types.
FinzData is not affiliated with Nautech Systems or the NautilusTrader project.
FinzData: built for AI, quants, data scientists and financial analysts who backtest. Clean data. Real insights. Real alpha.