Asset class
Data Type
Data Frequency
Geography
Vendor
How to Access

Data Library

A guide to datasets available in QuantRocket

Some datasets, including US stock prices, are included with every 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".
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.
Updates
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 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

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

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

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 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

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

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

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

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

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-adjusted
Delisted stocks
Yes
Price type
consolidated
Updates
nightly with previous day's prices
How to Access
See pricing
Learn more

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-adjusted
Delisted stocks
Yes
Price type
consolidated
Updates
nightly with previous day's prices
How to Access
See pricing
Learn more

Reuters Worldwide Financials
Interactive Brokers Interactive Brokers

financial statements for global stocks
Asset classes
equities
Geography
global
Data Type
fundamentals
Data Frequency
annual, interim
History
6 years for annual, 6 quarters for interim
Delisted stocks
No
Updates
as available
How to Access
free to Interactive Brokers account holders
Learn more

Reuters Estimates and Actuals
Interactive Brokers Interactive Brokers

analyst estimates and actuals for global stocks
Asset classes
equities
Geography
global
Data Type
fundamentals
Data Frequency
quarterly, annual
History
5 years for annual, 2 years for quarterly
Delisted stocks
No
Updates
as available
How to Access
free to Interactive Brokers account holders
Learn more

Wall Street Horizon Earnings Announcement Dates
Interactive Brokers Interactive Brokers

forward-looking earnings announcement dates
Asset classes
equities
Geography
US and Canadian companies and select European and Asian companies
Data Type
fundamentals
Data Frequency
daily
History
none, forward-looking only
Delisted stocks
N/A
Updates
nightly
How to Access
subscribe via your Interactive Brokers account and connect to QuantRocket; see Interactive Brokers research pricing
Learn more

Interactive Brokers Shortable Shares
QuantRocket QuantRocket

number of shares available to short from Interactive Brokers
Asset classes
equities
Geography
global
Data Type
shortsale
Data Frequency
intraday
History
April 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
shortsale
Data Frequency
intraday
History
2018 - present
Delisted stocks
Yes
Updates
every 15 minutes
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
shortsale
Data Frequency
daily
History
2019 - present
Delisted stocks
Yes
Updates
nightly
How to Access
included with software
Learn more