__ __ _ _ ____
| \/ | __ _ _ __| | _____| |_| _ \ __ _ _ __ __ _ _ _ ___| |_
| |\/| |/ _` | '__| |/ / _ \ __| |_) / _` | '__/ _` | | | |/ _ \ __|
| | | | (_| | | | < __/ |_| __/ (_| | | | (_| | |_| | __/ |_
|_| |_|\__,_|_| |_|\_\___|\__|_| \__,_|_| \__, |\__,_|\___|\__|
|_|
> US Stock, ETF & Futures OHLCV data in Parquet format.
> Multiple timeframes, 2000-present, updated daily.
We wanted reliable split-adjusted OHLCV parquet data for
backtesting. Couldn't find it. Everything was either scattered
across unreliable sources, unadjusted prices, or only available
as CSVs. So we built MarketParquet.
[ Data Inventory ]
STOCK
| Timeframe |
Files |
Date Range |
Total Size |
| 1-Min |
6,698 |
2000-01-03 .. 2026-04-17 |
60.8 GB
|
| 5-Min |
6,698 |
2000-01-03 .. 2026-04-17 |
20.6 GB
|
| 30-Min |
6,698 |
2000-01-03 .. 2026-04-17 |
6.2 GB
|
| 1-Hour |
6,698 |
2000-01-03 .. 2026-04-17 |
4.0 GB
|
| Daily |
6,696 |
2000-01-03 .. 2026-04-17 |
730 MB
|
ETF
| Timeframe |
Files |
Date Range |
Total Size |
| 1-Min |
6,613 |
2000-01-03 .. 2026-04-17 |
14.7 GB
|
| 5-Min |
6,613 |
2000-01-03 .. 2026-04-17 |
6.5 GB
|
| 30-Min |
6,613 |
2000-01-03 .. 2026-04-17 |
2.2 GB
|
| 1-Hour |
6,613 |
2000-01-03 .. 2026-04-17 |
1.4 GB
|
| Daily |
6,613 |
2000-01-03 .. 2026-04-17 |
331 MB
|
FUTURES
| Timeframe |
Files |
Date Range |
Total Size |
| 1-Min |
5,724 |
2007-12-31 .. 2026-04-17 |
3.2 GB
|
| 5-Min |
5,724 |
2007-12-31 .. 2026-04-17 |
1.2 GB
|
| 30-Min |
5,724 |
2007-12-31 .. 2026-04-17 |
408 MB
|
| 1-Hour |
5,724 |
2007-12-31 .. 2026-04-17 |
258 MB
|
| Daily |
4,761 |
2007-12-31 .. 2026-04-17 |
43 MB
|
[ Free vs Pro ]
| Feature |
Free |
Pro (from $36/mo) |
| Daily (EOD) data |
Full history |
Full history |
| Intraday (1min-1hour) |
Last 30 days |
Full history |
| Asset types |
Stock, ETF, Futures |
Stock, ETF, Futures |
| Downloads/day |
5 |
Unlimited |
| API access |
-- |
Yes |
[ 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 ]
# Python
import pandas as pd
df = pd.read_parquet("stock_1min_2024-01-15.parquet")
spy = df[df.symbol == "SPY"]
# API -- list available assets (Pro plan)
curl -H "Authorization: Bearer bt_YOUR_KEY" \
https://marketparquet.com/api/v1/assets
# API -- list dates
curl -H "Authorization: Bearer bt_YOUR_KEY" \
https://marketparquet.com/api/v1/dates/stock_1min
# API -- get download URL
curl -H "Authorization: Bearer bt_YOUR_KEY" \
https://marketparquet.com/api/v1/download/stock_1min/2024-01-15