Tiingo Financial Markets API

Twelve years in business from Virginia, and the pitch has barely changed: one price spine, adjusted properly, kept honest across every asset it watches. The Tiingo Financial Markets API serves end-of-day OHLCV for more than 80,000 tickers - NYSE, NYSE Arca, NYSE American, NASDAQ, BATS/CBOE, IEX, every OTC group, plus Shanghai and Shenzhen A-shares - with history reaching back to 1962. Sixty-plus years of daily rows, each carrying raw and corporate-action-adjusted prices side by side, produced through an error-checking framework that audits feeds across all monitored assets rather than trusting any one feed blind.

An IEX real-time and intraday firehose arrives over a cross-connect, with resamplable historical archives behind it. Fundamentals run twenty-plus years of quarterly and annual statements plus daily metrics. A news API holds 70+ million articles across two decades, entity-tagged so headlines attach to the tickers they move; forex covers 140+ pairs back to 2020; crypto rides a multi-exchange firehose.

In Datadory's catalog of 1,744 datasets across 159 viable industries, this record scores 8/10 for quality - one of 417 records in that band, against a catalog-wide average of 7.81 - anchoring the financial exchanges shelf as the clean-adjusted-EOD play beside the tick-depth specialists.

One daily price row for an S&P 500 constituent, exactly as the fields land:

date        2024-01-05T00:00:00.000Z
open        181.18
high        182.94
low         180.88
close       181.18
volume      74340800
adjOpen     179.55
adjHigh     181.29
adjLow      179.26
adjClose    181.18
adjVolume   74340800
divCash     0.0
splitFactor 1.0

Thirteen values per ticker per session, raw and adjusted riding in the same row - that pairing is the whole trick. The adjusted columns restate history through every dividend (divCash) and split factor (splitFactor), so a twenty-year total-return chart is a straight read off adjClose instead of a rebuild from corporate-action notices.

Because the shape never varies by venue or asset class, one parser covers NASDAQ listings, OTC names and Shenzhen A-shares alike - and the same discipline carries into fundamentals statements and entity-tagged news records.

Thirteen verified fields anchor every end-of-day price row, checked during our August 2026 research pass against documented structure rather than marketing copy - field definitions carry our "verified" confidence flag. Daily metadata (ticker, name, exchange, currency, active status), fundamental statement line items and entity-tagged news attributes fold under additional fields on request - name them with your sample and they ship in the same table.

Three chips, honestly drawn:

• Geography - United States venues: NYSE, NYSE Arca, NYSE American, NASDAQ, BATS/CBOE, IEX and all OTC groups, plus Chinese A-shares on Shanghai and Shenzhen; 140+ forex pairs; global crypto venues.
• Temporal - end-of-day prices back to 1962, sixty-plus years deep; fundamentals twenty-plus years; the news archive spans two decades and 70 million articles; forex starts at 2020.
• Granularity - one row per ticker per session at daily resolution, resamplable to weekly or monthly bars; intraday depth through IEX archives; tick-level streaming for IEX, crypto, forex and BOATS.

Scale check: equity EOD prints land at 5:30pm EST with corrections through the 8:00pm EST close, mutual fund NAVs by midnight EST. Six decades of continuous history on one consistent schema is what separates this shelf's long-memory records from feeds that started when their founders learned Python.

API, files, or your warehouse. Daily, weekly, or hourly.

The tables land however your stack wants them - pushed to storage, served over an endpoint, or synced straight into your database, as JSON or CSV. Name the tickers, the field cut and the cadence when you request the sample; the sample ships first either way. Get a sample of this dataset and the adjusted EOD row above arrives alongside the full dictionary for whichever slices you pick - fundamentals, news, forex or crypto included.

A sixty-year adjusted archive earns its keep in specific jobs:

• Backtest on history that doesn't lie - adjClose already folds in every dividend and split since 1962, so total-return studies skip the survivorship and adjustment traps that quietly inflate results; twenty years of statement-level fundamentals sit alongside for screening. See investors and quants use cases.
• Model with a clean exogenous feature - nightly-refreshed EOD rows for 80,000+ assets drop straight into feature pipelines, with weekly and monthly bars resampled before delivery. See data scientists use cases.
• Wire a watchlist or portfolio tracker fast - clean responses in both JSON and CSV, stable field order and symbol lookup make a retail-investing app's read paths an afternoon.
• Attach headlines to tickers - entity-tagged news means a sentiment-over-price study needs no second vendor to explain why a gap happened. See developers and builders use cases.

Four of Datadory's eight personas tag this record, ranked by relevance:

• Investors & quant researchers (relevance 3/3) - sixty-plus years of adjusted EOD history plus twenty-year fundamentals is among the best value in market data for backtesting depth.
• Data scientists & ML engineers (2/3) - corporate-action-clean features across 80,000+ assets without stitching vendors.
• Developers & data-product builders (2/3) - EOD, IEX intraday, news and crypto behind one integration; plan display usage deliberately before shipping anything public-facing.
• Journalists, academics & students (1/3) - coursework runs comfortably on a personal-use plan, with self-serve terms forbidding display or sharing.

Three things worth deciding upfront. First, raw versus adjusted: both ride in every row here, but mixing them mid-series is how backtests quietly break - pick your convention once. Second, breadth versus depth: fundamental history depth differs between tiers, so say how far back you need statements and the sample gets cut to match. Third, display intent: showing data publicly takes a separate arrangement beyond internal use - say now if the data will face customers, and we scope it before anything ships.

One honest note from our August 2026 research pass: the example price row was reconstructed from documented field names rather than a captured live payload - we confirm it against a live pull before any production delivery.

Notes worth reading next:

• Financial exchanges data hub - the pooled view of the industry slice, eleven primary datasets deep, from commercial market-data suites to official statistics.
• Alpha Vantage Stock and Financial Market Data API - the indicator-ready rival: nine asset families with fifty-plus precomputed indicators against this record's adjusted-depth play.
• Massive (formerly Polygon.io) Stock Market API - nanosecond US tick history when the job needs the tape, not the daily print.
• Nasdaq Data Link (formerly Quandl) - Sharadar, Mergent and Zacks tables behind one marketplace; the scored trade-offs sit in the head-to-head comparison.
• Tiingo source profile - who publishes the catalogue and what else ships from the same source.
• Best financial exchanges datasets - where this record ranks within the slice.
• Corporate actions and OHLCV - the two terms this page leans on hardest, unpacked.