Data archive
Years of minute bars and derived signals, cleaned, aligned, and gap checked.
Collecting market data is not hard. Collecting it correctly for years without gaps, and knowing which gaps are real holidays rather than a failed job, is the part that takes a year of calendar time you may not want to spend.
The archive covers minute resolution bars going back far enough to include several distinct regimes, plus signals derived on top of it. Sessions are aligned to exchange calendars, half days are marked rather than silently short, and known gaps are documented instead of interpolated over.
Access is either a delivered dataset in a format you name, or an endpoint your systems query. Scope and licensing are agreed per engagement, since the underlying vendor terms vary.
What you get
- Minute resolution history across multiple regimes
- Exchange calendar alignment including half days
- Documented gaps rather than silent interpolation
- Derived signals computed on the same base
- Delivered as files or as an endpoint