What Types of Market Data Does Intrinio Offer?

Andrew Carpenter
November 18, 2020

This article explains the types of market data solutions we can provide. Read the companion article to find out why a company would want to partner with us to license market data.  

Who is Intrinio?

We’re a full-service financial data and data technology partner for businesses. We put together custom solutions across numerous providers, delivery mechanisms, and data types with world-class technology and support.  

What is market data?

Market data includes prices and trade-related data for securities. Stock prices are the most common form of market data; however, even basic stock prices can come from exchanges across the globe in real-time, end of day, delayed, and other formats.  

Our Market Data

Here are the types of data we can provide through our platform or source through our network:

Real-Time Single Exchange Prices

Real-time single exchange prices have no delay and are used by traders, websites, and internal applications where the increased cost and complexity are justifiable compared to delayed prices.  

Real-time prices coming from a single exchange include bids, asks, timestamps, and last sale datapoints. Because they come from a single exchange, this data will have “drift” from the National Best Bid and Offer (NBBO) across all exchanges. A higher-volume exchange, such as NASDAQ, will have less drift than a lower-volume exchange, such as IEX.

In addition to different trading volumes, each exchange has different reporting requirements and fees. These fees can be hefty and include per-user costs and entitlement requirements as well as complex paperwork and regulatory oversight.

We advise our clients on the right exchange to minimize costs and work with the exchanges to coordinate paperwork, reporting, and delivery. Integration for real-time data can one of the biggest headaches for clients after real-time data is licensed. We provide SDKs, developer consulting, WebSocket and REST APIs, and third-party coordination as well as ticketing and account management to get you up and running faster.    

15-Minute Delayed Snap Quotes

Market data that updates throughout the day is commonly referred to as intraday stock prices. Businesses that need this data for trading or increasing engagement on web-based research platforms typically start with a 15-minute delay from the most recent stock price.

Unless your company truly needs real-time data, we recommend this delay for two reasons. The first is to save you money: 15-minute delayed data is much more affordable, generally saving clients between $1,000 and $5,000 per month over true real-time data. The second is ease of implementation: for many delayed datasets, there are no exchange reporting requirements or per-user tracking features and entitlement systems that must be added to an application.

15-minute delayed data can come from almost any exchange or a consolidated, cross-exchange feed. Because it’s delayed, it is typically delivered via a REST API.  

Options

Options are more complex than other types of market data with dozens – or even hundreds – of contracts and expiration dates for a given security. We can deliver this immense volume of data in many formats including up to 10 years of historical data, with a 15-minute delay or in real time.  

We recommend starting with a 15-minute delayed trial feed. This option has no exchange fees for internal use, and we waive any fees during the testing period. Upgrading to real-time options from the 15-minute delayed data feed is a simple process; the connection to the OPRA exchange is technically very similar and our experts will help facilitate the paperwork.  

Historical data for charting or backtesting can be added via API, bulk download, or other methods to complete the solution.  

Historical End of Day US Stock Prices

Useful for creating graphs of historical performance, this dataset forms the core of many backtesting and investor terminal/research web applications. It includes 50+ years of historical stock prices for US stocks with both unadjusted (necessary for backtesting) and adjusted end of day stock prices. Adjustment factors as well as splits and dividends are included.  

This dataset is also available for over the counter (OTC/Pink Sheet) stocks in the US. Delisted securities are included back to 2007. It is updated once daily after markets close and can be delivered via restful API, SQL queries through Snowflake, Excel add-in, and bulk download.  

Historical Tick Data for US Stock Prices

High-frequency traders and those looking to backtest stock performance with a greater level of granularity can receive historical stock prices at the tick level or with minute-level bars. This complex dataset includes huge amounts of daily data for each stock and is therefore typically delivered via bulk download or FTP.

Tick data can come from multiple exchanges and multiple providers at varying degrees of magnification. Depending on the use case, we’ll recommend a solution that meets the specific needs of your business.  

Consolidated Real-Time Stock Prices

Rather than obtaining stock prices from a single exchange, some applications require a “consolidated tape” which aggregates trade data from the major exchanges to provide the NBBO and most accurate volume data. This feed can be delayed or real-time and is generally the highest-quality, and most expensive, solution for platforms that have the sophistication to digest it.  

International End of Day Prices

We can license end of day prices, including adjusted and unadjusted data, from more than 100 international exchanges. The NSE in India and the LSE in London are two popular examples of EOD data from around the world. We can license regions and continents, and facilitate trials, bulk downloads, and API delivery of these datasets for use in nearly any internal or display application.  

Explore our market data page to learn more about our solutions and technology. Ready to get started? Request a consultation with our team to design a custom solution that meets your data needs.

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