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Data Library

A guide to datasets available in QuantRocket

Some datasets, including US stock prices, are included with every paid software license. Other datasets can be purchased separately or pulled from third-party APIs.

Show Field Legend
Delisted stocks
Indicates whether stocks that delisted due to bankruptcies, acquisitions, etc. are included in the dataset. Datasets with delisted stocks provide a more complete historical record, while datasets without delisted stocks are said to have "survivorship bias". Read a blog post about survivorship bias.
Price type
Pricing data can either be "consolidated" or from the "primary exchange". Consolidated prices provide combined trading activity from all exchanges within a country. Primary exchange prices provide trading activity from the primary listing exchange only. Both have pros and cons. Consolidated prices provide a more complete picture of total trading volume. Primary exchange prices provide a truer indication of the opening and closing auction price. Learn more.
Updates
How frequently data is updated.
How to Access
There are 4 categories of data. (1) Some datasets are included with every paid software license. (2) Some datasets are available as a separate purchase from the QuantRocket website. (3) Some datasets can be purchased from third-party websites and used in QuantRocket. (4) Other datasets can be imported as custom data.

US Stock Prices
QuantRocket QuantRocket

end-of-day and 1-minute intraday prices for US stocks and ETFs, included with software license
Asset classes
equities
Geography
US
Data Type
prices
Data Frequency
end-of-day and historical intraday
History
2007 - present
Adjustments
split- and dividend-adjusted
Delisted stocks
Yes
Price type
consolidated
Updates
nightly with previous day's prices
How to Access
included with software
Learn more
Browse Dataset Stats

Global Market Data
Interactive Brokers Interactive Brokers

historical and real-time market data covering multiple asset classes for over 60 global exchanges
Asset classes
equities, futures, FX, indexes
Geography
over 60 global exchanges
Data Type
prices
Data Frequency
end-of-day, historical intraday, and real-time
History
varies, see usage guide
Adjustments
varies, see usage guide
Delisted stocks
No
Price type
consolidated or primary exchange
Updates
real-time
How to Access
subscribe via your Interactive Brokers account and use in QuantRocket; see Interactive Brokers market data pricing
Learn more
Browse Dataset Stats

US Company Fundamentals
Sharadar Sharadar

corporate fundamentals for US stocks with over 20 years of history
Asset classes
equities
Geography
US
Data Type
fundamentals
Data Frequency
quarterly, annual, and trailing twelve month
History
1990 - present
Delisted stocks
Yes
Updates
nightly
How to Access
See pricing
Learn more
Browse Dataset Stats View Pricing

End-of-Day Global Stock Prices
EDI EDI

end-of-day prices for nearly every stock exchange in the world
Asset classes
equities
Geography
global
Data Type
prices
Data Frequency
end-of-day
History
2007 - present
Adjustments
split- and dividend-adjusted
Delisted stocks
Yes
Price type
primary exchange
Updates
nightly with previous day's prices
How to Access
See pricing
Learn more
Browse Dataset Stats View Pricing

Custom Data
QuantRocket QuantRocket

import custom datasets and use them in QuantRocket
Asset classes
any QuantRocket-supported asset class
Geography
US or global
Data Type
fundamentals, prices, alternative data, etc.
Data Frequency
end-of-day or intraday
How to Access
data import features are included with software
Learn more

Sentiment and Language Metrics of 10-K/10-Q Company Filings
Brain Brain

sentiment and language metrics from 10-K and 10-Q filings for 6,000+ US stocks
Asset classes
equities
Geography
US
Data Type
alternative (sentiment)
Data Frequency
quarterly
History
2010 - present
Delisted stocks
Yes
Updates
nightly
How to Access
See pricing. Bundled with Sentiment and Language Metrics of Earnings Call Transcripts.
Learn more
View Pricing

Sentiment and Language Metrics of Earnings Call Transcripts
Brain Brain

sentiment and language metrics from earnings call transcripts for 4,500+ US stocks
Asset classes
equities
Geography
US
Data Type
alternative (sentiment)
Data Frequency
quarterly
History
2012 - present
Delisted stocks
Yes
Updates
nightly
How to Access
See pricing. Bundled with Sentiment and Language Metrics of 10-K/10-Q Company Filings.
Learn more
View Pricing

News Sentiment
Brain Brain

financial news sentiment for 5,000+ US stocks
Asset classes
equities
Geography
US
Data Type
alternative (sentiment)
Data Frequency
quarterly
History
2016 - present
Delisted stocks
Yes
Updates
nightly
How to Access
See pricing
Learn more
View Pricing

S&P 500 Constituents
Sharadar Sharadar

historical additions to and removals from the S&P 500 index
Asset classes
equities
Geography
US
Data Type
fundamentals
Data Frequency
daily
History
1957 - present
Delisted stocks
Yes
Updates
nightly
How to Access
This dataset is bundled with Sharadar US Company Fundamentals
Learn more
Browse Dataset Stats View Pricing

SEC Form 8-K Events
Sharadar Sharadar

corporate event data sourced from SEC Form 8-K filings
Asset classes
equities
Geography
US
Data Type
fundamentals
Data Frequency
daily
History
1993 - present
Delisted stocks
Yes
Updates
nightly
How to Access
This dataset is bundled with Sharadar US Company Fundamentals
Learn more
Browse Dataset Stats View Pricing

US Insider Holdings
Sharadar Sharadar

insider holdings and transactions for US stocks
Asset classes
equities
Geography
US
Data Type
fundamentals
Data Frequency
daily
History
2005 - present
Delisted stocks
Yes
Updates
nightly
How to Access
See pricing
Learn more
Browse Dataset Stats View Pricing

US Institutional Investors
Sharadar Sharadar

institutional ownership data for US stocks
Asset classes
equities
Geography
US
Data Type
fundamentals
Data Frequency
quarterly
History
2013 - present
Delisted stocks
Yes
Updates
nightly
How to Access
See pricing
Learn more
Browse Dataset Stats View Pricing

End-of-Day US Stock Prices
Sharadar Sharadar

end-of-day US stock prices with over 20 years of history
Asset classes
equities
Geography
US
Data Type
prices
Data Frequency
end-of-day
History
1998 - present
Adjustments
split- and dividend-adjusted
Delisted stocks
Yes
Price type
consolidated
Updates
nightly with previous day's prices
How to Access
See pricing
Learn more
Browse Dataset Stats View Pricing

End-of-Day US Fund Prices
Sharadar Sharadar

end-of-day prices for US ETFs, CEFs and ETNs with over 20 years of history
Asset classes
equities
Geography
US
Data Type
prices
Data Frequency
end-of-day
History
1997 - present
Adjustments
split- and dividend-adjusted
Delisted stocks
Yes
Price type
consolidated
Updates
nightly with previous day's prices
How to Access
See pricing
Learn more
Browse Dataset Stats View Pricing

Interactive Brokers Shortable Shares
QuantRocket QuantRocket

number of shares available to short from Interactive Brokers
Asset classes
equities
Geography
global
Data Type
short sale & margin
Data Frequency
intraday
History
2018 - present
Delisted stocks
Yes
Updates
every 15 minutes
How to Access
included with software
Learn more

Interactive Brokers Borrow Fees
QuantRocket QuantRocket

stock borrow fees for short sellers
Asset classes
equities
Geography
global
Data Type
short sale & margin
Data Frequency
daily
History
2018 - present
Delisted stocks
Yes
Updates
every 15 minutes
How to Access
included with software
Learn more

Interactive Brokers Special Margin Requirements
QuantRocket QuantRocket

securities subject to special margin requirements from Interactive Brokers
Asset classes
equities
Geography
global
Data Type
short sale & margin
Data Frequency
intraday
History
2018 - present
Delisted stocks
Yes
Updates
several times per day
How to Access
included with software
Learn more

Alpaca Easy-to-Borrow Stocks
QuantRocket QuantRocket

easy-to-borrow stocks from Alpaca
Asset classes
equities
Geography
US
Data Type
short sale & margin
Data Frequency
daily
History
2019 - present
Delisted stocks
Yes
Updates
nightly
How to Access
included with software
Learn more

US Real-time Market Data
Polygon.io Polygon.io

real-time market data for US stocks
Asset classes
equities
Geography
US
Data Type
prices
Data Frequency
real-time
Delisted stocks
N/A
Price type
consolidated
Updates
real-time
How to Access
subscribe via Polygon.io website and use in QuantRocket
Learn more

US Real-time Market Data
Alpaca Alpaca

real-time market data for US stocks
Asset classes
equities
Geography
US
Data Type
prices
Data Frequency
real-time
Delisted stocks
N/A
Price type
consolidated
Updates
real-time
How to Access
subscribe via the Alpaca dashboard and use in QuantRocket
Learn more

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The material on this website and any other materials created by QuantRocket LLC is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantRocket LLC.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action. Neither QuantRocket LLC nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to QuantRocket LLC about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. QuantRocket LLC makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. Past performance is not indicative of future results.