About
The history, all of it, for every market
DataCedar is an independent data product. We keep the one thing most historical price data throws away: every minute of the session, for every exchange, on one schema.
Why we built it
Historical price data has two habits that make it less useful than it looks. It stops at the daily close, which hides the open, the gap and the hour that actually moved a stock. And it stops at the border of one country, so a study across markets starts with a reconciliation project. DataCedar removes both: one minute bars for every listed stock and index it covers, on every exchange it covers, in one schema.
The pipeline is deliberately small and durable: collectors that capture every session and pull daily history back to first listing when a symbol comes online, a columnar store for the archive, and one API in front of it. Coarser frames are rolled up from the minutes rather than sourced separately, which is why they always agree.
What buyers can inspect before subscribing
Every symbol page is public and states its own dates. The free Explorer tier serves a year of daily bars and a week of minute bars through the same endpoint the paid plans use, so the schema you validate is the schema you will ship against. Coverage per exchange is on the markets page; the contract is in the API reference.
Limits we state explicitly
These are source attributed bars for research, screening and backtesting. They are not a consolidated exchange feed and should not be used for best execution reporting or regulatory record keeping. Minute history starts at the capture date for each symbol and is not backfilled. Those boundaries are part of the product, because a buyer should be able to decide whether the archive fits a study before paying.
Not affiliated
DataCedar is independent and is not affiliated with, endorsed by, or sponsored by any stock exchange, index provider or data vendor. All product names are the property of their respective owners.
Questions or coverage requests? Get in touch.
What the archive holds
Structural facts, not projections. Coverage per exchange is published on the markets page and deepens by one session every trading day.
1 min
finest grain; every coarser frame rolls up from it
Daily
history back to first listing for every symbol
REST
delivery under a key, cursor paged, windowed by plan
MCP
the same data for agents, one server, every symbol
How we work
The DataCedar difference
One grain, every frame
One minute is what we store. Everything coarser is derived on the way out, so a daily bar always reconciles with the minutes beneath it.
Dates stated per symbol
Every symbol page says when its daily history starts and when its minute history starts. Nothing is rounded up.
Inspect before you subscribe
The free Explorer tier serves the real schema on the real endpoint, windowed rather than watered down.
Limits written down
These are source attributed bars for research. They are not a consolidated exchange feed, and the pages say so.
What we publishProducts
A page per symbol, one REST endpoint and one MCP server, on one clock.
Common questions
Simple answers
