MarketParquet vs FirstRate Data
> budget bulk historical intraday + tick data as zipped CSV
FirstRate Data is the closest thing to a direct comparison: both sell historical US market data as downloadable files with one-time pricing, no real-time feed, and delisted tickers included. FirstRate casts a wider net -- options, crypto, forex, indices, and tick data -- and ships everything as zipped CSV. MarketParquet is narrower (US stocks, ETFs, futures) but delivers Apache Parquet partitioned by trading day, at a lower entry price. Here's the honest breakdown.
Side-by-side
| FirstRate Data | MarketParquet | |
|---|---|---|
| Asset classes | stocks, ETFs, futures, options, indices, crypto, forex | US stocks, ETFs, futures |
| History depth (stocks) | from 2000 (tick from 2010) | from 2000 (futures from Dec 2007) |
| Format | zipped CSV, per ticker (API returns zip archives) | Apache Parquet, snappy, by-date partitioned |
| Finest resolution | tick + NBBO, and 1-minute bars | 1-minute bars (no tick) |
| Real-time data | no -- historical only | no -- end-of-day batch only |
| Free sample | 2-week sample across all tickers | recent daily sample, unlimited downloads, no card |
| Entry price (US equities archive) | one-time ~$500 stocks; ~$700 all-asset intraday bundle | one-time $79 Complete Archive |
| Split / dividend adjusted | yes (unadjusted + adjusted series) | yes |
| Includes delisted tickers | yes (7,000+) | yes |
Where FirstRate Data wins
- Broader asset classes -- options, crypto, forex, and indices alongside equities and futures.
- True tick-by-tick data (trades + NBBO quotes) back to 2010; MarketParquet's finest bar is 1-minute.
- One-stop shop: every asset class from one vendor in a consistent CSV layout.
- Long track record as a budget pick among retail quants.
Where MarketParquet wins
- Parquet loads roughly 100x faster than zipped CSV into pandas/polars/duckdb, and is ~10x smaller on disk.
- One file per trading day holds every ticker -- ideal for cross-sectional and event-study work, vs stitching per-ticker CSVs.
- Much lower entry price for US equities/ETFs/futures: $79 one-time vs several hundred dollars.
- No zip-extraction step -- a presigned download drops straight into a DataFrame.
Which to pick
Pick FirstRate Data if you need options, crypto, forex, or true tick-by-tick data, or want every asset class from a single vendor.
Pick MarketParquet if you're backtesting US stocks, ETFs, or futures on 1-minute-to-daily bars and want Parquet, by-date partitioning, and a lower one-time price.
FAQ
Is there a cheaper alternative to FirstRate Data?
For US stocks, ETFs, and futures, MarketParquet's Complete Archive is $79 one-time versus FirstRate's roughly $500 stock intraday package or ~$700 all-asset bundle. The trade-off: FirstRate also covers options, crypto, forex, and true tick data, which MarketParquet doesn't. If you only need equities/ETFs/futures on 1-minute-to-daily bars, MarketParquet is the cheaper, faster-to-load option.
Does FirstRate Data provide Parquet files?
No -- FirstRate delivers zipped CSV files, and its API returns zip archives rather than a queryable feed. MarketParquet ships Apache Parquet partitioned by trading day, which loads roughly 100x faster into pandas, Polars, or DuckDB and is about 10x smaller on disk.
Is FirstRate Data survivorship-bias-free?
Yes -- FirstRate includes 7,000+ delisted tickers. MarketParquet also includes delisted tickers so backtests aren't survivorship-biased, and both offer split- and dividend-adjusted series (with unadjusted available).
Does FirstRate Data have real-time data?
No -- FirstRate is historical-only, and so is MarketParquet (end-of-day batch updates). For real-time feeds you'd want an API vendor like Massive (formerly Polygon.io) or Databento.
> Pricing and feature snapshots reflect public information at time of writing and may shift. Always confirm against FirstRate Data's own pricing page before committing.