Access Unadjusted Daily Stock Prices Across Multiple Exchanges

This API supports a wide range of applications, including backtesting trading strategies with unadjusted OHLC and volume data, analyzing exchange performance by comparing price and volume trends across global markets, benchmarking portfolios against exchange-level trends, building market research tools to identify long-term patterns or anomalies, and generating detailed financial reports for investors. Additionally, it enables AI-driven use cases such as training machine learning models to predict price movements based on historical data and developing anomaly detection systems to identify irregular market behaviors across exchanges.

Key Features

• 📅 Daily Historical Data - Retrieve unadjusted daily price data for comprehensive market analysis.
  Users can fetch daily OHLC (Open, High, Low, Close) and volume data for securities, enabling detailed historical analysis of market performance. This feature supports applications like backtesting trading strategies or generating long-term performance reports with straightforward, unadjusted data.

• 🌐 Multi-Exchange Support - Query data from multiple exchanges using MIC codes.
  By specifying one or more MIC codes in a comma-separated list, users can retrieve price data for securities across different global exchanges in a single request. This streamlines workflows for analysts or portfolio managers tracking securities on various markets, ensuring consistent data access.

• 🗓️ Flexible Date Range Queries - Customize historical data retrieval with start and end dates.
  Developers can define precise date ranges using startDate and endDate parameters, allowing for targeted data extraction tailored to specific analysis needs. Whether studying a single quarter or multiple years, the API delivers accurate daily snapshots for the specified period.

• 🔐 Secure Authentication - Access data with a Base64-encoded application key.
  The API requires a T parameter for secure authentication, ensuring only authorized users can access exchange data. This feature enables developers to confidently integrate the API into production environments, safeguarding sensitive financial applications.

Query Parameters

The API accepts the following parameters to customize your request:

Parameter	Meaning	Data Type
T	Application Key which authenticates you with CloudQuote (required)	Base64 String
mic	The MIC code of the exchange the security trades on	Comma Separated List
startDate	The beginning date of the query	Date
endDate	The end date of the query	Date

Available Data Fields

Each API call returns a CSV dataset with the following fields, representing unadjusted daily price data for securities:

Name	Meaning	Data Type
MIC	ISO standard Market Identification Code	String
Symbol	Ticker Symbol of Security	String
Date	The date upon which the price was created	Date String (YYYY-MM-DD)
Open	Open Price	Real Number
High	High Price	Real Number
Low	Low Price	Real Number
Close	Closing Price	Real Number
Volume	Traded Volume	Real Number

Use Cases

• 🤖 Backtesting Trading Strategies - Test trading algorithms with unadjusted historical data.
  Traders can use daily OHLC and volume data to simulate trading strategies across multiple exchanges, leveraging unadjusted prices to model real-world conditions. This supports the development of robust algorithms for markets worldwide.

• 📊 Exchange Performance Analysis - Compare market trends across global exchanges.
  Analysts can query data for multiple MIC codes to study price movements and volume trends across exchanges, enabling comparative studies of market efficiency or liquidity. This is ideal for research tools or reports on exchange-specific performance.

• 🧠 Portfolio Benchmarking - Evaluate securities against exchange-level trends.
  Portfolio managers can retrieve historical data for securities on specific exchanges to benchmark performance against market indices or peers. The API’s unadjusted data ensures straightforward comparisons for asset allocation decisions.

• 🔍 Market Research Tools - Build tools to analyze historical exchange data.
  Researchers can use the API to develop applications that highlight long-term price trends or volume patterns across exchanges, using fields like High, Low, and Volume to identify market signals or anomalies.

• 📈 Financial Reporting Systems - Generate detailed historical reports for investors.
  Developers can integrate API data into reporting platforms to produce daily performance summaries for securities across exchanges, providing investors with clear, unadjusted data for decision-making.

Why Choose FinancialContent's getDailyPrices API?

• 🚀 Unmatched Reliability - Consistent data delivery for critical applications.
  Built on a fault-tolerant infrastructure, the API offers 99.99% uptime, ensuring reliable access to exchange data during peak market hours. Developers can trust it for mission-critical financial tools.

• 🔄 Cross-Exchange Integration - Seamlessly combine data from multiple markets.
  The API supports queries across multiple exchanges in a single request, enabling developers to create unified datasets for global market analysis. This is perfect for applications requiring comprehensive, cross-market insights.

• 📈 Scalable Data Processing - Handle large-scale queries effortlessly.
  Designed to process requests for multiple exchanges and extended time periods, the API scales efficiently for high-volume workloads. Whether querying one exchange or dozens, performance remains robust.

• 📚 Developer-Friendly Support - Comprehensive resources for smooth integration.
  FinancialContent provides detailed documentation, sample queries, and dedicated support to streamline development. From initial setup to advanced use cases, our team helps you maximize the API’s potential.

Optimized for High-Speed Access

The getDailyPrices API is designed for peak performance, adhering to industry best practices for efficient data delivery. Our RESTful endpoints deliver compact CSV outputs to minimize payload size and accelerate parsing. Advanced caching optimizes repeated queries, while globally distributed servers reduce latency for users worldwide. Rate limiting and pagination ensure stability under heavy traffic, and asynchronous request handling supports large datasets without delays. This performance-driven design enables developers to build fast, responsive applications for real-time market analysis.

Sample Request

GET /api/getDailyPrices?T=your_base64_key&mic=XNAS,XNYS&startDate=2025-01-01&endDate=2025-07-01

Sample Response (CSV)

MIC,Symbol,Date,Open,High,Low,Close,Volume
XNAS,AAPL,2025-01-02,150.25,152.80,149.10,151.45,85000000
XNYS,MSFT,2025-01-02,420.50,425.00,418.75,423.10,32000000