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File Format

Kibot data ships as plain CSV with one consistent schema per resolution. This section covers the column layout for every data type, how splits and dividends are applied to adjusted series, how to convert Eastern Time stamps to your local zone, and a binary-search pattern for jumping into multi-gigabyte tick files without reading them sequentially.

Data format reference Tick data

In this section

Reference

Data format reference

Full spec for every data type: tick, minute, daily, aggregate bid/ask, NinjaTrader, and TradeStation layouts.

Reference

Tick data

Tick-by-tick trade records with NBBO bid/ask, for US stocks and ETFs since September 2009. Covers the standard format and the experimental millisecond-timestamp variant.

Concept

Adjusted vs unadjusted

When to use each series, Kibot's adjustment method, and why Yahoo Finance numbers can differ from yours.

Concept

Timezone conversion

Kibot data defaults to Eastern Time, and the time zone can be changed to suit your needs. Conversion methods and DST pitfalls when you need UTC or local time.

Pattern

Binary search algorithm

O(log n) date-jump utility for multi-gigabyte sorted CSV files. Random access without loading the whole file.

In this section
  • Reference
  • Tick data
  • Adjusted
  • Timezone
  • Binary search
kibot.

Kibot sells historical market data: tick, minute, and daily bars for US stocks, ETFs, futures, and forex. Decades of coverage, one CSV schema, and a documented API.

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