Stock Market Data

Stock Market Data Interfaces

📄️ Tick

• Function description: Get tick-by-tick trade data for a security. Returns detailed tick trade records within a specified time range for a given security, including trade time, price, volume, direction, and other details. Data is sorted in reverse chronological order (latest first).<br/>• Frequency limit: Market-data interfaces rate limit is 600 requests per minute.

📄️ Snapshot

• Function description: Get real-time market snapshot data for a security. Returns key market indicators such as latest price, price change, volume, turnover rate, etc. Supports querying various security types including US stocks, with optional inclusion of pre-market, after-hours, and overnight trading data. <br/>• Frequency limit: Market-data interfaces rate limit is 600 requests per minute.

📄️ Quotes

• Function description: Get the latest bid/ask data for a security. Returns bid/ask information for a specified depth, including price, quantity, order details, etc.<br/>• Frequency limit: Market-data interfaces rate limit is 600 requests per minute.

📄️ Footprint

• Function description: Query the most recent N footprint records based on stock symbol, and category, time granularity.<br/>• Frequency limit: Market-data interfaces rate limit is 600 requests per minute.

📄️ Historical Bars

• Function description: Batch query interface. Query the recent N bars of data based on stock symbols, time granularity, and type. Supports historical bars of various granularities like M1, M5, etc. Currently, daily bars (D) and above only provide forward-adjusted bars; minute bars provide unadjusted bars. <br/>• Frequency limit: Market-data interfaces rate limit is 600 requests per minute.

📄️ Historical Bars (single symbol)

• Function description: Query the recent N bars of data based on stock symbol, time granularity, and type. Supports historical bars of various granularities like M1, M5, etc. Currently, daily bars (D) and above only provide forward-adjusted bars; minute bars provide unadjusted bars.<br/>• Frequency limit: Market-data interfaces rate limit is 600 requests per minute.

📄️ NOII Bars

• Function description: NOII (Net Order Imbalance Indicator) data. NOII is published by NASDAQ before opening and closing, providing a preview of market supply and demand. It acts as a crystal ball allowing you to see potential market movements before key trading moments.<br/>• Frequency limit: Market-data interfaces rate limit is 600 requests per minute.

📄️ NOII Snapshot

• Function description: Provides the latest NOII (Net Order Imbalance) snapshot data during US stock auction phases (opening/closing), used to determine real-time market supply-demand relationship and expected match price.<br/>• NOII data is only published during specific auction periods and updates every 5 seconds:<br/> - Opening auction: ET 9:28 - 9:30 (2 minutes only)<br/> - Closing auction: ET 15:50 - 16:00 (10 minutes)<br/> - Outside these periods, historical data is returned.<br/>• Frequency limit: Market-data interfaces rate limit is 600 requests per minute.