kibot

Kibot Documentation

Documentation index for kibot.com, a historical market-data vendor selling tick, minute, and daily data for US stocks, ETFs, futures, and forex. Pages are organized by topic so you can find what you need without scrolling through a single long FAQ.

Start here

  • FAQ: short answers to the most common questions, grouped by task. Start here if you just need a quick answer.
  • Kibot company: overview of Kibot itself: products, history depth, data philosophy.

Topic catalog

File format

  • File format index: every CSV schema Kibot publishes, with adjustment, timezone, and random-access notes.
  • Data format reference: full spec for every data type (tick, minute, daily, aggregate bid/ask, NinjaTrader, TradeStation).
  • Tick data: tick-by-tick trade records with NBBO bid/ask for US stocks and ETFs since September 2009, plus the experimental millisecond-timestamp variant.
  • Adjusted vs unadjusted data: when to use each, Kibot's adjustment method, and why Yahoo Finance numbers can differ.
  • Timezone conversion: all data is ET; conversion methods and DST pitfalls.
  • Binary search algorithm: O(log n) date-jump utility for multi-gigabyte sorted CSV files.
  • File sizes and disk planning: package sizes, compression ratios, NTFS tricks, incremental storage budgets.

Delivery and updates

  • Delivery index: the four channels (Agent, FTP, API, direct downloads) and the on-disk merge tooling.
  • Data updates: how to keep data current via Kibot Agent, FTP, API, or direct downloads.
  • Kibot Agent: the free Windows downloader: features, install, scheduling, system requirements.
  • Kibot Updater: the command-line merger that folds FTP archive deltas into your on-disk dataset.
  • wget install: setup notes for unattended bulk downloads on Windows and Linux.
  • Data format converter: planned open-source CLI for format conversion and timeframe aggregation.

Data quality

  • Data quality index: completeness checks, source comparison, and the holiday calendar that explains expected gaps.
  • Data completeness: why gaps exist, how Kibot detects and repairs them, expected completeness by instrument.
  • Data comparison: Kibot versus free sources, what differs and why.
  • Market holidays: US market holidays, early closes, and post-1998 special closures.
  • Extended hours coverage: pre-market and after-hours data, what is published and when, and why some symbols have no extended-hours bars.
  • Bid ask and NBBO quotes: what NBBO means in the tick file, why trades fall outside the spread, no order-book depth.
  • Data sources: exchange, broker, and vendor references behind the consolidated data.

Futures reference

  • Futures index: continuous series, rollover rules, symbols, expirations, specs, and session hours.
  • Continuous futures: how Kibot builds unadjusted continuous series and how customers layer Panama / ratio / calendar-weighted adjustments on top.
  • Rollover rules: per-contract roll offsets and the methodology behind the continuous series.
  • Futures expirations: expiration rules by contract group, pre-calculated dates through 2030.
  • Futures specifications: master table for all 83 contracts.
  • Futures symbols: month codes, symbol construction, and cross-vendor symbol differences.
  • Trading hours: session windows by product group.
  • Identifying the front month: how to compute the active contract on any date and join the continuous file to the underlying individual contracts.

Index datasets

Historical Data API

  • API home: endpoint map, limits, and the recommended build order.
  • API overview: what the API is, how to access it, and the v2 features (tick, NinjaTrader, split-adjusted).
  • API access: plan tiers, IP whitelisting, and the most common 401/402/403 errors.
  • API authentication: login, logout, status, and the 20-minute session timeout.
  • History request: the ?action=history endpoint and every parameter it accepts.
  • Adjustments request: splits and dividends, the incremental-update pattern.
  • Server responses: HTTP status codes (200/400/401/402/403/404/405).
  • Compression: gzip negotiation, middlebox gotchas, and bandwidth tradeoffs.
  • Rate limits and throttling: the 5-connection guideline, hard ceilings, error-code disambiguation, and backoff patterns.
  • API client examples: reference clients in curl, Python, Rust, Go, TypeScript, R, C++, and .NET.
  • .NET client: the official VB.NET / C# reference implementation.

Commerce and subscriptions

  • Buy data: the package catalog with 24 packages across stocks, ETFs, futures, forex, indexes, and OTC.
  • Subscriptions: the five subscription tiers (Premium, Professional, Standard, Basic, EOD) for ongoing data updates.
  • Custom order: build a quote for a hand-picked subset of symbols and date ranges.
  • How to order with a PO: wire-transfer and invoice-based purchasing.
  • FastSpring payment: order processing, subscription billing, failed-payment handling.
  • Free samples: download real production files at no cost before purchase.
  • Cart: review and check out.

Company