Most traders focus on the US market — the most competitive market in the world. Yet the US stock market represents less than 50% of global market cap and only 25% of global listings.
Most quants spend 80% of their time wrangling data and only 20% doing research.
QuantRocket puts a wealth of global market data at your fingertips so you can focus on analysis.
Global end-of-day and intraday historical data from multiple providers
Intraday and end-of-day historical data covering multiple asset classes for over 60 global exchanges.
End-of-day prices for US stocks, including delisted ones, with over 20 years of history.
End-of-day prices for global stocks, including delisted ones, with history back to 2007. (in development, coming soon)
Example Collect historical data for all stocks on the Toronto Stock Exchange
quantrocket master collect --exchanges 'TSE' --sec-types 'STK'
quantrocket master get -e 'TSE' -t 'STK' | quantrocket master universe 'canada-stk' -f -
quantrocket history create-db 'canada-eod' --universes 'canada-stk' --bar-size '1 day'
quantrocket history collect 'canada-eod'
from quantrocket.master import collect_listings collect_listings(exchanges="TSE", sec_types="STK")
from quantrocket.master import download_master_file, create_universe download_master_file("canada_securities.csv", exchanges="TSE", sec_types="STK") create_universe("canada-stk", infilepath_or_buffer="canada_securities.csv")
from quantrocket.history import create_db create_db("canada-eod", universes="canada-stk", bar_size="1 day")
from quantrocket.history import collect_history collect_history("canada-eod")
Global real-time market data, powered by Interactive Brokers.
A flexible feature set to unlock its potential, powered by QuantRocket.
Global fundamental data, seamlessly integrated and a snap to use
Harmonized point-in-time fundamentals for US companies, including delisted ones, with over 20 years of history. Learn more.
Analyst estimates and actuals for over 20 metrics, with global coverage and 6 years of history. Includes historical earnings announcement dates. Data provided by Reuters via Interactive Brokers. Learn more.
Financial statements with over 120 indicators and global coverage. Data provided by Reuters via Interactive Brokers. Learn more.
Forward-looking earnings announcement dates for US and Canadian companies and select European and Asian companies. Data provided by Wall Street Horizon via Interactive Brokers. Learn more.
Current and historical short sale availability data from Interactive Brokers. Includes number of shortable shares and associated borrow fees. Learn more.
The backtester that's right for you depends on the style of your trading strategies. End of day or intraday? 15 symbols, or 1500? QuantRocket supports two open-source Python backtesters. Or, plug in your own favorite backtester thanks to QuantRocket's modular, microservice architecture.
Moonshot is QuantRocket's open-source backtester designed for data scientists
Zipline is the popular open-source backtester that powers Quantopian
Use the satellite service to connect your favorite backtester to QuantRocket
Backtesting is only the first step. Once you go live, you need a clear picture of performance to assess whether live trading is mirroring your backtest.
|Global, survivorship-bias-free end-of-day price data|
|Zipline live trading|
Road map is subject to change. Order of list does not necessarily represent order of priority. Some features may not be implemented.