Quandl offers a simple API for stock market data. The API delivers end-of-day prices, harmonized fundamentals, financial ratios, indexes, options and volatility, earnings estimates, analyst ratings, investor sentiment and more.
AAPL stock price:
To find the data you need, use the guide below or use our data browser.
If you prefer, you can get data via our libraries for Python, R, Excel, Ruby and other tools, instead of via the raw API.
Quandl has a huge amount of stock data. This data is divided into multiple databases, each covering a different subject.
Most databases are free to use. A few “premium” databases are available only to paying subscribers. Premium databases are of higher quality, better documented, more comprehensive, and updated more regularly than free databases.
Updated daily, this database provides up to 6 years of history for 75+ essential fundamental indicators and financial ratios for 3,700+ companies worldwide.
List of Databases
This list is for US stocks. For other countries, please see our API for global stock data page.
US Stock Prices
- End of Day Us Stock Prices – Current and historical, dividends, splits, adjustments
- Zacks Equity Prices – Historical US stock prices, including dead tickers
- Wiki EOD Stock Prices – Community-maintained free database of closing prices for 3,000 US stocks
US Stock Fundamentals and Financial Ratios
- Zacks Fundamentals A (70 Indicators) – 7,500 equities, 10 year history, updated daily
- Zacks Fundamentals B (200 Indicators) – 7,500 equities, 10 year history, updated daily
- Core US fundamentals – 6,500 companies, 101 indicators ,10 year history
US Stock Options and Volatility
- Option Volatility Surfaces – Tick-based volatility surfaces for US equity options
- US Equity Historical & Option Implied Volatilities – Range-based volatility surfaces for US equity options
- Goode Analytics Open Interest Ratio Surfaces – Option open-interest ratios
Global Stock Data
- Global Fundamental Data – 75+ indicators, financial ratios for 3,700+ companies worldwide.
Analyst Ratings and Forecasts
- Zacks Analyst Recommendations – Current analyst target prices and buy/sell/hold ratings
- Zacks Ratings History – Historical analyst ratings for over 5,000 stocks
- Zacks Target Price History – Target price estimates for 5000+ stocks
- Zacks Long Term Growth History – Consensus growth forecasts and history for 5000+ US stocks
- Crowdsourced Stock Ratings – Over 2,000 publicly traded companies in the U.S.
- Active Analyst Ratings – Crowdsourced stock ratings and recommendations, 2,000+ U.S. stocks
Earnings Estimates, Surprises and History
- Zacks Earnings Estimates – Standardized earnings estimates for 5,000+ stocks
- Zacks Earnings Estimates History – Consensus earnings estimates history, 5000+ stocks
- Zacks Consensus Earnings Estimates Trends – Trends on consensus earnings estimates, 5,000+ US and Canadian stocks
- Zacks Earnings Announcements – Predicted earnings announcement dates, over 5,000+ stocks
- Zacks Earnings Surprises – Historical estimated and earnings for 6,000 US and Canadian stocks
- Zacks Street Earnings Estimates – Consensus street earnings estimates, 5,000+ US and Canadian stocks
- Zacks Street Earnings Surprises – Historical estimated and street earnings for 6,000+ US and Canadian stocks over 12 quarters
- Zacks Sales Estimates – Standardized sales estimates for 5,000+ stocks
- Zacks Sales Estimates History – Consensus sales estimates history, 5000+ stocks
- Zacks Sales Surprises – Sales surprises history for 5,000+ US and Canadian stocks
Earnings and sales estimates are based on Zacks Investment Research daily surveys of 2,600 equity analysts from over 185 brokerage firms.
- Alpha One Sentiment Data – Sentiment data, 5,000+ US stocks, aggregated from over 20 million news sources
- Social Media Sentiment Data – sentiment data for 10,000+ financial market products: stocks, ETFs, futures, currencies, and bitcoin
- Web News Sentiment – Daily news sentiment indicators for 45k+ stocks since 2013
- American Association of Individual Investors – sentiment data
- Unicorn Research Corporation – Advance and decline data for the NYSE, AMEX, and NASDAQ stock exchanges.
- Zacks Dividends – Dividend history and announcements for 5,000+ US and Canadian stocks
- EventVestor Corporate Buybacks – Stock buyback announcements, 4,000+ US listed stocks, history to 2007.
- Financial Industry Regulatory Authority – Short interest data on securities firms and exchange markets
- US Equity Short Interest – Short Interest is the number of shares sold and not yet repurchased
- PortfolioEffect Volatility and Risk Factors – Volatility and other risk factors for 8,000+ financial instruments: stocks, indices and ETFs
Example 1: Stock Price API
Here is an example API call for stock prices:
The above call gets the unadjusted closing prices (column 4) for AAPL stock, sorted in ascending date order, quarterly, from the start of 2012 to the end of 2013, in CSV format. This dataset has Quandl code WIKI/AAPL and comes from database WIKI.
For the full syntax, read our API reference.
Stock Price API in Depth
In the following sections, selected stock price databases are described in greater depth. Note that the definitive documentation for any given database can always be found on its documentation page; what follows is merely a brief overview.
For US stock prices, we recommend the Quotemedia End-of-Day US Stock Prices database, EOD. This is the highest-quality stock price database anywhere on the internet: it provides comprehensive, accurate, reliable end-of-day stock prices, both adjusted and unadjusted, including complete dividend and split history. The database covers over 8,000 public companies, including every stock listed on NYSE, NASDAQ, AMEX and ARCA. This database is updated daily at 5pm or earlier.
EOD offers the lowest-cost, highest-quality professsional-grade end of day stock price data in the world. Single user, startup, developer and redistributor licenses are available.
For free and open stock prices, we recommend database WIKI. This is an unrestricted and unencumbered collection of historical stock prices on 3 North American exchanges: NYSE, NASDAQ and AMEX. The data in this database is curated by the Quandl community. It is usually updated within 6 hours of the close; however, since it is crowd-sourced, the delivery time cannot be guaranteed.
Example 2: Stock Fundamentals API
Here is an example API call for stock fundamentals:
Stock Fundamentals API in Depth
In the following sections, individual stock fundamentals databases are described in greater depth. Note that the definitive documentation for any given database can always be found on its documentation page; what follows is merely a brief overview.
For basic US stock fundamentals, we recommend the SF1 Core Fundamentals database. This database offers 90 essential fundamental indicators and financial ratios for 5,500 US public companies, both point-in-time and revised data, annual and quarterly variants, with 10 years of history.
This is by far the best-value source on the internet for historical and current US stock fundamentals and financial ratios. In addition to parsing raw SEC filing documents, the data provider has invested 1000s of hours into harmonizing the reported data across companies and across time; a huge and extremely intricate process. The database is highly accurate, carefully error-checked and updated every single day.
ZFA + ZFB
Zacks Investment Research has created two excellent and comprehensive databases for fundamental data and financial ratios: ZFA and ZFB. These two databases cover over 250 key statistics for each of 10,000 stocks, including delisted tickers. The presence of delisted stock fundamentals allows back-testing without survivorship bias. Note that ZFB is a superset of ZFA.
Both databases are updated daily, and build upon Zacks’ 35+ years of expertise building professional-grade data products for sale.
Corporate financial statements for the last ~5 years are available from the free SEC database. However, this database has one major flaw: indicators are not harmonized across companies. This is a limitation of the source data.
The Quandl community has built a crowd-sourced harmonized fundamentals database that attempts to mitigate this flaw: its is available as database RAYMOND. Being crowd-sourced, we cannot guarantee update times or accuracy for this database.
Prof. Aswath Damodaran from NYU used to maintain a superb compendium of harmonized corporate data that he would compute himself. However, he has had to delete most of his calculations and stop providing updates, due to a legal injunction by the “owners” [sic] of the raw data that he used for his computations. You can view the non-updating database at DMDRN, provided solely for historical purposes.
Limitations of Free Fundamentals Data
Fundamentals data from the SEC, and the corresponding harmonized indicators from RAYMOND, have at least three known limitations.
First, the data only goes back a few years. The SEC did not mandate electronic filing prior to 2009, and so structured online records are not available prior to that date.
Second, the harmonization procedure described above fails when companies change their reporting and accounting treatment from year to year. This does happen, despite the SEC’s best efforts to force standardization.
Third, there are occasional gaps in the quarterly data. Companies are required to file both quarterly (10-Q) and annual (10-K) reports with the SEC, and these reports are what the SEC makes available on its website. But companies are not required to file quarterly reports on dates when they’re “also” filing annual reports. Hence a typical company listing on the SEC will have 3 quarterly reports and 1 annual report, for every fiscal year. Of course, it’s possible to “back out” the missing quarterly data, but this is beyond Quandl’s scope.
Indicators in the DMDRN database suffer from a few known limitations.
First, the data comes from a variety of different public sources, and is subjected to a variety of calculation and adjustment procedures. For those looking for transparency and/or consistency in calculation, this database may not be the best choice.
Second, the data collection and calculation process is designed and optimized for cross-sectional comparisons of companies, not for time series analysis. Ratios are meant to be forward-looking point-in-time estimates, not best guesses of past actuals. And the emphasis is on sector averages rather than on individual company data.
Third and most obviously, the data is not updated any more, due to a legal injunction.
Available Fundamental Indicators
|ACCOCI||Accumulated Other Comprehensive Income|
|CASHNEQ||Cash and Equivalents|
|INTANGIBLES||Goodwill and Intangible Assets|
|PAYABLES||Trade and Non-Trade Payables|
|RECEIVABLES||Trade and Non-Trade Receivables|
|RETEARN||Accumulated Retained Earnings (Deficit)|
|DEPAMOR||Depreciation, Amortization & Accretion|
|NCF||Net Cash Flow / Change in Cash & Cash Equivalents|
|NCFCOMMON||Issuance (Purchase) of Equity Shares|
|NCFDEBT||Issuance (Repayment) of Debt Securities|
|NCFDIV||Payment of Dividends & Other Cash Distributions|
|NCFF||Net Cash Flow from Financing|
|NCFI||Net Cash Flow from Investing|
|NCFO||Net Cash Flow from Operations|
|NCFX||Effect of Exchange Rate Changes on Cash|
|DPS||Dividends per Basic Common Share|
|EBIT||Earning Before Interest & Taxes (EBIT)|
|EPS||Earnings per Basic Share|
|EPSDIL||Earnings per Diluted Share|
|NETINCCMN||Net Income Common Stock|
|NETINCDIS||Net Income from Discontinued Operations|
|PREFDIVIS||Preferred Dividends Income Statement Impact|
|RND||Research and Development Expense|
|SGNA||Selling, General and Administrative Expense|
|SHARESWA||Weighted Average Shares|
|SHARESWADIL||Weighted Average Shares Diluted|
|TAXEXP||Income Tax Expense|
|EVENT||Material Corporate Events|
|FILINGDATE||Filing Date to Report Period Mapping|
|FILINGTYPE||Filing Date to Report Type Mapping|
|PRICE||Share Price (Adjusted Close)|
Metrics and Ratios
|BVPS||Book Value per Share|
|DE||Debt to Equity Ratio|
|DILUTIONRATIO||Share Dilution Ratio|
|EBITDA||Earnings Before Interest, Taxes, Depreciation & Amortization (EBITDA)|
|EBT||Earnings before Tax|
|EPSDILGROWTH1YR||EPS Diluted Growth|
|EVEBIT||Enterprise Value over EBIT|
|EVEBITDA||Enterprise Value over EBITDA|
|FCF||Free Cash Flow|
|FCFPS||Free Cash Flow per Share|
|NETINCGROWTH1YR||Net Income Growth|
|PB||Price to Book Value|
|PE||Price Earnings (Damodaran Method)|
|PE1||Price to Earnings Ratio|
|PS||Price Sales (Damodaran Method)|
|PS1||Price to Sales Ratio|
|ROA||Return on Average Assets|
|ROE||Return on Average Equity|
|ROS||Return on Sales|
|SHARESWAGROWTH1YR||Weighted Average Share Growth|
|SPS||Sales per Share|
|TANGIBLES||Tangible Asset Value|
|TBVPS||Tangible Assets Book Value per Share|
Terms and Licensing
All open databases on Quandl are free and unencumbered.
Premium databases are governed by their respective subscription licenses. We strive to offer the most liberal, flexible, transparent and fair data licenses in the world. Individual, startup, developer and institutional licenses are available.
You can preview all premium databases before buying, if you sign up for an API key.
You might find these pages helpful:
- Complete API documentation
- Quandl libraries: R, Python, Excel and 20 more
- List of all premium databases on Quandl
- API for global stock data on Quandl
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