Free market research where every figure is computed from the real tape: guides, daily recaps, and deep dives. And when you want to dig yourself, the same warehouse is queryable in plain English, including the tick-level options quotes (since 2022) that others charge $199+ for. Starting free.
The research is free. The terminal starts free. No credit card, no downloads.
SELECT day, SPY, QQQ, round((SPY / first_value(SPY) OVER (ORDER BY day ASC) - 1) * 100, 2) AS SPY_return, round((QQQ / first_value(QQQ) OVER (ORDER BY day ASC) - 1) * 100, 2) AS QQQ_return FROM ( SELECT toDate(window_start) AS day, round(argMaxIf(close, window_start, ticker = 'SPY'), 2) AS SPY, round(argMaxIf(close, window_start, ticker = 'QQQ'), 2) AS QQQ FROM global_markets.delayed_stocks_minute_aggs WHERE ticker IN ('SPY', 'QQQ') AND window_start >= now() - INTERVAL 45 DAY GROUP BY day ) ORDER BY day
› Compare SPY and QQQ performance (normalized % return) over the last 45 days.
↳ We translate this to the exact SQL on the left, and show it to you before it runs.
Same answer, two ways to ask. The terminal always shows you the generated SQL before it runs.
The same question, two ways, returning the exact same result. Developers write SQL. Analysts ask in plain English. We always show the generated SQL so you can read it, edit it, and re-run it.
SELECT ticker, argMax(close, window_start) AS last FROM delayed_stocks_minute_aggs WHERE ticker IN ('SPY', 'QQQ') GROUP BY ticker;
“What's the latest close for SPY and QQQ?”
In finance a confidently-wrong answer is worse than no answer. That's why we never hide the query. You verify exactly what ran.
Per-scan and per-GB providers punish you for exploring. Every heavy query is a line item; every big month is a surprise invoice.
We run on owned hardware, so an extra query costs us almost nothing, and we pass that straight to you.
Pick a tier, know your bill, and scan as much as you want.
~8 trillion records, including nearly 7 trillion options quotes, for US equities and options. Every exchange-listed ticker, full SIP & OPRA, down to the tick.
Prices are the lead, not the limit. Fundamentals, corporate actions, SEC filings, short data, macro series, and news, all in the same place. A year means history reaches back to it; unlabelled sets are included.
Macro, fundamentals, filings, and short data live in the same schema as your tick data, joinable in a single SQL statement. Correlate price moves with CPI prints, screen by short interest, or line trades up against dividend dates, without juggling endpoints or stitching CSVs.
SELECT si.settlement_date, si.short_interest, p.close FROM stocks_short_interest AS si LEFT JOIN ( SELECT toDate(window_start) AS day, argMax(close, window_start) AS close FROM delayed_stocks_minute_aggs WHERE ticker = 'NVDA' GROUP BY day ) AS p ON p.day = si.settlement_date WHERE si.ticker = 'NVDA' ORDER BY si.settlement_date DESC;
Equity price × FINRA short interest. One statement, no endpoint juggling.
The research is free forever. These tiers are data access under it: REST API, SQL console, and plain-English querying against the same warehouse. You only pay for more history, lower latency, and deeper datasets.
Discover the product. No card.
For builders shipping their first integration.
Full depth plus tick-level trades.
The full NBBO firehose, which others weld to real-time and charge $199+ for.
Real-time data, redistribution rights, and an SLA. Custom pricing.
“Unlimited” means unlimited. A fair-use layer keeps the service healthy for everyone, but your bill is the flat number above. Never a per-query meter.
The same data and the same flat price, whether you write code or write sentences.
Self-serve, write your own SQL, ship in an afternoon.
No SQL required. Ask in plain English, read the answer, see the chart.
Instant access. No sales call, no credit card. Query 22 years of US equities and 12 years of options in SQL or plain English, right now.
Start free: get your API keyYes. Paid tiers carry no per-query or per-gigabyte meter. A light fair-use layer keeps the service healthy, but your bill is the flat monthly price, full stop.
No. Ask in plain English and we generate the SQL for you, and always show it so you can verify, edit, and re-run. Developers can skip straight to writing their own SQL or hitting the REST API.
Never. One subscription covers all US stocks and options. They're complements (options work needs the underlying), so we bundle them.
Every self-serve tier is T+1 historical, which is fully licensed. Real-time (which triggers OPRA fees) and redistribution rights live in the Enterprise plan.
Far more than prices. Alongside tick quotes, trades, and minute bars you get fundamentals (income, balance-sheet & cash-flow statements, valuation ratios), corporate actions (dividends, splits, IPOs), full-text SEC filings (10-K sections, risk factors, the EDGAR index, 8-Ks), short interest & short volume, macro series (Treasury yields, CPI/PCE inflation, labor market), and market news, all in one ClickHouse schema. Because it's one schema, you can join across datasets, price against short interest, CPI, or dividend dates, in a single SQL query.
Guides, market recaps, and data deep-dives. Every figure is sourced from a real query against our market data.
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