Intraday historical data at one minute resolution

One minute is what we store. Five minute, fifteen minute and hourly bars are derived on the way out, so an hourly bar always equals the sixty minutes inside it. There is no second intraday pipeline that can drift from the first.

Each exchange's session, pre open and half day calendar is applied before a bar is cut, so a 375 minute Indian session and a 390 minute American one both produce exactly their own bars, in their own currency, with timestamps that say which session they belong to.

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.

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.

Exchange calendars, half days, currencies and local symbol conventions are absorbed once, so a symbol in Mumbai, São Paulo or Tokyo is called exactly the way one in New York is: the exchange in the path, the same fields in the answer. A multi market study needs no reconciliation layer of its own.

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.