Real-Time, EOD, Intraday & Historical Stock Prices, On-Demand

Chelsea Caltuna
March 9, 2020

The world runs on market data, and getting laggy, incomplete, or unreliable market data can cost you in more ways than one. In this blog, we’re covering what kinds of market data Intrinio provides, how to access it via the API and Excel, how much it costs, and more. 

What types of market data does Intrinio offer?   

Here’s a look at some of our most popular types of market data: 

  • Real-time snap and streaming equity prices
  • 15-minute delayed snap equity prices
  • Real-time and delayed US options prices
  • Historical intraday and EOD prices for stocks, ETFs, and options

What access methods are available for market data?   

Real-time, intraday, and EOD market data is available via our Web API. For real-time prices, you may also have the option to use our WebSocket API. Pulling prices via Web API makes sense for EOD prices or real-time prices if you don't need to update the data very often. If you want to stream a high volume of real-time prices, a WebSocket API will work better.  

We’ve provided extensive documentation to help you get started with the Intrinio API. You can also use our API Explorer to build the correct syntax for the API calls you need to make. 

We have SDKs in six popular programming languages that wrap around the Intrinio API. Currently, we offer SDKs for: 

Market data can also be pulled via the Excel add-in, which wraps around the Intrinio API and provides a simple access method for analysts and non-developers.

Historical market data is available in CSV format with up to 50+ years of history. If you prefer using a database for your market data, you’re in luck – we recently integrated with Snowflake to provide powerful direct database access for our customers. 

Not sure which access method is right for your use case? This blog will help you choose the right one.

How do you access market data via API?

Our Web API is built by developers, for developers. This article offers a great introduction with links to documentation and other useful tools.  

The prices endpoint makes it easy to get multiple high/low/open/close (HLOC) datapoints in a single API call:

https://api-v2.intrinio.com/securities/AAPL/prices

For US securities, you can just vary the ticker parameter and for international securities, you simply add the exchange. You can also get real-time stock prices via Web API:

https://api-v2.intrinio.com/companies/AAPL/data_point/last_price/number

If you are interested in pulling prices for a specific range of dates, the historical_data endpoint can be used as well as the prices endpoint:

https://api-v2.intrinio.com/companies/AAPL/historical_data/close_price?start_date=2014-01-01&end_date=2015-01-01

The securities endpoint can be called with an optional parameter, last_crsp_adj_date, that returns a list of securities that have adjusted their stock prices due to a corporate event. This parameter is useful for configuring your application to only update historical prices if they have changed.

How do you access market data via Excel?

Typically, non-developers prefer to download financial data to Excel for analysis. Real-time, intraday, and historical/EOD stock prices for US and international exchanges are available in this format. Users can utilize the IntrinioSecurityPrices template that comes with the download or the "datapoint" function to build custom templates.

To get the most recent close price:

=intriniodatapoint("AAPL", "close_price")

Or the most recent real-time price:

=intriniodatapoint("AAPL", "last_price")

This same "=intriniodatapoint("identifier", "tag") formula can be used to get international EOD prices as well.

A second formula, "=intriniohistoricaldata" can be used in Excel to pull historical stock prices as well as other data.

=intriniohistoricalprices("AAPL", "low", 1, "2006-01-01", "2016-01-01", "daily")

The historical data includes adjusted data points that account for splits, reverse splits, and dividends. Index prices don't include adjusted figures since indexes don't have splits or dividends.

The Intrinio Excel add-in was built using Intrinio's API. So, you can type this into a cell to pull the latest real time price for AAPL:

=intriniodatapoint("AAPL", "last_price")

or this to pull the EOD price for a NSE listed stock from India:

=intriniodatapoint("BHEL:IS", "close_price")

or this to see the volume for Microsoft from 1 week ago:

=IntrinioHistoricalPrices("MSFT","volume", 7, "2014-01-01", "2016-01-05", "daily")

How much does Intrinio's market data cost?   

Our data experts build a custom market data solution that meets your business needs and budget. Request a consultation with our team to discuss pricing with our experts.

If you plan to pull market data via API, it helps to understand the difference between pricing for our Web API and WebSocket APIs. The Web API is priced by how the data is used (i.e., internal or display use) and the amount of data used within a given time period. The Excel add-in is subject to the same limits, since the API is making calls in the background to pull the data into Excel.

WebSocket APIs are priced by concurrent connections. For example, your plan may allow for 10 concurrent connections, meaning you can stream the real-time prices for up to 10 stocks as they’re updated on the exchange. The plan may allow for a total of 1,000 total daily connections, meaning a user can connect up to 1,000 different security pricing feeds over the course of a day, changing them as necessary. 

Why get market data from Intrinio?   

Top providers. Intrinio brings together feeds from leading providers for US-based exchanges like Nasdaq, NYSE, BATS, and IEX, as well as exchanges all over the world.  

Low latency. Decisions are made around stock price data in fractions of a second. Our real-time stock price feeds are low latency, so you can react quickly and competitively to changes in the market.  

One destination. Whatever your use case, our experienced team will pair you with the right stock prices feed for your requirements and budget. Don’t see what you need? We’ll help you find it.  

Expert support. Our dedicated support team is available via email, live chat, and our ticketing system seven days a week – we’re always on hand to answer questions and resolve issues.

Check out this blog for six more reasons to partner with Intrinio for market data.

How do you get started?

Market data is complicated – there are many types of market data, many access methods, and many different exchanges and legal requirements to consider. Our team can build a custom market data solution for you and drastically simplify the process of licensing and integrating market data.

Ready to get started? Request a free, one-on-one consultation with one of our data experts.

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