Historical Data

Historical Quotes

Historical pricing for a security consists of daily candles (OCHLV). This data will usually cover the entire lifetime of the company if sending reasonable start/end times. You can fetch historical pricing for options by passing the OCC option symbol (ex. AAPL251226C00270000) as the symbol.

Notes: Historical data may not be dividend adjusted as this relies on the exchanges to report/adjust it properly. Historical options data is not available for expired options.

Time & Sales

Time and Sales (timesales) is typically used for charting purposes. It captures pricing across a time slice at predefined intervals.

Tick data is also available through this endpoint. This results in a very large data set for high-volume symbols, so the time slice needs to be much smaller to keep downloads time reasonable.

Note: tick data is not available in the sandbox/paper trading environment

Whereas historical quotes are available across the lifetime of the security, time and sales data provides greater depth in time for larger intervals.