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".
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.
How frequently data is updated.
How to Access
There are 3 categories of data. (1) Some datasets are included with the software. (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.
US Stock Prices QuantRocket
end-of-day and 1-minute intraday prices for US stocks and ETFs, included with software license
1 The MIC, or Market Identifier Code, is the primary identifier for the exchange in QuantRocket.
2 "Total listings" is the total number of securities of any type that are trading or have traded on the exchange. "Active listings" excludes delisted securities that are no longer trading. "Primary listings" excludes securities which trade on the exchange but have a different primary listing exchange.
1 The MIC, or Market Identifier Code, is the primary identifier for the exchange in QuantRocket. The IBKR exchange code can also be used to identify the exchange.
How to Get Data in QuantRocket
There are three ways to get data in QuantRocket:
Some datasets are included with every software license.
Some datasets can be purchased separately from the QuantRocket website.
Some datasets can be pulled from third-party APIs.
Pricing for datasets that are offered for separate purchase from the QuantRocket website can be accessed by clicking the pricing link under each dataset.
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