Historical stock data, down to the minute

Every series is served newest first with cursor pagination that resumes exactly where the previous page stopped, no overlap and no gap, which is the failure mode that quietly corrupts a backtest. A daily history is one call: the limit is 50,000 bars and no listing is that old.

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.

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.

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.

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.