Start from a symbol
Resolve the security once, then query bars, filings, documents, facts, earnings events, news references, transcripts, coverage, and short-volume status through consistent routes.
Use one API key and 18 REST routes to query assets, permitted bars, SEC filings, filing text, XBRL facts, earnings events, stock-news links, macro observations, coverage, and ingestion health.
A stock market data API gives software structured access to equity information. DataCedar focuses on historical and event-driven research rather than quote screens: market observations, filings, facts, schedules, documents, news references, and macro series use one stable interface.
Resolve the security once, then query bars, filings, documents, facts, earnings events, news references, transcripts, coverage, and short-volume status through consistent routes.
Health and coverage responses separate complete, partial, missing, stale, unavailable, and rights-restricted streams instead of returning an ambiguous empty array.
As-of queries exclude later schedule changes, amendments, and fact revisions so the returned information set matches the simulated decision time.
Sources are isolated to acquisition. DataCedar preserves raw inputs, normalizes stable tables, authenticates keys, meters plans, and serves the downstream contract independently.
Product boundary: The initial product does not redistribute consolidated real-time SIP quotes or trades. Quote and trade routes remain unavailable until a separately licensed source grants the required serving rights.
curl "https://api.datacedar.com/v3/stocks/AAPL/events?as_of=2026-07-01T20:00:00Z&limit=50" \
-H "Authorization: Bearer $QUARTERTRACE_API_KEY"{
"data": [{
"event_type": "sec_filing",
"symbol": "AAPL",
"effective_at": "2026-05-01T20:05:00Z",
"known_at": "2026-05-01T20:05:00Z",
"source": "sec_edgar",
"source_id": "accession:..."
}],
"pagination": { "has_more": false },
"meta": { "request_id": "..." }
}Examples document the public contract and may use illustrative values or redacted identifiers. Availability fields and rights filters are authoritative for the active environment.
Search the security master and retain the canonical identity rather than joining solely on today's ticker.
Choose one stream or request the event timeline at a precise as-of cutoff.
Read pagination, coverage, source, and rights metadata before accepting the sample.
Connect events and observations with stable symbol, issuer, fiscal-period, and time keys.
A trading interface optimizes for the newest quote and low latency. A historical research interface optimizes for stable identifiers, revision history, deterministic pagination, source inspection, and repeatable snapshots. Those are different products.
DataCedar deliberately prioritizes the second job. It lets a researcher move from a market reaction to the filing, event, fundamental fact, or news reference that was available at that moment.
An empty list may mean no event occurred, the collector failed, the source was not yet covered, the account lacks entitlement, or the row cannot be served. Returning those outcomes as the same shape pushes hidden data-quality errors into customer code.
DataCedar keeps a coverage ledger and ingestion run status so clients can fail closed, retry a transient problem, or document a known limitation.
Provider-neutral does not mean source-free. It means a source adapter cannot control canonical identifiers, normalized tables, access policies, or the public API contract.
Raw responses land in immutable object storage first. Normalizers and the serving API are ours, so a permitted replacement source can be onboarded without redesigning every customer integration.
The right choice depends on whether the application acts now or reconstructs then.
No. The launch product is a historical and point-in-time research API, not a consolidated real-time SIP service.
Build historical stock price and volume exports with explicit adjustments, coverage checks, symbol history, and event windows for reproducible backtesting.
Query SEC filing metadata, primary documents, exhibits, XBRL facts, and amendments with accession-level provenance and known-at timestamps.
Query scheduled, confirmed, rescheduled, and completed earnings events with known-at history, source evidence, fiscal periods, and reaction windows.
A searchable, event-linked earnings-call schema for licensed transcripts and permitted issuer audio, with speakers, sections, source provenance, and rights controls.
Explorer is $0 with no card and a 1 request/second limit. Market history and transcript text appear only when an eligible source is active for the account.
Open DataCedar