Data catalog

Financial datasets for stock research

Compare exactly what each dataset contains, where it comes from, how quickly it updates, which gaps are known, and whether it can be served for your use.

Permitted market-history sources

Historical stock prices

Daily and intraday OHLCV history with explicit raw or adjusted values, trading-session coverage, symbol identity, and source lineage.

symbol and stable security IDsession or bar timestampopen, high, low, closevolume
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Permitted historical market sources

Historical stock volume

Stock trading volume aligned to the same symbol, interval, exchange session, adjustment view, and coverage ledger as price.

symbol and security IDinterval start and endtrading sessionreported share volume
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SEC EDGAR

SEC filings

EDGAR filing metadata, accession-linked documents, form types, filing timestamps, and issuer identity from the SEC’s public APIs and archives.

CIK and security identityaccession numberform and amendment statusfiling and accepted timestamps
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SEC Company Facts and filing documents

Company fundamentals

SEC XBRL facts with concepts, units, fiscal periods, filing accessions, and known-at timestamps kept beside normalized fields.

XBRL taxonomy and conceptreported value and unitinstant or duration periodfiscal year and period
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Issuer disclosures, SEC filings, and publicly available calendars

Earnings calendar and history

Scheduled and reported earnings events with version history, session timing, confidence, source, and known-at cutoffs.

symbol and issuer identityfiscal periodscheduled event timebefore/after/unknown session
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Issuer investor-relations pages and permitted transcript sources

Earnings call transcripts

Earnings-call transcript discovery, provenance, speaker structure, document timing, and availability status tied to the company event timeline.

company and fiscal periodcall and publication timestampssource URL and providerspeaker names and roles
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Public publisher feeds, issuer releases, and permitted news sources

Stock and company news

Company-linked news references with publisher, URL, headline, publication time, discovery time, symbols, and rights-aware content availability.

headline and canonical URLpublisherpublished and first-seen timestampscompany and symbol links
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What makes a financial dataset research-ready?

A useful dataset must answer more than “is there a row?” Buyers need stable company identity, effective time, known-at time, source lineage, revision behavior, coverage, and rights. DataCedar keeps those concerns beside the observation so a missing record, later correction, or restricted source cannot silently alter a backtest.

Open sources first, independent serving after collection

SEC EDGAR and issuer disclosures form the open primary-source baseline for filings and fundamentals. Public calendars, releases, and permitted historical-market sources extend the timeline. Once fetched, DataCedar stores raw evidence, hashes it, normalizes its own tables, applies its own coverage tests, and serves its own API contract. Alpaca may validate historical market rows, but it is not a runtime dependency and is never used for present data.

Choose by the decision you need to reproduce

Price and volume support return and liquidity analysis. SEC filings and fundamentals explain what the company disclosed. Earnings schedules define event windows. Transcripts capture management language and Q&A where text rights permit it. News references show what public reporting surrounded an event. The right purchase is the smallest combination that preserves the information set your decision actually used.