Raw first
Provider responses are preserved before normalization.
Historical bars, live instrument catalogs, SEC filings, fundamentals, cited market events, linked news, and macro data. Start free; paid plans begin at $29.
One API for market history, live catalogs, and the evidence behind both—without stitching together a different vendor for every table.
Choose a market, interval, cutoff, and evidence bundle in one request. The builder returns the route and a manifest you can keep beside the model or backtest.
A price move becomes useful when the evidence around it stays connected. Filter cited events, filings, news links, entities, revisions, and delivery state across stocks and crypto.
DataCedar serves source-labeled stock and crypto bars through one regularized API, with the catalog and coverage state required to know what is actually available.
Join market history to SEC filings, company facts, official crypto announcements, public news references, and macro observations without rebuilding incompatible vendor tables.
Known-at filters exclude later filings, revisions, and events. Source links, coverage states, raw hashes, and request manifests keep the historical result inspectable.
Each response retains source identity, observation time, known-at time, coverage state, and pagination.
Choose the market, interval, cutoff, and evidence bundle once. Keep the returned manifest beside the model or backtest.
Open the dataset builderUse the same bar shape, interval vocabulary, pagination, source labels, and coverage states for stocks and crypto while retaining venue-native symbols.
Add filings, fundamentals, official announcements, cited news, and macro observations to the same reproducible request manifest.
Every response distinguishes catalog coverage from rows actually held, and records gaps rather than silently compressing them away.
DataCedar preserves raw inputs, normalizes stable tables, measures expected-versus-actual coverage, and returns explicit gaps instead of silently dropping them.
Provider responses are preserved before normalization.
Publication, observation, retrieval, revision, and serving times remain distinct.
Expected-versus-actual coverage is measured per instrument and interval.
Every normalized record retains the source and acquisition path behind it.
Market, filing, event, and macro sources are fetched on schedules designed for each stream.
Every provider response lands in immutable object storage before normalization.
Our own pipeline maps sources into stable tables and records gaps and revisions.
REST, SSE, webhooks, WebSocket, and MCP expose the same normalized identities and provenance.
Catalog presence, stored history, current serving state, and plan depth are separate facts. DataCedar exposes each one instead of implying that every instrument has identical history.
Not offered: consolidated real-time SIP quotes or trades, tick-by-tick archives, order-book depth, options, liquidations, or unlicensed full article and transcript text.
Use one documented contract for bars, catalogs, filings, fundamentals, cited events, linked news, macro observations, coverage, and ingestion health.
# Stock and crypto market bars
curl "https://api.datacedar.com/v3/stocks/AAPL/bars?timeframe=1Day" \
-H "Authorization: Bearer $DATACEDAR_KEY"
curl "https://api.datacedar.com/v3/crypto/BTCUSDT/bars?timeframe=1Min" \
-H "Authorization: Bearer $DATACEDAR_KEY"
# Evidence available at the same cutoff
curl "https://api.datacedar.com/v3/stocks/AAPL/fundamentals?as_of=2026-07-01" \
-H "Authorization: Bearer $DATACEDAR_KEY"
curl "https://api.datacedar.com/v3/intelligence/events?symbol=AAPL" \
-H "Authorization: Bearer $DATACEDAR_KEY"Start from the data contract, the historical depth, and the delivery mode—not a generic claim that every market and timestamp is equivalent.
Compare prices, identity, SEC evidence, fundamentals, events, coverage, and point-in-time controls.
Historical bars, rolling 1-minute coverage, catalogs, and source-labeled availability.
Spot, derivatives, bStocks, tokenized securities, TradFi perpetuals, and OHLCV.
Cited market events, entity resolution, known-at history, and provenance.
Issuer resolution, SEC joins, publication timestamps, and public link metadata.
Public company evidence, with provenance.
For repeatable company and event research.
More throughput for research teams.
Maximum listed API throughput.
Plan freshness describes intelligence-event delivery after DataCedar receives a source record. Market-data cadence, historical depth, and redistribution rights remain dataset-specific and are published in the coverage ledger and API responses.
DataCedar is a stock and crypto market data API. It combines historical bars, instrument catalogs, SEC filings, company facts, cited market events, linked news, and macro observations in one reproducible research layer.
Explorer includes 7 days of market and intelligence history at 1 request per second with no card. Paid plans begin at $29 and increase history, throughput, freshness, saved research, and delivery capacity.
Create a free API key