# Rust Market Data API: the finzdata Crate

Source: https://finzdata.com/rust-market-data-api

Official Rust client for FinzData: cargo add finzdata. Stocks since 2000 with delisted names, every futures contract since 2007, point-in-time GEX, FX…

Rust

# Rust market data API: the finzdata crate

Point-in-time market data in idiomatic Rust. One crate, typed results, async or blocking: stocks since 2000 with every delisted name, every futures contract since 2007, point-in-time dealer gamma, FX, indexes, crypto, COT and macro exactly as it was known.

```
cargo add finzdata
cargo add tokio --features macros,rt-multi-thread
```

[crates.io/crates/finzdata](https://crates.io/crates/finzdata) · [docs.rs/finzdata](https://docs.rs/finzdata) · [API docs](https://finzdata.com/docs) · [Shop](https://finzdata.com/shop)

## Quickstart

```
#[tokio::main]
async fn main() -> finzdata::Result<()> {
    let fz = finzdata::Client::new()?;                         // reads FINZDATA_API_KEY

    let aapl = fz.prices("AAPL", Some("2020-01-01"), None, None).await?;            // daily, delisted-aware
    let es   = fz.futures_bars("ES", None, true, None, Some("1min"), Some("2024-01-02"), None).await?;
    let gex  = fz.gex("SPX", Some("2020-01-01"), None).await?;                      // point-in-time dealer gamma
    let eur  = fz.fx_bars("EURUSD", Some("1hour"), Some("2025-01-01"), None).await?;
    let btc  = fz.crypto_bars("BTC-USD", Some("1day"), Some("2015-01-01"), None).await?;
    let cpi  = fz.macro_obs("CPIAUCSL", None, None, None, Some("2022-06-30")).await?; // CPI as known that day

    println!("{} {} {} {} {} {}", aapl.len(), es.len(), gex.len(), eur.len(), btc.len(), cpi.len());
    Ok(())
}
```

No async runtime? `finzdata::blocking::Client` has the same methods. Any other endpoint: `fz.get::<finzdata::Row>("/v1/...", &params)`.

## What the crate covers

| US stocks | 16,000+ stocks that have traded on NYSE and Nasdaq since January 2000, 9,000+ delisted, and 5,100+ ETFs: `prices`, `minutes` (1, 5, 15, 30-minute, hourly) |
| --- | --- |
| Futures | 139 markets, every contract since 2007, continuous series and the roll calendar: `futures_daily`, `futures_bars`, `futures_contracts` |
| Options gamma (GEX) | Point-in-time dealer gamma for 11,200+ stocks, ETFs and the major indexes since 2010: `gex`, `gex_strikes` |
| FX, indexes, crypto | 79 currency pairs, 123 indexes (SPX, NDX, VIX term structure, DXY), 512 crypto pairs: `fx_bars`, `index_bars`, `crypto_bars` |
| Positioning and macro | CFTC COT since 1986, 22,700+ macro series with every vintage, SEC fundamentals as filed, 13F holders: `cot`, `macro_obs`, `fundamentals`, `holders` |
| Tick data and Global Macro Pulse | Tick trades for 1,100+ stocks and ETFs; shipping chokepoints, ports, air and toll traffic: `ticks`, `pulse` |

## Built for Rust backtesters and trading systems

Use the crate to feed a backtester written in Rust, a low-latency research pipeline, or an AI agent's tools. Results deserialize into typed structs (`Bar`, `FuturesDay`, `GexDay`, `MacroObs`), requests are gzip-compressed over rustls, and every dataset is point in time, so what your strategy sees is what the market knew on that date.

Prefer Python? `pip install finzdata`. Working in Claude, ChatGPT or Cursor? Connect the [FinzData MCP server](https://finzdata.com/mcp).

## Questions

### Is there a Rust crate for historical stock and futures data?

Yes. cargo add finzdata installs FinzData's official Rust client. It covers 16,000+ US stocks since 2000 with 9,000+ delisted names, every contract of 139 futures markets since 2007, point-in-time GEX, 79 FX pairs, 123 indexes, 512 crypto pairs, COT since 1986 and 22,700+ macro series.

### Does the finzdata crate support async and blocking code?

Both. finzdata::Client is async on tokio; finzdata::blocking::Client has the same methods for code without an async runtime.

### What bar sizes does the Rust client return?

Tick trades, 1-minute, 5-minute, 15-minute, 30-minute, hourly and daily bars, for stocks, futures, FX, indexes and crypto.

### Is the data point in time?

Yes. Delisted companies stay in the history, SEC fundamentals are as filed, and macro series keep every vintage, so a backtest only sees what was known on each date.

### How do I get an API key?

A free key needs only an email at https://finzdata.com. Set FINZDATA_API_KEY and finzdata::Client::new() reads it.

Our commitment: the best breadth and depth of market data at the best value. [Get a free API key](https://finzdata.com).