API Enterprise

Daily open, high, low and close prices with traded volume for a listed equity — the foundation for backtests, technical indicators and your own return calculations. One row is returned per trading day in your requested window.

The ticker in the path names the listing that held it on from_date, so a reused or renamed ticker returns the instrument that traded under it in your window. The envelope's instrument block says which listing that is.

Prices and volume are restated into today's terms by default, so a price from before a split is directly comparable with a current one. Pass split_adjusted=false to receive them as they actually traded on the day.

Volume is the requested listing's own by default. Pass volume_from_all_exchanges=true for the total traded across every listing of the same security; prices always come from the requested listing.

Available Data Points:

• Date: The trading date. (YYYY-MM-DD format).
• Open: The first traded price of the day.
• High: The highest price reached during the day.
• Low: The lowest price reached during the day.
• Close: The closing price.
• Volume: The number of shares traded.
• Currency: ISO code of the trading currency the prices are quoted in.

Try it out! You can test the API with the trial key TEST. Simply include it in your request headers; either here, or add the header "Ortex-Api-Key": "TEST" to your http request.

Trial key restrictions: Trial keys may be limited to a specific date range and set of regions. Requests outside the allowed regions or entirely outside the allowed date range are rejected; a date window that partially overlaps the allowed range is trimmed to it, reported in meta.restriction.

Get full access! Contact [email protected]