Tick Data API: US Stock Market

The Tick Data API returns individual trades on the US equity market — one record per execution, with a millisecond timestamp, the price, the size, the venue that printed it and the sale conditions that qualify it. History reaches back to the first trading day of 2008, and the data covers every US venue rather than a single exchange feed.

Coverage spans approximately 80,000 tickers — current and delisted companies alike — with 16,000+ securities updated every trading day, and the archive now holds roughly 10 terabytes of history in total. It keeps growing with every session added.

This is the raw material for market-microstructure work: measuring spreads and price impact, reconstructing the tape, backtesting at the execution level, and separating on-exchange prints from off-exchange ones. Note the response shape before you write a parser — ticks come back as parallel arrays, one array per field, not as a list of objects.

Requesting ticks

https://eodhd.com/api/ticks/?s=AAPL&from=1694455200&to=1694541600&limit=1000&api_token=YOUR_API_TOKEN&fmt=json

Parameters

To walk a long window in slices, page on seq rather than on time — but scope the paging to one trading day. seq is unique and strictly increasing within a session and resets at the start of the next one: in a single response spanning two sessions it drops from 511,729,487 back to 65,050, and 32 ticks end up sharing a seq with a trade from the other day. Time is no better as a cursor, because ts repeats — 56% of the ticks in that AAPL session share a millisecond with another trade.

Both bounds are inclusive, and they are compared in milliseconds: a tick is returned when from × 1000 ≤ ts ≤ to × 1000. Two consequences worth knowing. A request where from equals to matches only trades landing on that exact millisecond, so in practice it comes back empty. And two adjacent slices that share a boundary second both contain the trades printed in that second — advance from by one second, or de-duplicate on seq within the day.

Results arrive in time order: ts never decreases through a response, though it does repeat, while seq strictly increases within a session. An empty window is not an error — it returns HTTP 200, and the body is either the usual object with seven empty arrays or a bare empty JSON array, so accept both shapes. HTTP 404 means something else: an unknown symbol, a non-US symbol, a delisted symbol that falls outside tick coverage, or the yesterday fallback described above. And whatever you pass in fmt, the response is JSON.

Request Example

URL cURL PHP Python R Chat GPT

https://eodhd.com/api/ticks/?s=AAPL&from=1694455200&to=1694541600&limit=5&api_token=demo&fmt=json

(Sign up for free to get an API token)

curl --location "https://eodhd.com/api/ticks/?s=AAPL&from=1694455200&to=1694541600&limit=5&api_token=demo&fmt=json"

(Sign up for free to get an API token)

$curl = curl_init();

curl_setopt_array($curl, array(
    CURLOPT_URL => 'https://eodhd.com/api/ticks/?s=AAPL&from=1694455200&to=1694541600&limit=5&api_token=demo&fmt=json',
    CURLOPT_RETURNTRANSFER => true,
    CURLOPT_ENCODING => '',
    CURLOPT_MAXREDIRS => 10,
    CURLOPT_TIMEOUT => 0,
    CURLOPT_FOLLOWLOCATION => true,
    CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
    CURLOPT_CUSTOMREQUEST => 'GET',
));

$data = curl_exec($curl);
curl_close($curl);

try {
    $data = json_decode($data, true, 512, JSON_THROW_ON_ERROR);
    var_dump($data);
} catch (Exception $e) {
    echo 'Error. '.$e->getMessage();
}

(Sign up for free to get an API token)

import requests

url = f'https://eodhd.com/api/ticks/?s=AAPL&from=1694455200&to=1694541600&limit=5&api_token=demo&fmt=json'
data = requests.get(url).json()

print(data)

(Sign up for free to get an API token)

library(httr)
library(jsonlite)

url <- 'https://eodhd.com/api/ticks/?s=AAPL&from=1694455200&to=1694541600&limit=5&api_token=demo&fmt=json'
response <- GET(url)

if (http_type(response) == "application/json") {
    content <- content(response, "text", encoding = "UTF-8")
    cat(content)
} else {
    cat("Error while receiving data\n")
}

(Sign up for free to get an API token)

New to coding? Our ChatGPT assistant can generate code in any language tailored to our API. Simply describe how you want to use our data, and get a working piece of code. Don’t forget to replace the API token with your own.

Try it now (it's free)!

How to use it (YouTube)

The demo token covers a limited set of tickers — AAPL, MSFT, TSLA and AMZN all respond — and returns HTTP 403 for anything outside it, GOOGL and SPY included. Use your own token for anything beyond a first look.

Response Example

{
    "mkt": ["V", "V", "Q", "Q", "H"],
    "price": [179.25, 179.25, 179.25, 179.25, 179.25],
    "seq": [376150475, 376150494, 376151129, 376151173, 376153538],
    "shares": [100, 100, 100, 32, 9],
    "sl": ["@   ", "@   ", "@F  ", "@F I", "@F I"],
    "sub_mkt": ["", "", "", "", ""],
    "ts": [1694455200017, 1694455200017, 1694455200017, 1694455200017, 1694455200023]
}

Every array has the same length and the same ordering, so tick n is the combination of index n across all seven arrays. The first tick above is 100 shares at 179.25 on venue V, a regular sale with no qualifiers. Two details are visible straight away: the first four trades all carry the same millisecond, and the fourth and fifth are odd lots — 32 and 9 shares — which is what the trailing I in sl marks.

Response Fields

Sign up & Get Data

Sale conditions — the sl field

This is the field most likely to break a parser. sl is not one code — it is a fixed-width string of four positions, and a single trade commonly carries several conditions at once. Each position holds a different family of codes:

The five most frequent values in that session, in order, were @  I (regular sale, odd lot — 412,430 prints), @ alone (regular sale, no qualifiers — 120,061), @F I (sweep and odd lot — 84,916), @F (sweep — 65,162) and @ TI (outside regular hours, odd lot — 18,671). Thirty-two distinct values appeared in the day in total.

Read each position independently and trim the padding rather than comparing the whole string, and keep values you cannot decode: the digits that turn up in position 2 are not in the code list below, which covers letters only. The individual letter codes are:

Venue codes — the mkt field

Reporting facility — the sub_mkt field

Where to go next

Tick data is the finest granularity we publish. One step coarser is the Intraday Historical Data API, with one-minute, five-minute and one-hour bars; coarser still is the End-of-Day API. For a live stream rather than history, see the Real-Time Data API via WebSockets.

To find the symbols this API accepts, list the US universe with the Exchanges API, and check how requests are counted against your plan in API Limits.