Hi,
What are the most “economical” API calls to download the last known OHLC, volume, and last trade date for a set of tickers?
The bulk API is very expensive, and paradoxically even more if you want a subset:
Each symbol request costs 1 API call. For example, multiple tickers request with ten symbols costs 110 API calls; however entire exchange request costs 100 API calls.
The End-Of-Day Historical Stock Market Data API requires you to know the date of the last trade, and needs one call per ticker (not excessive, but if there is a better way…).
Regards,
– Sylvain
Hello Sylvain,
You’ve outlined all the possible options absolutely correctly. The most cost-effective approach is to request the full list using the Bulk EOD API for 100 API calls (if the number of tickers you’re interested in exceeds 100), and then filter out the ones you need. If you have fewer than 100 tickers, you can instead use the EOD API with the filter=last_close parameter.
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Thanks for your confirmation.
Yes, I’ve seen that. It returns just a number for convenience when interfacing with a spreadsheet.
Do you know if there is a filter= parameter to return the last OHCD record (incl. volume and date)?
Otherwise, I can simply use the EOD API to query the historical data for, say, the last three months, and discard everything but the first record. But that felt a bit like wasting resources.
– Sylvain
We don’t have such a parameter. You can request the EOD API by specifying the last date using the from and to parameters. Since the data becomes available after the market closes, you can query it as soon as it’s updated.
Usually, we update each stock exchange 2-3 hours after the market closes. This is except major US exchanges (NYSE, NASDAQ) which are updated in 15 minutes after the market closes. Please note that ETFs traded on NYSE ARCA may update within the 2-3 hours time frame. US mutual funds, PINK, OTCBB and some indices we update only the next morning, the update starts at 3-4 am EST and usually ends at 5-6am EST.
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