Finance Data Cloud documentation
One schema for trades, quotes, funding and full-depth order books across every venue we capture. These pages are the reference for API v1: the data model first, then the four ways to get data out.
Five-minute path
pip install fdc on Python 3.9 or later.fdc_test_ return a fixed 24-hour sample, so you can build against real rows before your plan starts.Concepts
How the data is shaped and why. Read these before writing anything that depends on ordering, book state or completeness.
Every column, type and enum, plus Parquet layout and sort order.
Normalized symbols, venue mappings, expiries and renames.
Venue time against capture time, PTP discipline and error budgets.
Snapshots, deltas, order events and how to rebuild a book.
Dual-region merging, sequence checks, gaps and revisions.
Live and test keys, scopes, rotation and IP allowlists.
Access
The same rows, delivered four ways. Pick by workload: the SDK for research notebooks, REST for services, WebSocket for live trading systems, S3 for bulk backfills.
Iterators, pandas and Polars output, backfill then stream.
Endpoints, parameters, pagination and error codes.
Channels, subscribe messages and sequence handling.
Cross-account access to one file per symbol per day.
Per-plan request rates and how to back off.
Per-venue coverage, depth, precision and quirks.
Extended data
OFI-ML, VPIN, queue dynamics, markouts and more, computed on one clock.
Entity resolution and cross-venue attribution from on-chain data.
Base URLs
| Interface | Endpoint |
|---|---|
| REST | https://api.financedatacloud.com/v1 |
| WebSocket | wss://stream.financedatacloud.com/v1 |
| Bulk S3 | s3://fdc-archive/{dataset}/venue={venue}/date={YYYY-MM-DD}/{symbol}.parquet |
| Python | pip install fdc |
REST, WebSocket and the SDK authenticate with the same API key, sent as Authorization: Bearer fdc_live_.... S3 access is granted to your AWS account instead. Details on Authentication.
Getting help
Questions about the API or the data go to daniel@financedatacloud.com; include the X-Request-Id header from the response if you have one. Security reports go to daniel@financedatacloud.com, and our practices are described on Security. Planned venues and dates are on the roadmap, and service health on Status.