End Of Day Stock Prices Api Data: Dataset Structure and Field Coverage

The table below lines up all three records side by side using Datadory's rubric scores and pricing confirmed from vendor documentation during research in August 2026. Two of the three share a quality score of 8 out of 10 - a band occupied by 417 of the 1,744 cataloged datasets - while Alpha Vantage scores 9.

Read the coverage row closely before committing: EODHD's 150,000-plus tickers span major US, European and Asian exchanges plus crypto and FX; Tiingo's roughly 109,000+ symbols form a US-centric universe (still paired with global crypto and forex); Alpha Vantage holds thousands of symbols with a US-focused core.

Field semantics differ more than marketing suggests, and mixing vendors naively corrupts backtests.

Tiingo returns 13 documented fields per row: date, open, high, low, close and volume, their adjusted counterparts adjOpen, adjHigh, adjLow, adjClose and adjVolume, plus divCash and splitFactor. Adjusted series follow the CRSP methodology incorporating both splits and dividends, and divCash lands on the ex-date. A resampleFreq parameter reshapes daily bars to monthly frequency without a local join.

EODHD documents seven fields per bar, marked verified against captured sample rows dated August 10-12, 2026. Open, high, low and close are raw and unadjusted; adjusted_close corrects for splits and dividends; volume is split-adjusted but not dividend-adjusted. That nuance matters when you compute turnover or dollar-volume factors over long histories.

Both vendors return JSON or CSV. Tiingo notes CSV is often 4-5x faster than JSON and imports more cleanly into spreadsheets; EODHD makes csv the default for its fmt parameter.

A working first pull takes five steps and no SDK:

The contrast with official feeds is stark: BIS statistics are unrestricted subject to citation conditions and World Bank WDI carries commercial delivery terms-4.0, so attribution-satisfying aggregate features can ship free while raw per-symbol bar products cannot.