Strasmore Research
Learn am Matt ConnorBy Matt Connor · Updated 2026-07-25 · data as of July 25, 2026 · refreshed weekly

Free Stock Market Data API Wey No Need Key

Strasmore dey run one free stock market data API wey no need key, no signup. E dey serve seven curated JSON queries on US equities and options, cached for edge, open for AI agents.

Strasmore dey run one free stock market data API wey no need key, no need signup. E dey serve one set of curated, read-only queries on top US equities and options data as plain JSON through HTTPS, and dem design am deliberately to open for AI agents plus people too. E also be the keyless demo of something wey dey scarce: one free SQL API where one free account fit write im own queries. This page dey document every endpoint, show working calls, and chart the same data wey the API dey return.

Wetin di free API dey serve

Each key dey answer one question wey market reader dey ask. Di catalog as of wen dem write am:

  • spy_qqq: SPY and QQQ normalized returns for di last 45 sessions
  • dividend_yield_leaders: di highest large-cap dividend yields for di latest session
  • upcoming_ex_dividends: US ex-dividend dates wey dey ahead, plus cash amounts and pay dates
  • short_interest_watch: days-to-cover leaders for di latest short-interest settlement
  • iv_leaders: end-of-day implied-volatility leaders among liquid option underlyings
  • recent_ipos: US listings from di last 180 days, plus offer price and size
  • latest_market_news: di newest market headlines and di tickers wey dem mention
  • biggest_movers: di largest moves for di latest regular session among liquid names
  • revenue_leaders: di largest US companies by latest annual revenue and net income
  • most_active_options: where option volume dey concentrate, plus average implied volatility
  • put_call_ratio: put/call volume ratios of di most active underlyings
  • upcoming_splits: recent and scheduled stock splits
  • market_holidays: upcoming NYSE closures and early closes

Equity prices dey delayed. Options greeks and implied volatility na end-of-day values. Every payload carry di exact SQL wey produce am, so any number you see you fit trace am go back to im query.

How to call am

One GET request, no headers needed:

curl "https://ai.strasmore.com/api/demo?q=dividend_yield_leaders"

The catalog endpoint go list every key wey dey available, with URL wey you fit fetch sharp-sharp, plain-English description of each query, plus usage notes. Fetch am first if you dey discover the API by yourself:

curl "https://ai.strasmore.com/api/demo/catalog"

One response go carry the key wey don resolve, the question wey e dey answer, the SQL, column names, rows, and two pointer fields. The shape (values comot):

{
  "key": "dividend_yield_leaders",
  "label": "Highest dividend yields, large caps, latest session",
  "nl": "Which large-cap US stocks currently have the highest dividend yields?",
  "sql": "SELECT ...",
  "columns": ["as_of", "ticker", "dividend_yield_pct", "..."],
  "rows": ["..."],
  "source": "Strasmore Research",
  "more": "Get more at https://www.strasmore.com ..."
}

If you pass key wey no dey exist, e go serve the default query and flag am with fallback_from field instead of failing. Treat that field like spelling alarm, and treat the catalog as the source of truth for valid keys.

Build am for agents and LLMs

The demo na so dem design am say software go fit call am — software wey you no even write today. Responses dey set access-control-allow-origin: * and CORS preflights dey answer permissively from any origin, so browser apps, notebooks, and LLM agents fit all fetch am directly. Underneath, each query dey recompute at most every ten minutes and e dey serve from memory for a few milliseconds.

Machine-readable entry points, in the order wey agent go read dem:

  1. https://www.strasmore.com/llms.txt na the content index and the demo API dey inside one short file.
  2. https://ai.strasmore.com/api/demo/catalog dey enumerate every query with a URL.
  3. Each response's more field dey point back to the catalog and the full product.

Two etiquette notes. Each query numbers dey refresh at most every ten minutes, so if you poll am pass that rate you go see the same data again. The source field wey dey inside each payload na the name of where the data come from; keep am visible where e make sense when you dey republish any number.

The data behind the demo

The API's answers come from the same warehouse this blog reads. The panels below run the demo's queries through the blog pipeline, with the SQL open under each one.

The spy_qqq key normalizes SPY and QQQ closes to percentage returns from the start of a 45-day window. Over the 30 sessions in the current window, SPY's cumulative move measures -1.6% and QQQ's measures -5.69%.

QuerySPY vs QQQ, normalized return for last 45 days
The exact SQL behind every number
SELECT day,
       round((spy / first_value(spy) OVER (ORDER BY day ASC) - 1) * 100, 2) AS spy_return_pct,
       round((qqq / first_value(qqq) OVER (ORDER BY day ASC) - 1) * 100, 2) AS qqq_return_pct
FROM (
    SELECT toDate(window_start) AS day,
           argMaxIf(close, window_start, ticker = 'SPY') AS spy,
           argMaxIf(close, window_start, ticker = 'QQQ') 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

The dividend_yield_leaders key screens for yields between 2% and 15% with a market cap above $2 billion. The floor removes noise and the ceiling removes special-dividend artifacts that read as yields no company sustains. As of Jul 17, the top of the screen is STRC at 13.45%. For how a single company's payout history reads over decades, see Microsoft dividend history.

QueryBig-cap dividend yield leaders, latest session
The exact SQL behind every number
SELECT ticker,
       round(dividend_yield * 100, 2) AS dividend_yield_pct,
       formatDateTime(date, '%b %e') AS as_of_label
FROM global_markets.stocks_ratios
WHERE date = (SELECT max(date) FROM global_markets.stocks_ratios)
  AND dividend_yield BETWEEN 0.02 AND 0.15
  AND market_cap > 2e9
  AND ticker NOT IN ('SPCX')
ORDER BY dividend_yield DESC
LIMIT 12

The iv_leaders key averages end-of-day implied volatility per underlying across all listed strikes and expiries, keeps names with meaningful option volume, and ranks them. The current leader is SNXX at an average implied volatility of 299.1%. High readings on this screen mark names where the options market prices large moves; the screen states the level and leaves the interpretation to you.

QueryEnd-of-day implied-volatility leaders, liquid underlyings
The exact SQL behind every number
SELECT underlying_symbol AS ticker,
       round(avg(implied_volatility) * 100, 1) AS avg_iv_pct
FROM global_markets.options_greeks
WHERE date = (SELECT max(date) FROM global_markets.options_greeks)
  AND iv_converged
  AND underlying_symbol NOT IN ('SPCX')
GROUP BY underlying_symbol
HAVING sum(volume) > 10000
ORDER BY avg_iv_pct DESC
LIMIT 12

The short_interest_watch key ranks days-to-cover from the same FINRA dataset explained in our short-interest data guide, and upcoming_ex_dividends reads the corporate-actions calendar. Both follow the pattern above: a fixed screen, a bounded result, the SQL in the payload.

From demo go full warehouse

Demo query dem dey fixed on purpose: dem cheap, dem cacheable, and any person fit open dem. Warehouse wey dey behind dem get 22 years of US equities and 12 years of options history, and free account (no card) fit write im own SQL against am, 100 queries per day. Paid tiers go open full history, tick data, and programmatic API keys. The time wey fixed screen no longer plenty, free SQL tier na the next step.

FAQ

The say Strasmore market data API free for real?

Yes. The demo endpoints no need key, no need signup, and no need payment details. Dem only serve fixed queries; any other question go run on the full product.

I go need API key or authentication?

No. Every demo endpoint dey answer plain unauthenticated GET requests. Keys dey only for the paid programmatic API, wey dey run custom queries.

How fresh the demo data be?

Equity prices dey delayed, no be real-time. Ratios, short interest, and corporate actions dey update according to their own source cadence. Greeks and implied volatility na end-of-day. Each query result get new update at most every ten minutes.

My LLM agent or browser app fit call am directly?

Yes. Responses dey answer with open CORS from any origin, preflights succeed everywhere, and the catalog for /api/demo/catalog describe every query for JSON wey agent fit read without documentation.

Wetin go happen if I request key wey no exist?

The API go serve the default spy_qqq query and add fallback_from field wey go name wetin you ask for. Check the catalog for the list of valid keys.

Every panel for this page na live stored query, and the same warehouse dey answer questions wey you write yourself for SQL or plain English for the Strasmore terminal.

#api#market data#options data#dividends#agents