Historical stock data API, daily since listing

Every past price in the adjusted series is scaled for later splits and cash dividends, so returns are comparable across the whole history and a backtest does not see a phantom 75 percent drop on a split date. The raw series is one parameter away when you need the traded price.

The minute series is the base and every coarser frame is derived from it, so an hourly bar and the sixty minute bars inside it always agree. Vendors that source each timeframe separately do not guarantee that, and the disagreement shows up as unexplainable results.

Every symbol page on this site (all time high, deepest drawdown, year by year table, ten year return) is computed from the same series the API returns, so you can check a figure on the page before you write the call. The page is free to read; the series needs a key.

History follows your plan. Explorer, the free tier, serves one year of daily bars and the last seven days of minute bars. Quant serves daily history back to first listing and thirty days of minutes; Research ninety days; Desk the whole minute archive from the day capture started. Long horizon minute work is a Desk workload; a shorter window is enough to validate an idea before you commit.

Minute bars begin on the day capture started for a symbol and grow by one session every trading day. For most exchanges nobody holds minute history, so it cannot be reconstructed later; the archive deepens rather than backfills. Daily history has no such limit and runs back to first listing. Every symbol page states both dates.

These are source attributed bars for research, screening and backtesting, not a consolidated exchange feed. For best execution reporting or regulatory record keeping use the exchange's licensed feed. One minute is the finest resolution, and every coarser frame is rolled up from it, so a daily bar and the minute bars inside it always agree.