equity_historical_prices returns daily OHLCV bars for a single US equity (NYSE / NASDAQ), plus adjusted_close, dividend, and stock_split per bar. Use it as the historical pricing primitive an agent reaches for whenever it needs returns, drawdowns, or backtest data — not for the latest tick.Two query modes share one endpoint: pass limit to get the most recent N closed days, or pass start_date + end_date for an exact window. Only closed trading days are returned — the in-progress day is never included.
For return calculations, always use adjusted_close — it bakes in dividends and splits. Plain close is only safe when you’re rendering raw price charts.
The first request for a ticker + range can be slower. Subsequent identical queries usually return faster.
Use data.prices.length when you need the returned bar count; meta is reserved for credits and optional notices.
US equities only (NYSE / NASDAQ). No ADRs of non-US listings, no international markets.
Daily interval only. Minute-level (1m, 5m, 15m) bars are not exposed. For 1h regular-session bars, use equity_intraday_prices.
No real-time quote. The current trading day is excluded until market close. For latest price, this tool isn’t the right primitive.
Coverage is broad but not guaranteed. A handful of less-liquid tickers may occasionally return empty.