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/2026-09-09.parquet
2026-09-09 close · 6,518 US stocks · download
| date | symbol | open | high | low | close | volume |
|---|---|---|---|---|---|---|
| 2026-09-09 | AAPL | 315.485 | 319.15 | 309.9 | 315.34 | 65639962.0 |
| 2026-09-09 | MSFT | 493.07 | 494.39 | 489.8 | 491.65 | 12889572.0 |
| 2026-09-09 | NVDA | 225.275 | 226.18 | 223.46 | 223.67 | 82955478.0 |
| 2026-09-09 | AMZN | 253.12 | 254.69 | 250.65 | 252.4 | 33055487.0 |
| 2026-09-09 | GOOGL | 331.65 | 331.85 | 327.9 | 330.65 | 33151627.0 |
real rows from this file · see all 50 rows →
We couldn't find reliable split-adjusted Parquet data for backtesting, so we built it — 26 years of US historical market 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) | -- | 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 2026-09-09 · ETFs through 2026-09-09 · futures through 2026-09-09.
STOCK
| Timeframe | Files | Date Range | Total Size |
|---|---|---|---|
| 1-Min | 6,798 | 2000-01-03 .. 2026-09-09 | 88.9 GB |
| 5-Min | 6,798 | 2000-01-03 .. 2026-09-09 | 31.2 GB |
| 30-Min | 6,798 | 2000-01-03 .. 2026-09-09 | 9.3 GB |
| 1-Hour | 6,798 | 2000-01-03 .. 2026-09-09 | 6.1 GB |
| Daily | 6,826 | 2000-01-03 .. 2026-09-09 | 1.2 GB |
ETF
| Timeframe | Files | Date Range | Total Size |
|---|---|---|---|
| 1-Min | 6,712 | 2000-01-03 .. 2026-09-09 | 15.5 GB |
| 5-Min | 6,712 | 2000-01-03 .. 2026-09-09 | 6.8 GB |
| 30-Min | 6,712 | 2000-01-03 .. 2026-09-09 | 2.3 GB |
| 1-Hour | 6,712 | 2000-01-03 .. 2026-09-09 | 1.5 GB |
| Daily | 6,712 | 2000-01-03 .. 2026-09-09 | 346 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/2026-09-09.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 -- get a download URL (full API reference: /docs)
curl -H "Authorization: Bearer bt_YOUR_KEY" \
https://marketparquet.com/api/v1/download/stock_1min/2024-01-15
One Parquet file per trading day, read with pd.read_parquet(...). > API reference & code samples
> see inside a file -- live preview of the latest daily parquet
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.