Equity Historical Prices

Available as MCP tool: equity_historical_prices — call directly from Claude / Cursor / any MCP client. See MCP Server for the 60-second setup.

Live free · daily bars

What it does for your agent

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. Use start_date and/or end_date to filter the candidate window, then limit and take_from choose which edge to keep. Results always return oldest first. Only closed trading days are returned — the in-progress day is never included.

Response

EquityHistoricalResult

required

Show EquityHistoricalResult fields

string

required

The stock ticker symbol (e.g. AAPL).

string

required

Always "1d" — only daily bars are supported.

EquityDailyBar[]

required

Daily bars in chronological order. Closed trading days only.

Show EquityDailyBar fields

number

required

Opening price.

number

required

High price.

number

required

Low price.

number

required

Closing price.

number

required

Trading volume.

number

required

Split- and dividend-adjusted close. Use this for return calculations.

number

required

Dividend amount paid on this date (0 if none).

number

required

Stock split ratio on this date (0 if none).

string

required

Trading date (YYYY-MM-DD).

number

Always 0 — this endpoint is free.

number

Account credits remaining.

string

Present only when the candidate window held more bars than were returned — i.e. limit truncated the result. The message tells the agent to narrow the window or split the query: More data exists in the requested window than the items returned; narrow the window or split the query to see more.

200 OK · equity_historical_prices

{
  "data": {
    "ticker": "AAPL",
    "interval": "1d",
    "prices": [
      {
        "open": 178.50,
        "high": 182.30,
        "low": 177.80,
        "close": 181.20,
        "volume": 52340000,
        "adjusted_close": 181.20,
        "dividend": 0.24,
        "stock_split": 0,
        "time": "2025-03-28"
      },
      {
        "open": 181.00,
        "high": 183.50,
        "low": 180.20,
        "close": 182.90,
        "volume": 48120000,
        "adjusted_close": 182.90,
        "dividend": 0,
        "stock_split": 0,
        "time": "2025-03-31"
      }
    ]
  },
  "meta": { "creditsUsed": 0, "remainingCredits": 99 }
}

Notes

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.

Direct invocation

HTTP / SDK examples

// No date boundaries — the most recent 30 trading days
{
  "method": "tools/call",
  "params": {
    "name": "equity_historical_prices",
    "arguments": { "ticker": "AAPL", "limit": 30 }
  }
}

// Earliest 10 bars inside an explicit window
{
  "method": "tools/call",
  "params": {
    "name": "equity_historical_prices",
    "arguments": {
      "ticker": "MSFT",
      "start_date": "2025-04-01",
      "end_date": "2025-04-30",
      "limit": 10,
      "take_from": "earliest"
    }
  }
}

import os, requests

headers = {"Authorization": f"Bearer {os.environ['LLMQUANT_API_KEY']}"}

# No date boundaries — most recent bars
resp = requests.get(
    "https://api.llmquantdata.com/api/equity/historical",
    headers=headers,
    params={"ticker": "AAPL", "limit": 30},
).json()
for bar in resp["data"]["prices"]:
    print(f"{bar['time']}  C={bar['close']:.2f}  V={bar['volume']}")

# Earliest 10 bars inside a bounded window
resp = requests.get(
    "https://api.llmquantdata.com/api/equity/historical",
    headers=headers,
    params={
        "ticker": "MSFT",
        "start_date": "2025-04-01",
        "end_date": "2025-04-30",
        "limit": 10,
        "take_from": "earliest",
    },
).json()
print(f"Bounded query returned {len(resp['data']['prices'])} bars")

# No date boundaries — most recent bars
curl "https://api.llmquantdata.com/api/equity/historical?ticker=AAPL&limit=30" \
  -H "Authorization: Bearer $LLMQUANT_API_KEY"

# Earliest 10 bars inside a bounded window
curl "https://api.llmquantdata.com/api/equity/historical?ticker=MSFT&start_date=2025-04-01&end_date=2025-04-30&limit=10&take_from=earliest" \
  -H "Authorization: Bearer $LLMQUANT_API_KEY"

Full parameter reference

equity_historical_prices — request parameters

string

required

US equity ticker (e.g. AAPL, MSFT, BRK.B, ^GSPC for S&P 500 index).

string

Optional inclusive lower boundary in YYYY-MM-DD (e.g. 2025-04-01).

string

Optional inclusive upper boundary in YYYY-MM-DD.

integer

default:30

Maximum trading days to return after boundary filtering. Default 30. Max 200.

string

default:"latest"

Which side of the filtered window to keep when more than limit bars match. Use latest or earliest; output remains chronological.

take_from=earliest requires start_date. If both date boundaries are provided, start_date must not be after end_date.

Equity Intraday Prices

1h regular-session bars for the same US equities — the short-lookback companion.

Crypto Historical Klines

Same bounded historical-series shape for crypto pairs at sub-daily intervals.

MCP Server setup

Connect Claude / Cursor / any harness in 60 seconds.

Getting Started

Connect

Personal Context

Knowledge Data

Crypto Prices

Prediction Markets

Equity Prices

ETF

Macro Indicators

SEC Filings

News

SEC Form 13F

Equity Historical Prices

What it does for your agent

Response

Notes

Direct invocation

Full parameter reference

Equity Intraday Prices

Crypto Historical Klines

MCP Server setup

​What it does for your agent

​Response

​Notes

​Direct invocation

​Full parameter reference

​Related

Equity Intraday Prices

Crypto Historical Klines

MCP Server setup

What it does for your agent

Response

Notes

Direct invocation

Full parameter reference

Related