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.
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.
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.
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.
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.
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.
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.
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.