Market Data Documentation

website·Indexed 34 days ago

https://www.marketdata.app/docs

Documentation for Market Data's financial data services, covering account management, billing, and data plans including Free Forever, Starter, Trader, Quant, and Prime. Includes detailed data policies on professional status, exchange entitlements, single IP address restrictions, and account verification processes.

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What's inside Market Data

  1. Overview of the Market Data PHP SDK

    The Market Data PHP SDK is an open-source library (MIT license) designed to integrate Market Data services into PHP applications. It provides tools to access real-time stock and options prices, historical data, and other market-related information. The SDK is available via GitHub and Packagist.
  2. Overview of the Market Data C#/.NET SDK

    The Market Data C#/.NET SDK allows integration of Market Data services into .NET applications. It is designed with an async-first API (returning Task and accepting CancellationToken), typed records-based responses, automatic retries, and rate-limit tracking. The SDK multi-targets .NET 8 and .NET 10 (LTS) and integrates natively with Microsoft.Extensions.Configuration, Microsoft.Extensions.Logging, and dependency injection. It is compatible with console apps, background services, and ASP.NET Core.
  3. Overview of the Market Data Python SDK

    The Market Data Python SDK is an open-source library (MIT license) designed to integrate Market Data services into Python applications. It provides tools to access real-time stock and options prices, historical data, and other market information. The SDK is available via PyPI and GitHub.
    # Install via pip
    pip install marketdata-sdk-py
  4. Overview of the Market Data Java SDK

    The Market Data Java SDK allows integration of Market Data services into any JVM application. It requires JDK 17+ and features typed records-based responses, both synchronous and asynchronous (CompletableFuture) API variants, automatic retries, rate-limit tracking, and a sealed exception hierarchy. While written in Java, it is designed to be idiomatic for Kotlin, featuring nullability annotations and AutoCloseable clients.
  5. Understand the MarketDataResponse object

    All endpoints return a typed response derived from MarketDataResponse<T>. This object wraps the actual data (Values) and provides metadata about the HTTP request, including status codes, rate limits, and the raw response body.
    public abstract record MarketDataResponse<T>
    {
        public T Values { get; }                          // The typed payload
        public int StatusCode { get; }                    // 200, 203, or 404
        public bool IsNoData { get; }                     // True on 404 "no_data"
        public string? RequestId { get; }                 // Server request ID
        public Uri RequestUrl { get; }                    // Absolute request URL
        public RateLimitSnapshot? RateLimit { get; }      // Rate limit snapshot
        public string RawBody { get; }                    // Raw response body
        public Task<string> SaveToFileAsync(string path, CancellationToken cancellationToken = default);
    }
  6. Understand Market Data freshness categories

    Market Data classifies API responses into three freshness categories based on the age of the data and the trading session status:

    • Real-time: Data under 15 minutes old; used for live trading.
    • Delayed: Data 15+ minutes old, but still from the current trading session.
    • Historical: Data from a previous, fully-closed trading session.
  7. Understand Starter Trial plan limits and features

    The Starter Trial is a 30-day free trial of the Starter Plan that requires no credit card and does not auto-bill. After 30 days, accounts automatically convert to the Free Forever Plan unless a paid subscription is purchased.

    Key features include:

    • API Credits: 10,000 credits per day.
    • Data Delay: 24-hour delayed data for both stocks and options.
    • Historical Data: Access to 1 year of historical data for all tickers.
    • AAPL Ticker Exception: Full historical data access and access to premium endpoints (e.g., earnings) are available specifically for the AAPL ticker.

    Limitations:

    • No real-time stock data.
    • No 15-minute delayed options data.
    • Premium endpoints are restricted to the AAPL ticker only.
  8. Handle special employment circumstances during account verification

    Depending on your current activity, you should provide specific details to support to ensure correct classification:

    • Consulting or Part-Time Work: Provide details about the nature of your consulting work, as this may affect your classification.
    • Career Change: If you retired from one field but work in another, provide details of your current role. If the work is not securities-related, you can typically be classified as non-professional.
    • Privacy Concerns: If you selected 'retired' to avoid sharing employment details but are still employed, provide your current job title and employer. If the work is not securities-related, you can typically be processed as non-professional.
  9. Access stock market data using the Go SDK

    Use the client.Stocks service in the Go SDK to retrieve real-time and historical stock market data, including quotes, OHLCV candles, bulk candles, SmartMid prices, earnings reports, and news.
  10. Access the Markets API root endpoint

    The Markets endpoints provide reference and status data about the markets covered by Market Data. The root endpoint for all market-related requests is https://api.marketdata.app/v1/markets/.
    GET https://api.marketdata.app/v1/markets/
  11. Access options market data using the Go SDK

    The Go SDK provides access to options market data, including full option chains, expiration dates, single and multi-contract quotes, and OCC option symbol lookups.

    SDK methods for options endpoints follow two patterns:

    1. Context-aware methods: Return typed data and a *response.Response object containing the raw response body and rate-limit metadata.
    2. Get* wrapper methods: Convenience methods that internally use a background context to simplify requests.
  12. Understand Exchange Agreement requirements for Market Data API

    Market Data is an authorized vendor for several exchanges. By accessing market data through the Market Data API or other services, users automatically agree to the subscriber agreements of each exchange whose data they receive. All usage is subject to both the Market Data Terms of Service and the specific agreements for the UTP Plan, OPRA, and IEX.