Frequently asked questions
Any questions not included here? Please
Information presented here is organized into several sections. You can use the links below to skip scrolling and quickly access the section you are interested in:
Ordering and data delivery
I have placed my order - what happens next?
After you place your order and your payment is successfully processed, the maximum
wait time never exceeds 24 hour period. In most cases, all data orders are available for delivery as an internet download immediately after we receive a confirmation
of your order.
Please check your spam folder if you do not receive any e-mails from Kibot. If you email us or place an order and do not receive a response within 24 hours,
please check your spam filter, junk mail folder, or whatever it is you use to filter
out spam. There is a chance that the emails we sent to you may be accidentally identified
and listed as spam.
If you do find our email in spam or junk folder, please make sure to mark it
as "Not Spam or Junk" and to add kibot.com domain to your "Approved Sender" list
to prevent this issue from reoccurring. To make sure that your e-mails to us are
delivered, please use the online
form to contact us. Do not send your first message to us from your e-mail client.
How are the files distributed?
When you buy any of our data packages, you will get an access to a
secure section of the web site where you will find all your data and
updates. Files are downloaded individually from our servers or distributed in a compressed ZIP
or RAR archive format. Any popular archiving software like Winzip, WinRar or
7zip is compatible with our compressed files.
You can also use our free Kibot Agent software to download
and update data purchased from us.
How big are the files?
It depends on the data package you are interested in. For example, both daily and intraday data files for the
"All Stocks and ETFs" historical data package compressed to a RAR or a ZIP archive are
about 20 gigabytes in size. If you, for
example, have a 20 Mbps connection to the internet, you can download everything
in about 2 hours. You can calculate the approximate download time using this
download time calculator.
Can I get a sample data file?
You can download complete one minute and tick data history for selected
stocks and ETFs from the
data section on our Buy page. You can also download this zip archive
with 1 minute unadjusted data for Wal-Mart
during the regular trading session on 1/12/2010 and unadjusted data for OIH, Oil Services HOLDRs
ETF on 12/31/2009.
Large amount of daily data for US stocks and ETFs is offered for free. You can easily download it and automatically keep it up-to-date using our Kibot Agent software.
Please contact us if you would like
to have a small sample of some specific instrument's data. We will do our best to accommodate your
Where can I get the list of all symbols/instruments that you offer?
There are three separate lists with symbols:
active + delisted and
only. TAB character is used as a separator to simplify parsing. The files are
updated once per week. Columns are defined in the first line. Size and start
date columns describe 1 minute files.
How long Kibot has been serving data?
During the 2007/2008 period, Kibot had been a trading system signals
operation in collaboration with
Collective2, the leading web site for trading system analysis. We had
achieved the best performing trading system status on Collective2 during the
same period. We have been offering historical data since January 2010.
Oricode (the company behind Kibot) has
been in business since 1997.
Historical data format
What is the format of your minute and daily data?
We use standard comma-delimited text
files. This is the order of the fields in every 1 minute or higher interval file: Date,Time,Open,High,Low,Close,Volume.
Date values are in the "mm/dd/yyyy" format. Time values are using the
ET (New York) time zone in the "hh:mm" format. Date and time values can easily be converted to any
format of your choice.
We offer both adjusted and unadjusted data. Our intraday and daily adjusted data is
back-adjusted for stock splits
and dividends. Aggregated data records have a time value indicating the time when
the bar opened. For example, a time stamp of 10:00 AM is for a period between 10:00:00
AM and 10:00:59 AM. All records with a time stamp between 9:30:00 AM and 3:59:59 PM represent
the regular US stock market trading session.
For more information, please visit the
Kibot data format for historical text files web page.
What is the format of your tick data?
The order of the fields in the tick files (with bid/ask prices) is: Date,Time,Price,Bid,Ask,Size. Our bid/ask prices are recorded
whenever a trade occurs and they represent the "national best bid and offer" (NBBO) prices across multiple exchanges and ECNs.
For each trade, current best bid/ask values are recorded together with the transaction price and volume.
Trade records are not aggregated and all transactions are included in their consecutive order.
The order of fields in our regular tick files (without bid/ask) is: Date,Time,Price,Size.
The order of fields in our 1, 5 or 10 second files is: Date,Time,Open,High,Low,Close,Volume. It is the same format used in our minute files.
What is the format of your aggregate bid/ask data?
The order of the fields in our aggregate bid/ask files is: Date,Time,BidOpen,BidHigh,BidLow,BidClose,AskOpen,AskHigh,AskLow,AskClose
The format is very similar to our standard one minute and higher interval files which are constructed by aggregating the execution price and volume.
The difference here is that instead of using execution price we use "national best bid and offer" (NBBO) prices to get their open, high, low and close prices for any given time interval.
Bids and asks in our files are from multiple markets and they represent the best prices or the highest bid and the lowest ask.
A potential usage scenario may include using this data in your analysis to try to simulate the execution price for market orders and to estimate the potential slippage that may occur.
You can download sample aggregate bid/ask data for free from the free historical data section on our Buy web page.
What time zone is used for US and Canadian stocks, Futures, Forex and other
All our date/time values are created using the Eastern Time Zone
(ET). If, for example, data originally comes from Chicago Board of Trade (CBOT)
and the Central Time Zone,
we will use ET (New York) time zone in our
data in order to simplify data processing.
Time values are conformed to both EST (standard time) and EDT (daylight saving time).
When observing standard time during autumn/winter, time values are 5 hours behind UTC time (UTC-5h). Similarly, when observing
daylight saving time during spring/summer, values are 4 hours behind UTC time (UTC−4h).
If you need to convert our time values to your local time, here is the summary of when EST or EDT is used:
- Prior to 2007 Daylight Saving Time (DST or EDT) begins on the first Sunday in April and ends on the last Sunday in October.
- For year 2007 and after EDT begins on the second Sunday in March and ends on the first Sunday in November.
- Time values are 4 hours behind UTC time (UTC-4h) for the spring/summer (EDT) period. Otherwise, they are 5 hours behind UTC time (EST).
You can get the exact dates for every year since 1918 when DST has started from this web site.
Are all market sessions included?
Our stocks and ETFs data includes pre-market (8:00-9:30 a.m. ET), regular (9:30
a.m.-4:00 p.m. ET.) and after market (4:00-6:30 p.m. ET) sessions. Trading for SPY
(SPDR S&P 500 ETF)
and some other liquid ETFs and stocks usually starts at 4 a.m and ends at 8 p.m.
How far does your data go back?
We provide 55 years back in daily time frame
and more than 19 years in minute-by-minute
time frame. We also have over 8 years of tick-by-tick (including bid/ask) data. For intraday data, the earliest date on record is 1/2/1998 or the
IPO (initial public offering)
date for the company. There are also many delisted companies included in all of
our data packages with the different start and end dates. You can find the list of
all the companies with their start dates and file sizes on our
Do I need to buy end-of-day (daily) data separately?
You do not need to pay for daily data if you buy any minute or tick interval
data from us. All our tick and minute interval products have their end-of-day (daily) equivalent. Our daily
data is included for free
with intraday orders. For example, if you buy our
historical 1 minute package, you will also
get daily data free of charge. Similarly, if you buy tick data for the
historical tick data package, we will include 1 minute and daily data for free with
In your stock index data packages do you include all historical data for a company
or just the data since inception?
The entire available history for an instrument is always included, not just the
data after the inception. Please refer to our
page to find out what exactly is included with every data package.
If one or more minutes are missing from your data does that mean that there were no trades?
There were no trades during that period of time. That does not mean the data is missing.
This occurs more often during pre/after market sessions and
with the less liquid stocks.
How can I reconstruct the missing bars and always get 390 bars per regular market session?
If you need 390 bars per market session, you can use the previous valid bar
with volume to generate
the missing bars. Here is an example:
15:00,10,10.5,9.5,10.4,100 <- has trades
15:01,10.4,10.4,10.4,10.4,0 <- missing bar
15:02,10.4,10.4,10.4,10.4,0 <- missing bar
15:03,10.4,10.4,10.4,10.4,0 <- missing bar
15:04,10.4,10.4,10.4,10.4,0 <- missing bar
15:05,10.4,10.6,10.2,10.5,200 <- has trades
Just use the last bar's close price for Open, High, Low and Close values and
0 for volume. If you later use this data to create technical indicators, data
that is constructed in such a way is still correct and will not cause miscalculations. Also, make
sure that in backtesting, you avoid placing orders during periods with no activity.
Compare the hypothetical dollar amount on your entry and exit bars with the amount
that was really traded.
Can I get different time intervals?
We offer several specific time intervals on our Buy page. Our tick data can
be aggregated to any greater time interval. Similarly, one-minute files can be converted
into 2, 3, 5, 10, 30, 60 minute files and imported into your software. Many software
products can also internally convert one minute and tick data into higher time frames. We
can also convert data for you to any interval greater than the one you
contact us before placing
your order if you need a custom data format. For more information, please visit this web page.
How can I convert your data to Metastock format?
You can use Metastock Downloader to convert our standard data files to any
Metastock compatible format. For more information, please visit
this web page.
Our standard data format is explained
How can I convert your data to NinjaTrader format?
contact us before placing
your order. NinjaTrader minute, daily and tick format is natively supported by
Just add "&ninjatrader=1" to your URLs to download data from our API in
Historical tick data
Do you offer tick-by-tick data?
We have over 8 years of tick data including bid/ask prices at the time of transaction
for all USA and Canadian stocks and ETFs, OTC, Forex and Futures. Please visit our
buy page for more details.
Does your tick data have bid and ask volume?
Only the transaction volume is recorded and best bid/ask prices at the moment of
the transaction are taken from multiple exchanges. There are many price levels for bid/ask data coming
from multiple exchanges and ECNs and each one has its own volume and the volume
is constantly changing. We do not record bid and ask volume.
One of the popular high-frequency-trading strategies involves entering a
large amount of orders on bid or ask side and then canceling them before the
execution. It is almost an impossible task to save all those changes to our data
files. According to US Securities and Exchange
Commission (SEC), 96.8% of orders are cancelled.
That makes any trading strategy that uses bid and ask volume unreliable.
Why are some prices in your tick data outside bid/ask spread?
Please note that some small percentage of the trades is expected to be outside the best bid/ask range.
The most common scenario is when the available liquidity is insufficient at the first bid/ask level. There are many price levels of limit orders on both bid and ask side. If a trade size is bigger than the first ask level for (for example) buy order, then the first price level on the ask side and levels above that price will be taken. The trade price then becomes the average of all price levels that were included in the trade. The average price will be higher than the best ask price at the moment of the trade.
Large block trades can be handled by the block desk at one of the major firms and then reported to the exchange. The reported trade price may very well occur outside the bid/ask spread.
Also the bids and asks in our files are usually across multiple markets and they represent the best prices or the highest bid and the lowest ask. Some trades may use liquidity pool that is unavailable to the public or simply does not represent the best bid/ask at the moment the trade is executed.
Historical Futures data
How are your continuous contracts calculated?
The continuous contract rolls to the next contract as is. We do not
back-adjust previous contract's data to current contract. Rollover is either on
expiration date or 2-7 days before the expiration date. You can get the
expiration date from the contract description on the
historical futures data web page. You will see the expiration/delivery month and year
in the "Description" column. Here is the
futures tick data equivalent of the same list of futures contracts. Expiration is at 9:30 am ET (New York) time
zone on the third
Friday of the delivery month.
Is there a method for determining a settlement price from intraday prices?
The settlement price is set by determining the weighted average price over a certain period of trading, typically shortly before the close of the market. You can get the settlement price as received from the exchange in our daily data. The daily bar close value reflects the settlement.
Where can I get the list of exchanges used to compile historical Futures data?
You can get all the exchanges associated with individual futures contracts from this text file.
Why your daily (end-of-day) data for futures does not match intraday data?
Futures daily data does not represent aggregated intraday values. The close price in the daily data represents the "settlement price" and not the last price for the day. It is set by the exchange. Also, total volume in daily data includes "non-last-qualified trades" and volume for spreads which are counted by the exchange but not included in the intraday data. Non-Last-qualified trades are all trades that do not set the "Last" price.
Why your daily or intraday data does not match other data sources?
The other data source is probably using price adjusted data (panama-canal shifted, ratio-shifted, weighted-average, calendar-weighted...).
If that is the case, values from previous contracts need to be adjusted in order to match the current contract. The resulting values are not the actual transaction prices.
They represent original values multiplied by some custom ratio.
Please note that our continuous data is unadjusted. We do not back-adjust prices and/or volume. Rollover for most of the contracts is on the expiration date.
Our most recent data for the current contract should match their data but the further back in history you go, the more discrepancy you will see.
We offer continuous contracts and all individual contracts that are used to construct them. You can use any custom method you want for data analysis or to construct your own continuous contracts.
What time zone is used for Futures contracts?
We use the Eastern Time Zone (ET) for all our data. For example, even though Soybean Oil (BO) contract comes from Chicago Board of Trade (CBOT) and the Central Time Zone, we will still use ET (New York) time zone in our data in order to simplify data processing. You can get more information about the subject here.
Historical Forex data
Why there is no volume in your Forex data?
Historical Forex data has no volume. It consists of bid and ask prices only. Unlike stocks, futures and
many other markets, Forex market is not organized around a central exchange. As
a result, transaction price and volume data is unavailable. Volume should be
ignored completely in your analysis since it is not possible to get the total
value of the transaction. If it is present in the file, it usually represents the number of times bid/ask prices have
changed during any given time frame.
Do you use Bid or Ask prices to generate minute and daily data
Only Bid prices are used in our Forex 1 minute and higher interval historical data to generate
Open, High, Low and Close values. If your trading strategy requires Ask prices,
contact us with your
Indexes and Indicators
Why is trading volume inconsistent or missing from indexes and indicators?
Trading volume is irrelevant in indexes and indicators since no real
trades are taking place. The value is kept in the files for compatibility with
our standard data format.
For example, Dow Jones Industrial Average formula is simply the sum of
all prices for all stocks that are part of the index. The resulting number was
initially divided by the number of stocks and is now divided by some arbitrary
number (divisor). Volume is not used in calculation. For more information about how the
Dow Jones index is calculated, please visit
this web page.
Even if you look at some other third-party data sources like, for example, Yahoo Finance you will see that their volume is not just sum of all volumes.
Values in the volume column here can be anything from 10 million up to more than one billion (on 2/7/2014) shares.
But just one single company out of 30 can have tens of millions of shares traded on a single day. You can see, for example, how liquid MSFT (Microsoft Corporation) is here.
Do you have a list showing all historical S&P 500 constituents?
Unfortunately we do not have a track record of all S&P 500 changes.
Here is the best available free online source with history going back to
Are your stock index data packages survivorship-bias-free?
Some of the delisted and some bankrupt
companies are included with every stock index package. We do not have a complete historical list of companies that were once part of the
index nor do we have all the data for inactive stocks. All active stocks are available. To
find out what exactly is delivered once the order is placed, you can find all
the files with their start dates and size together with the information about
the included companies on our Buy page. If you buy, for example, our
package, you will get over 3500 symbols.
The extra 500 companies are the ones that have declared bankruptcy or have been excluded from the index.
How reliable is your data?
In order to see how reliable our data is, you can analyze complete tick and 1 minute files
we offer as a free download. You can find the download links under the
data section on our Buy page. We
encourage you to compare our data with any existing data you may have.
Will real-time data feed from my broker match Kibot data?
The feed you receive from your broker should have the same data as Kibot. Just like
our data, the feed is combined and what you will get is the NBBO (National Best Bid and Offer)
which refers to SEC rule that requires brokers to guarantee that customers receive the best
bid/ask prices and include prices from all competing market centers (exchanges). It is
unlikely that your broker will stream quotes from just one exchange if a certain instrument is
trading on multiple exchanges.
Does your data include bad ticks (spikes)?
Our historical data is cross-checked, tested and verified for accuracy, but due
to the lack of liquidity, spikes are quite possible in pre/after market sessions.
When the data is processed on our servers, the filters are less restrictive for
ticks outside regular session. You should take this into consideration and try to
simulate orders in your backtesting only during the regular session between 9:30
AM and 4 PM. Also try to include only regular session when calculating indicators.
You can probably find a spike or two during the regular session. It is
difficult to make a distinction whether or not those are real trades so the data
is filtered against the most obvious errors only. You should be able to filter
out the extreme prices in data if you compare them with the previous and/or next
I think I have found a spike in your data
Please report it to us but please note that many instruments are illiquid and therefore very volatile.
You need to calculate average true range for some period in the past. If the average daily range for an illiquid stock is, for example, 10% then any single 5% price movement should be considered normal. You usually need to ignore trades outside of the regular market session (from 9:30 AM to 4 PM) to reduce the number of false positives. If you find a potential spike, try to compare the prices to, for example, Yahoo Finance or some other third-party data provider.
Also please note that there were several flash crashes and outages on the exchanges in recent history. As a result, you can find a few prices that stand out even with highly liquid stocks like AAPL and GOOG.
Your daily data does not match Yahoo Finance historical prices
You are probably comparing our adjusted data with their unadjusted data. Our adjusted data set should match the last, "Adj Close" column. Our unadjusted data should be like the "Close" column on Yahoo Finance. For more information, please visit this web page.
Yahoo has recently changed the main Yahoo Finance web site and introduced some errors. Their "Adj Close" column now shows unadjusted prices instead of the adjusted prices. Until they change it, please use their Singapore web site for all future analysis.
Why are some bars missing from the data?
There will not always be 390 bars per day during regular market session if
you are working with less liquid instruments. Data is not recorded if there are no transactions
during any specific time period.
Regular trading session is from 9:30 to 15:59. The last bar begins on 15:59:00
and ends with 15:59:59. Shortened trading sessions are from 9:30 to 12.59 which
gives you 210 bars on such days. You can get more information about trading hours
and holidays from NYSE.
Missing bars are rare in SPY, AAPL, MSFT or any other similar liquid instruments.
In your backtesting, to take care of such gaps, avoid placing orders during periods
with no activity. Always compare your hypothetical transaction volume on your entry
and exit bars with the amount that was really traded on the exchange.
Also, a specialist on the NYSE exchange can delay the open for a particular stock.
First bar during regular session will then be after 9:30 AM which, again,
produces less than 390 bars for that day. Such delays were more frequent in earlier
years and before today's level of automation and computerization.
There is a way around this. We can create a separate data set and generate all
the missing bars using prices from the previous bars. Volume in generated bars will
be zero. Please contact us if
you require such format.
Why are some very liquid instruments have bars missing from the data?
You may discover that some very liquid stocks and ETFs like AAPL or QQQ have zero trades for long periods during trading hours. Trading on NASDAQ and NYSE was halted multiple times in the last few years.
Click here to find just one example when NYSE trading was halted for almost four hours.
This news article describes NASDAQ being closed for trading for 15 minutes in 2013.
Also, a lot of gaps may be incorrectly detected after 1PM ET. Shortened trading sessions are from 9:30 AM to 1:00 PM and some of the detected gaps may refer to after-hours trading which is far less liquid than regular trading session.
You can get the list of all days with shortened trading hours since 1996 from Kibot API.
Why do I sometimes see a gap at the beginning of the regular trading session?
Sometimes, the specialist on NYSE may decide to start the trading session for
a particular instrument a few minutes after the 9:30 AM official open time. This
may occur even for very liquid securities and the missing bars in such case do not
represent gaps or missing data. If having 390 bars per day for every single stock
is crucial for your analysis, then you can simply reuse the previous bar's close
and create the missing bar with no volume.
Why the closing prices in your daily files sometimes do not match up with what
I see on Bloomberg/Yahoo and other data sources?
We use the last trade price in our files. There is a difference between the last
trade price and the official closing price. The official closing price can be a
transaction that occurred after the market close. In our daily data files the closing
price for the day is the last price before 16:00 or the close price of the 15:59
bar in the intraday file.
For less liquid stocks, this can be before 15:59, but
it is always the last intraday bar during the regular market session. If you use
both intraday and daily data in your analysis, this increases the accuracy of your
calculations since they will be synchronized.
The main idea behind our daily prices is to provide a way to calculate technical indicators for intraday trading. If you use both short and long term periods in the trading system rules, you will have more accurate signals if daily data matches intraday data.
If you use the "market-on-close" orders with your broker and you would like to simulate the execution price, you should probably use the official close price. Daily data with official closing prices is easily obtainable for free from third-party data providers. Click here to see an example for MSFT (Microsoft Corporation).
We have a separate
page showing how incorrect Yahoo data can produce false results in your analysis.
Click on the image below for more information:
Are "odd lots" or "non board lots" included in your data?
Our data does not include unfiltered "odd lot" transactions. The official
volume from the exchange may differ slightly and include transactions smaller
than 100 shares. Such quotes are marked as "non board lots" by the exchange.
Non-board lot is anything below 100 shares or 1000 shares for penny stocks.
Odd lots, by exchange definition, cannot set a last price which means that
daily open, high, low and close prices cannot be set by odd lot transactions.
Nasdaq and NYSE have included odd lot trading volume data in their daily
volumes since October 2013. When present in intraday data, odd lots may
prematurely trigger indicator based buy or sell signal or a stop, like, for example, ATR stop.
For more information, please visit
this web page.
Where does your data come from?
The price and volume data is taken from multiple exchanges and ECNs. For a
stock traded at, for example, NYSE, the price is not from the NYSE
exchange only. The recorded prices may come from other ECNs or exchanges, not just NYSE.
Best bid, ask and transaction prices across multiple exchanges and ECNs are
taken when constructing 1 minute and tick data. Feel free to analyze
data we offer on our Buy page. For more information about
comparing our data to other sources, please visit
this web page.
Adjusted and unadjusted historical data
Why use adjusted data?
A few dozen stocks and ETFs are adjusted for splits and dividends every working day. When historical data is adjusted, all the values
are adjusted retroactively and multiplied by a calculated ratio.
You should use adjusted data in your analysis to create technical indicators and buy/sell signals which rely on them. If data
is not adjusted for splits and dividends, indicators or any other calculated data series will produce large price gaps for the dates
before and after the split or a dividend. As a result, your trading system may trigger a lot of false buy/sell signals.
If you need to get the price changes
relative to the close of the previous day, you will get incorrect results with unadjusted data on dividend/split days.
The difference can only be statistically correct if the data is adjusted.
Also, rather than using close/open prices which are more volatile, you can try to compare current day's data to previous day's
average price. Try relaying on intraday and not the daily data. There is also an issue with the "official open/close price"
which is often quite different than the intraday open at 9:30AM and close at 4PM.
You can find more information about that here.
When should I use unadjusted data?
When you need to know the exact, real-life unadjusted
price and volume on a certain date. All the values remain unchanged after corporate events like
stock splits or dividends. Unadjusted data in almost all cases stays the same, but it may be periodically checked for errors and corrected.
What is your adjustment method for splits and dividends?
Since most of our customers are already familiar with Yahoo Finance historical
daily data and are frequently comparing our data to theirs, we use the adjustment
method explained on this page:
Our adjusted data will in most cases match Yahoo historical prices, except for
the daily closing price which in our case is the last transaction during the regular
trading session. On Yahoo that may be the transaction after the close.
To find out what the exact official close price was on a specific date, you can
refer to the unadjusted "Close" column in Yahoo Finance data.
Is volume adjusted?
Volume is adjusted in both intraday and daily files. In unadjusted historical
data it represents the actual
number of traded shares. In both
adjusted and unadjusted data, the (price * volume) formula always gives the exact
dollar amount exchanged during a specific time period. For example, if a price is
$10 and the volume is 100 shares, after a 2:1 split the price becomes $5 and volume 200
<--- 2:1 split
Total dollar amount is in both cases $1000.
What is the difference between adjusted and unadjusted data?
There are two separate days in the example below. On the second day, the
stock has a 2:1 split and subsequently the price reduces from $20 to $10. Here is how the unadjusted data would look like:
<--- 2:1 split
The adjusted version of the same data corrects all the prices before the
<--- 2:1 split
Subscriptions, data updates and API access
How does your data update service work?
We are offering daily, weekly and monthly
historical data updates. Updates
are provided via Kibot Agent software, Kibot API or from our FTP server. Updates are generated every day after the
market close. US stocks and ETFs are available from API with a 30 minute delay
when the market is open. You can download new data packages after logging in to your account.
Please visit this web page for more
How can I update my existing files with your data updates?
We have made the process of updating your existing data files very simple. You can use Kibot Agent software to schedule and automate download tasks. If you download updates from the FTP server, just start the self-extracting archive and your existing
files will be automatically updated by our Kibot Updater tool. You can automate the
update process by using the built-in
command line mode in Kibot Updater.
How much does the data update service cost?
Data update service is billed on a monthly basis. With every data purchase,
you are entitled to free quarterly data updates for one year. If you realize that
you need more frequent updates, you can subscribe to the data update service at
any later time.
If you subscribe to daily data updates service, you will also have access to
Kibot API and our weekly and
monthly updates. Similarly, if you subscribe for monthly updates, you will also
have access to weekly updates. Please visit
this web page for pricing.
When are your FTP updates available?
All the updates are ready before the market opens at 9:30 AM ET (New York)
time. Everything is usually ready before 8 AM. Tuesday morning is the best time
to download weekly updates and full archives that are generated over the
weekend. You can simplify the process by checking for new daily updates Tuesday
- Saturday after 8 AM and for full and weekly archives on Tuesday after 8 AM. If
you download full archives between Saturday and Tuesday they may be incomplete or corrupted.
Can I get a free access to Kibot API for testing purposes?
Access to daily data is free. You can use the guest account for testing. You
can find documentation and ready-to-use examples
here. We also offer free Kibot Agent software which uses our API internally. You can start and schedule downloads and updates from API with a few mouse clicks without any programming knowledge.
Here is how simple it is to get data from API:
To login you can use the guest account:
To get last 10 days of adjusted data for MSFT (Microsoft):
Last 10 days of Unadjusted data for MSFT (Microsoft):
What are your data use terms and conditions?
You can find our license agreement here. We will try to accommodate any custom data usage scenarios. Please contact us with your requirements and we will get back to you as soon as possible.
Any questions not included here? Please