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.
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.
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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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.
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