Financial data guides

Guides to market data, alternative data and quant research infrastructure

Practical notes on market data APIs, historical prices, tick data, order book data, hedge fund data sources, backtesting and research tooling.

Market data API

A practical guide to market data APIs, including real-time feeds, historical prices, asset-class coverage, latency, licensing and integration checks.

market data API · real time market data API · historical market data API · stock market data API

Financial data API

A practical guide to financial data APIs for prices, fundamentals, filings, macro data, options, news and alternative data workflows.

financial data API · finance API · financial market data API · investment data API

Historical market data

A practical guide to historical market data, including OHLCV, tick data, corporate actions, survivorship bias and backtesting requirements.

historical market data · historical stock data API · historical price data · historical trading data

Tick data

A practical guide to tick data, including trades, quotes, timestamps, market microstructure, storage and research use cases.

tick data · historical tick data · stock tick data · trading tick data

Order book data

A guide to order book data, including Level 2 market data, bid-ask depth, liquidity, exchange feeds and HFT research considerations.

order book data · level 2 market data · limit order book data · market depth data

Alternative data providers

A practical guide to alternative data providers, including web data, geolocation, app, jobs, news, satellite and transaction-derived datasets.

alternative data providers · alternative data finance · hedge fund alternative data · investment alternative data

Hedge fund data sources

A practical guide to hedge fund data sources, including market data, fundamentals, filings, alternative data and research infrastructure.

hedge fund data sources · hedge fund market data · quant fund data sources · investment data sources

Quant research tools

A practical guide to quant research tools, including data sources, notebooks, feature stores, backtesting, experiment tracking and production handoff.

quant research tools · quant trading tools · systematic trading research tools · quant data tools

Backtesting data

A practical guide to backtesting data, including historical prices, corporate actions, survivorship bias, point-in-time data and transaction costs.

backtesting data · historical data for backtesting · trading backtest data · quant backtesting data

SEC filings data

A practical guide to SEC filings data, including company filings, APIs, XBRL, text extraction, event detection and research workflows.

SEC filings data · SEC filings API · SEC company filings API · XBRL data API

Economic data API

A guide to economic data APIs, including macro indicators, central bank data, statistical agencies, release calendars and revision caveats.

economic data API · macroeconomic data API · central bank data API · economic indicators API

Options data API

A practical guide to options data APIs, including options chains, Greeks, implied volatility, historical options data and licensing considerations.

options data API · historical options data · options chain API · implied volatility data API