Historical intraday data providers compared
Years of 1-minute US stock bars are sold in very different shapes: monthly API plans that cap how far back you can see, usage-priced exchange feeds, and one-time file archives. This page compares 15 sources on what decides a backtest, using each provider's own pricing and documentation pages on 2026-10-29. MarketParquet is one of the 15. Where a provider does not publish a figure, the table says so.
Six questions before price
- How far back does the plan you would buy go? The vendor's deepest history is often reserved for the top tier.
- All venues or one? A feed from a single exchange such as IEX (about 2.5% of US volume) gives different volume, highs and lows from a multi-venue feed.
- Extended hours? Pre- and post-market bars from 04:00 to 20:00 ET roughly double the bar count for liquid names. On 2024-01-03, AAPL had 741 one-minute bars here, against 390 for the regular session.
- Delisted symbols? Without them, any universe built from the data is a survivor list.
- Files or API? This decides whether a full-market download takes minutes or weeks; see the arithmetic below.
- Licence? Many retail plans are for personal or internal use only.
The comparison
| provider | cheapest way to 1-min history | 1-min depth on that plan | ext. hours | delivery |
|---|---|---|---|---|
| Massive (formerly Polygon.io) | Starter, $29/mo | 5 years (Developer $79/mo: 10; Advanced $199/mo: from 2003-09-10) | yes | REST + daily CSV flat files |
| Databento | usage-based from $0.40/GB, or Standard $199/mo; $125 signup credit | Nasdaq feed from 2018-05; multi-venue EQUS.MINI from 2023-03-28 | not published | API and batch jobs (DBN, CSV, JSON) |
| Alpha Vantage | premium, from $49.99/mo (75 requests/min) | back to 2000-01, one month per request | yes (default) | API only |
| EODHD | EOD+Intraday, $29.99/mo | US from 2004, 120 days per request | yes | API |
| Finnhub | Market Data Basic, $49.99/mo billed quarterly | 10 years (25 on Standard $129.99, 30+ on Professional $199.99) | not published | API; bulk tick download on paid plans |
| Twelve Data | Grow, from $29/mo | from 2020-02-10 | Pro plan ($99/mo) and up | API (batch requests) |
| Financial Modeling Prep | Ultimate, $139/mo ($99/mo billed yearly) | not published | not published | API, bulk endpoints |
| Alpaca | free Basic plan | since 2016, excluding the latest 15 minutes | yes | API |
| Tiingo | Power, $30/mo | not published | yes, "if available" | API (IEX endpoint; multi-venue bars in beta) |
| Intrinio | quote-based dataset; plans from $150/mo | "more than 1 year" | not published | API, bulk |
| FirstRate Data | Stocks Complete, $499.95 once | from 2000 | yes | zipped CSV per ticker |
| Kibot | Essentials bundle, $990 once (1 year of downloads) | from 1998 | yes | text file per symbol |
| Interactive Brokers | brokerage account plus market-data subscriptions | not published; heavy requests are throttled | yes | TWS / Web API, 60 requests per 10 minutes |
| yfinance (Yahoo) | free | last 30 days, 8 days per request | off by default (prepost) | unofficial; personal use |
| MarketParquet | Complete Archive, $79 once | from 2000 (futures from December 2007) | yes, 04:00-19:59 bar opens | Parquet, one file per trading day |
Prices are the published list prices for individual, non-professional use. Sources: each provider's pricing and API documentation, 2026-10-29. Prices change; check before buying. Delisted coverage, venues and adjustment are on each provider's comparison page (linked in the first column).
Files or API: the download arithmetic
Say you want 10 years of 1-minute bars for about 5,000 active US stocks.
- An API that returns one month per request needs 10 x 12 x 5,000 = 600,000 requests. At 75 requests a minute that is 8,000 minutes, about 5.6 days of nonstop calls, before retries.
- An API capped at 120 days per request needs about 31 requests per symbol, 155,000 in all, each charged at the intraday rate.
- Daily files need one download per trading day: about 2,520 files for 10 years, every symbol inside each one. That is a loop that finishes in an evening.
APIs fit live trading, screens and small universes. A backtest over the whole market wants files. Of the 15 sources, Massive (flat files), Databento (batch jobs), FirstRate, Kibot and MarketParquet deliver 1-minute bars as files. Finnhub's paid plans add bulk files of tick data.
One venue or all of them
Alpaca's free real-time feed and Tiingo's original intraday endpoint come from IEX, a single exchange with about 2.5% of US volume. That is fine for a price signal on a liquid name. It undercounts volume, misses highs and lows printed elsewhere, and leaves gaps in thin names. Alpaca's historical bars on the free plan are not limited to IEX; only its free real-time stream is. Multi-venue does not mean every trade either: in this archive the 1-minute bars sum to less than the consolidated daily volume (median 77% on 2026-10-28). The OHLCV page measures it.
Picks by job
- Live trading with data in the same place: Alpaca (free history to 2016, $99/mo for the full real-time feed) or Massive.
- Deepest 1-minute history: Kibot from 1998; FirstRate and MarketParquet from 2000; Massive Advanced and Alpha Vantage premium from 2003 and 2000 through an API.
- Whole market at the lowest one-time price: MarketParquet ($79), FirstRate ($499.95), Kibot ($990).
- Tick and order-book data: Databento; Massive Advanced for trades and quotes.
- Free: Alpaca Basic for history since 2016 through its API; yfinance for the last 30 days; this site's intraday sample pack (one fixed week, 30 symbols) to inspect the format.
Related
how OHLCV bars are built · intraday stock data · download all historical stock data · all comparisons