Historical Stock, ETF & Futures Data in Parquet
Split-adjusted OHLCV for backtesting — 1-minute to daily bars since 2000, delisted tickers included.
> try it — free, no signup:
curl -LO https://marketparquet.com/api/data/download/stock_daily/2026-10-23.parquet
| date | symbol | open | high | low | close | volume |
|---|---|---|---|---|---|---|
| 2026-10-23 | AAPL | 349.115 | 351.73 | 345.75 | 347.725 | 39539690.0 |
| 2026-10-23 | MSFT | 517.745 | 525.77 | 515.7 | 524.51 | 13681067.0 |
| 2026-10-23 | NVDA | 210.99 | 213.85 | 210.18 | 210.96 | 80189765.0 |
| 2026-10-23 | AMZN | 248.85 | 250.01 | 246.4516 | 248.0 | 25569043.0 |
| 2026-10-23 | GOOGL | 321.145 | 324.5307 | 320.18 | 320.21 | 17569640.0 |
real rows from this file ·
We couldn't find reliable split-adjusted Parquet data for backtesting, so we built it — 26 years of US historical OHLCV data, one file per trading day.
Pricing
Buy the archive once -- no subscription. See pricing.
| Feature | Free sample | Complete Archive ($79) |
|---|---|---|
| Daily (EOD) data | Last 1 year | Full history |
| Intraday (1min-1hour) | sample pack (1 week, 30 symbols) | Full history |
| Asset types | Stock, ETF, Futures | Stock, ETF, Futures |
| Downloads | Unlimited | Unlimited |
| API access | 60 req/min | 600 req/min |
* Optional add-on: Keep Current -- $15/mo rolls your archive forward each trading day. Cancel anytime.
Data Inventory
Updated every trading day — stocks current through 2026-10-23 · ETFs through 2026-10-23 · futures through 2026-10-23.
STOCK
| Timeframe | Files | Date Range | Total Size |
|---|---|---|---|
| 1-Min | 6,743 | 2000-01-03 .. 2026-10-23 | 89.4 GB |
| 5-Min | 6,743 | 2000-01-03 .. 2026-10-23 | 31.3 GB |
| 30-Min | 6,743 | 2000-01-03 .. 2026-10-23 | 9.3 GB |
| 1-Hour | 6,743 | 2000-01-03 .. 2026-10-23 | 6.1 GB |
| Daily | 6,743 | 2000-01-03 .. 2026-10-23 | 1.2 GB |
ETF
| Timeframe | Files | Date Range | Total Size |
|---|---|---|---|
| 1-Min | 6,743 | 2000-01-03 .. 2026-10-23 | 15.3 GB |
| 5-Min | 6,743 | 2000-01-03 .. 2026-10-23 | 6.8 GB |
| 30-Min | 6,743 | 2000-01-03 .. 2026-10-23 | 2.3 GB |
| 1-Hour | 6,743 | 2000-01-03 .. 2026-10-23 | 1.5 GB |
| Daily | 6,743 | 2000-01-03 .. 2026-10-23 | 352 MB |
FUTURES
Schema
path: by_date/{asset}_{timeframe}/YYYY-MM-DD.parquet
compression: snappy
assets: stock, etf, futures
timeframes: 1min, 5min, 30min, 1hour, daily
columns:
timestamp TIMESTAMP[us] -- bar open time (US/Eastern)
symbol STRING -- ticker symbol
asset_type STRING -- "Stock", "ETF", or contract code
open FLOAT64 -- open price
high FLOAT64 -- high price
low FLOAT64 -- low price
close FLOAT64 -- close price
volume FLOAT64 -- bar volume
Quick Start
# no account, no key -- daily files from the last 7 days are free
curl -LO https://marketparquet.com/api/data/download/stock_daily/2026-10-23.parquet
# or always-newest (302 to the dated file; saves as latest.parquet)
curl -LO https://marketparquet.com/api/data/download/stock_daily/latest.parquet
# Python
import pandas as pd
df = pd.read_parquet("stock_1min_2024-01-15.parquet")
aapl = df[df.symbol == "AAPL"] # SPY/QQQ live in the etf_* files
# API -- one file (full API reference: /documentation)
curl -H "Authorization: Bearer bt_YOUR_KEY" \
https://marketparquet.com/api/v1/download/stock_1min/2024-01-15
# API -- every file in a date range in one call (presigned URLs, valid 60 min)
curl -H "Authorization: Bearer bt_YOUR_KEY" \
"https://marketparquet.com/api/v1/manifest/stock_daily?start=2024-01-01&end=2024-12-31"
One Parquet file per trading day, read with pd.read_parquet(...). > API reference & code samples
Split-adjusted OHLCV bars, 1-minute to daily, US stocks & ETFs from 2000 and futures from 2007, survivorship-bias-free with delisted tickers, updated after market close -- one Parquet file per trading day, loads straight into pandas/Polars/DuckDB.