## Pricing
- Free Sample -- $0: daily (EOD) bars for the last 365 days, unlimited downloads, API at 60 requests/min, plus a fixed intraday sample pack (1 week, 30 symbols).
- Complete Archive -- $79 one-time: full history on all timeframes including intraday (1-min, 5-min, 30-min, 1-hour) and daily (EOD) back to 2000, all asset classes, perpetual access.
- Keep Current -- $15/month (optional add-on): each new trading day's bars going forward after purchase, plus the MCP server for AI coding agents (see below).
There is no subscription for the historical archive; you buy once and keep the data forever.

## Key pages
- [Historical US stock data](https://marketparquet.com/data/stocks): 16,000+ tickers incl. delisted, 1-min to daily, 2000-present.
- [Historical US ETF data](https://marketparquet.com/data/etfs): 5,000+ tickers incl. delisted, 1-min to daily, 2000-present.
- [Historical futures data](https://marketparquet.com/data/futures): ~130 contracts, continuous ratio-adjusted, Dec 2007-present.
- [Delisted stock data](https://marketparquet.com/data/stocks/delisted): survivorship-bias-free stock history with delisted tickers included.
- [Intraday stock data](https://marketparquet.com/data/stocks/intraday): US stock 1-minute, 5-minute, 30-minute, and 1-hour bars.
- [Continuous futures data](https://marketparquet.com/data/futures/continuous): ratio-adjusted futures history from Dec 2007-present.
- [Data quality](https://marketparquet.com/data-quality): gap detection, duplicate screening, price validation, and volume-consistency checks.
- [Changelog](https://marketparquet.com/changelog): dated record of split adjustments applied and delisted tickers added, listed by ticker with ratio and effective date.
- [Guide: yfinance limitations for backtesting](https://marketparquet.com/guides/yfinance-limitations-backtesting): when a reproducible Parquet archive is a better yfinance alternative.
- [Guide: DuckDB stock data Parquet](https://marketparquet.com/guides/duckdb-stock-data-parquet): query OHLCV Parquet files directly with SQL.
- [Guide: Polars market data Parquet](https://marketparquet.com/guides/polars-market-data-parquet): lazy-load market data with Polars.
- [Guide: build a local market data lake](https://marketparquet.com/guides/build-local-market-data-lake): organize stock, ETF, and futures files by date locally.
- [Guide: backtrader with Parquet data](https://marketparquet.com/guides/backtrader-parquet-data): daily and 5-minute PandasData feeds from per-day Parquet files.
- [Guide: vectorbt with Parquet data](https://marketparquet.com/guides/vectorbt-parquet-data): build the symbols-by-dates close matrix and run a portfolio backtest.
- [Guide: download all historical US stock data](https://marketparquet.com/guides/download-all-historical-stock-data): archive sizes per timeframe and the one-command manifest loop.
- [Guide: free historical stock data](https://marketparquet.com/guides/free-historical-stock-data): the free tier is about a year of daily files for every US ticker, no card.
- [All guides](https://marketparquet.com/guides): index of every guide.
- [Symbol pages](https://marketparquet.com/data/symbols): per-ticker data pages (SPY, QQQ, TLT, ES, NQ, CL, GC, AAPL, NVDA, TSLA, ...) with coverage dates, live sample bars, splits applied and loading code, e.g. https://marketparquet.com/data/etfs/spy and https://marketparquet.com/data/futures/es.
- [Pricing](https://marketparquet.com/pricing): Free Sample, Complete Archive ($79 one-time), and optional Keep Current ($15/month).
- [FAQ](https://marketparquet.com/faq): data quality, adjustments, format, timezones, pricing, coverage.
- [Documentation](https://marketparquet.com/documentation): file format and Python (pandas/polars/DuckDB) + API usage.
- [About](https://marketparquet.com/about): what MarketParquet is and what's included.
- [MCP server](https://marketparquet.com/mcp): remote Model Context Protocol server for AI coding agents (Claude Code, Codex, Cursor, opencode): search symbols, fetch bars, run DuckDB SQL server-side, get bulk download URLs. Data tools are included with Keep Current.

## For AI agents
- Need one thing, not the whole file? GET https://marketparquet.com/llms?query=<topic> returns only the matching sections of this document as plain text (JSON: /llms/json?query=<topic>). Examples: ?query=pricing, ?query=parquet schema, ?query=delisted, ?query=futures.
- The full text (this index plus FAQ, comparisons and a Python quick start) is https://marketparquet.com/llms-full.txt.
- No account needed to try the data: the newest daily file (https://marketparquet.com/api/data/download/stock_daily/latest.parquet, every US stock) and the intraday sample pack (https://marketparquet.com/api/data/sample/intraday_sample.zip: one fixed week, 30 flagship symbols, 1-min to 1-hour, same layout as the archive; per-asset zips and the symbol list in /api/data/sample/manifest.json).

## Frequently asked questions

Q: What data does MarketParquet provide?
A: Historical OHLCV data for US Stocks, ETFs, and Futures in five timeframes (1-minute, 5-minute, 30-minute, 1-hour, daily), delivered as Apache Parquet files partitioned by date.

Q: What is the date range?
A: Stock and ETF data covers January 2000 to present. Futures data covers December 2007 to present. New data is added the same night after each session, typically by midnight ET.

Q: How is data quality ensured?
A: An automated pipeline runs gap detection, duplicate screening, price-anomaly validation, and volume-consistency checks. A small number of zero-volume bars (~0.1% of rows in a typical 1-minute file) are preserved and passed through unmodified rather than silently deleted; gaps reflect normal low-liquidity periods.

Q: How are stock splits and dividends handled?
A: Stock and ETF prices are split-adjusted: historical prices are retroactively adjusted for splits so series are continuous and directly comparable over time. The source's split factors also cover stock dividends (a 5% stock dividend is treated as a 21-for-20 split) and, case by case, a large spin-off distribution (DD/Qnity 2025-11-03). Cash dividends are deliberately not embedded in the price series -- prices reflect what the instrument actually traded at, and you can apply dividend adjustments in your own pipeline if your strategy requires total-return series. Every adjustment or correction that changes a published file is listed on https://marketparquet.com/changelog.

Q: How are futures contracts rolled?
A: The futures series are continuous, ratio-adjusted front-month chains. The data source rolls before expiry, when trading volume migrates to the next contract, and multiplies the whole earlier series by the ratio of the new contract's open to the expiring contract's close; it does not publish exact roll dates. Every roll observed by the nightly build is published with its date and ratio in meta/futures_rolls.parquet. Daily futures bars follow the contract's official trading day (for most CME contracts 6:00 PM ET the previous day to 5:00 PM ET); intraday files roll at midnight ET. All published history sits on one ratio-adjusted basis; the trailing 30-day window is re-based nightly as rolls happen.

Q: What timezone is the data in?
A: All timestamps are US/Eastern. Regular market hours are 9:30 AM-4:00 PM ET. 1-minute data includes pre-market (from 4:00 AM) and after-hours (to 8:00 PM) sessions where available.

Q: Why Parquet format?
A: Parquet is ~5-10x smaller than CSV, has typed columns, supports column pruning, and loads natively in pandas, polars, DuckDB, and Spark.

Q: What file structure do you use?
A: by_date/{asset}_{timeframe}/YYYY-MM-DD.parquet. Each file contains all symbols for a single trading day, which makes cross-sectional and time-series loads easy.

Q: How many symbols are covered?
A: Recent files contain 6,500+ stocks, 4,000+ ETFs, and ~130 futures contracts. Historical files additionally include delisted securities, for survivorship-bias-free backtesting (cumulative coverage is 16,000+ stocks, 8,500 of them delisted, and 5,000+ ETFs -- 21,000+ symbols in total).

Q: How does pricing work?
A: Free sample (a year of daily data, an intraday sample pack, API at 60 req/min). Buy the Complete Archive once -- $79 for full history on all timeframes, daily and intraday -- with perpetual access and no subscription. Optional Keep Current ($15/mo) adds each new trading day's bars going forward.

Q: How do I download data?
A: Browse by asset type and date and click download; or use the API: GET /api/v1/manifest/{asset_type}?start=&end= returns presigned URLs for a whole date range (see the bulk-download loop under API); or let an AI coding agent do it through the MCP server (Keep Current). Start at GET https://marketparquet.com/api/v1/ for the endpoint map.

Q: How quickly is new data available?
A: The pipeline runs nightly after our vendor finalizes the session; new data is typically live by midnight ET, always before the next market open. Weekends and market holidays are skipped.