Equities Market Data

This bundle includes our real time IEX exchange quote feed, as well as 15-minute delayed quotes from all exchanges. It includes our trading book and market endpoints too. This package provides a clear view of US equities markets.

Tip

Purchase this bundle in the Console.

Endpoints

• IEX Depth of Book (DEEP) - Uses DEEP to get real-time depth of book quotations direct from IEX.

• Intraday Equity Prices - Aggregated intraday prices in n-minute buckets for the current day.

• Intraday Equity Prices by Minute - Historical and intraday 1-minute aggregated price data for U.S. stocks.

• Intraday Largest Trades - Largest sale eligable trades for the specified security.

• Intraday Market Volume by Venue - Real-time trade volume on U.S. markets.

• Sector Performance - Returns each sector’s performance for the current trading day.

• Stock Book - Returns a combination of data from IEX DEEP and Stock Quotes endpoints, for the given stock.

• Stock Quotes By Collection - Prices for an array of stocks grouped together by sectors, tags, and lists (such as gainers, most active, and others).

• Stock Quote Stock price quotes, data point quotes, OTC stock quotes, open/close prices, volume, market cap, and various change percentages. Specific Apperate plans include SSE Streaming (Grow plan and Enterprise plan) on specific symbols or Firehose (Enterprise plan) – streaming everything.

• Stock Trading Volume by Venue - Volume by exchange venue per symbol. Includes volume traded and average volume traded as a percent of the market.

Rule Event Facts

Create rules that filter on the following facts.

Fact	Description
IEX Ask Price	Best ask price on IEX
IEX Bid Size	Number of shares on the ask on IEX
IEX Bid Price	Best bid price on IEX
IEX Bid Size	Number of shares on the bid on IEX
IEX Block Notional	Price multiplied by number of shares on IEX
IEX Block Size	Number of shares in the trade block on IEX
Change Amount	Change in price between latestPrice and previousClose
30 Day Change %	Price percentage change over the last 30 calendar days
YTD Change %	Price change percentage from start of year to previous close
Extended Price	15 minute delayed price outside normal market hours 04:00 - 09:30 ET and 16:00 - 20:00 ET. This provides pre market and post market price. This is purposefully separate from latestPrice so users can display the two prices separately.
IEX Halt Status	The operational halt status, if any, of the security on IEX.
High	Market-wide highest price from the SIP. It is 15 minute delayed during normal market hours 9:30 - 16:00 ET(null on weekends and before 9:45 ET weekdays).
Is Market Hours	For US stocks, it indicates if the market is in normal market hours. It is false during extended hours trading.
IEX Is Operationally Halted	Is true if trading for the security has been suspended for some operation reason
IEX Last Sale Price	Last sale price on IEX
Latest Price	Use this to get the latest price Refers to the latest relevant price of the security which is derived from multiple sources. We first look for an IEX real time price. If an IEX real time price is older than 15 minutes, 15 minute delayed market price is used. If a 15 minute delayed price is not available, the current day close price is used. If a current day close price is not available, the last available closing price (listed below as previousClose) is used. IEX real time price represents trades on IEX only. Trades occur across over a dozen exchanges, so the last IEX price can be used to indicate the overall market price. 15 minute delayed prices are from all markets using the Consolidated Tape. This does not include premarket or postmarket prices.
Low	Market-wide lowest price from the SIP. It is 15 minute delayed during normal market hours 9:30 - 16:00 ET (null on weekends and before 9:45 ET weekdays).
Market Cap	It is calculated in real time using latestPrice
SIP Market High	Market-wide highest price from the SIP. It is 15 minute delayed during normal market hours 9:30 - 16:00 ET(null on weekends and before 9:45 ET weekdays).
SIP Market Low	Market-wide lowest price from the SIP. It is 15 minute delayed during normal market hours 9:30 - 16:00 ET (null on weekends and before 9:45 ET weekdays).
IEX Market %	The percentage of the market IEX has in the stock
SIP Market Price	Last sale price from the SIP
SIP Market Price Time	Last sale price time from the SIP
SIP Market Size	Number of shares in last sale from the SIP
IEX Security Event	Indicates a market opening or market closing event. Non-empty values are MarketOpen or MarketClose.
IEX Trading Status	The current trading status fo the security on IEX. H - Trading halted across all US equity markets O - Trading halt released into an Order Acceptance Period (IEX-listed securities only) P - Trading paused and Order Acceptance Period on IEX (IEX-listed securities only) T - Trading on IEX
IEX Trading Status Reason	Trading Halt Reasons T1 - Halt News Pending IPO1 - IPO/New Issue Not Yet Trading IPOD - IPO/New Issue Deferred MCB3 - Market-Wide Circuit Breaker Level 3 – Breached NA - Reason Not Available Order Acceptance Period Reasons T2 - Halt News Dissemination IPO2 - IPO/New Issue Order Acceptance Period IPO3 - IPO Pre-Launch Period MCB1 - Market-Wide Circuit Breaker Level 1 – Breached MCB2 - Market-Wide Circuit Breaker Level 2 – Breached
Avg Volume	30 day average volume
IEX Volume	Number of shares traded in the stock on IEX

See also

See also the Commonly Available Rule Event Facts.

Related Topics

Create a Rule to Send Event Alerts

Call GET /data to Query Data

Query IEX Cloud Financial Time Series Data

Example: Get Stock Quotes

Stream Data Using SSE

Get Nasdaq-listed Stock Data (UTP/OTC)