Equity Intraday Prices

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

Live 1 credit per call

What it does for your agent

equity_intraday_prices returns 1h OHLCV bars for a single US equity (NYSE / NASDAQ) during the regular trading session. Use it as the intraday pricing primitive an agent reaches for when answering “how did this trade today / over the last few sessions, did it gap, did it reverse, how did it close” — without pulling overly fine minute-level data. It is the short-lookback companion to equity_historical_prices: same equity-bars family, same response envelope, but intraday bars. Use start_date and/or end_date to filter the candidate window, then limit and take_from choose which edge to keep. The queried window is capped at 14 calendar days. Only closed bars are returned — the in-progress bar is never included.

Response

EquityIntradayResult

required

Show EquityIntradayResult fields

string

required

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

string

required

Always "1h" — only hourly bars are supported.

EquityIntradayBar[]

required

Hourly bars in chronological order. Regular-session, closed bars only.

Show EquityIntradayBar fields

number

required

Opening price of the bar.

number

required

High price of the bar.

number

required

Low price of the bar.

number

required

Closing price of the bar.

number

required

Trading volume during the bar.

string

required

Bar start time as an ISO 8601 UTC timestamp (e.g. 2026-06-18T14:30:00Z).

number

Credits consumed (always 1).

number

Account credits remaining.

200 OK · equity_intraday_prices

{
  "data": {
    "ticker": "AAPL",
    "interval": "1h",
    "prices": [
      {
        "open": 181.20,
        "high": 181.95,
        "low": 180.85,
        "close": 181.60,
        "volume": 4821000,
        "time": "2026-06-18T13:30:00Z"
      },
      {
        "open": 181.60,
        "high": 182.40,
        "low": 181.40,
        "close": 182.10,
        "volume": 3950000,
        "time": "2026-06-18T14:30:00Z"
      }
    ]
  },
  "meta": { "creditsUsed": 1, "remainingCredits": 99 }
}

Notes

time is an ISO 8601 UTC timestamp marking the start of each bar. Bars cover the US regular session, so convert to America/New_York if you need exchange-local hours.

Use data.prices.length when you need the returned bar count; meta is reserved for credits and optional notices.

Hourly interval only. Minute-level (1m, 5m, 15m) and 30m bars are not exposed. Pass interval=1h or omit it; any other value returns a 400 error.

Regular session only. Pre-market and after-hours bars are not included. For full trading days, use equity_historical_prices.

No real-time quote. The current, still-forming bar is excluded until it closes. For the latest tick, this tool isn’t the right primitive.

14 calendar days maximum. The queried window must span 14 calendar days or less, inclusive of both boundaries; a wider window returns 400 and costs no credits. The cap is measured against the effective window: when end_date is omitted it defaults to the current US Eastern date, so start_date=2015-01-01 on its own is also rejected. Narrow the window, or use equity_historical_prices for daily bars over longer periods.

The response is bounded by limit (default 35, max 70). For long-term history, use daily bars.

Direct invocation

HTTP / SDK examples

// Recent mode — last 35 bars (~5 trading days)
{
  "method": "tools/call",
  "params": {
    "name": "equity_intraday_prices",
    "arguments": { "ticker": "AAPL", "limit": 35 }
  }
}

// Earliest 10 bars inside an explicit window
{
  "method": "tools/call",
  "params": {
    "name": "equity_intraday_prices",
    "arguments": {
      "ticker": "MSFT",
      "start_date": "2026-06-08",
      "end_date": "2026-06-18",
      "limit": 10,
      "take_from": "earliest"
    }
  }
}

import os, requests

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

# Recent mode
resp = requests.get(
    "https://api.llmquantdata.com/api/equity/intraday",
    headers=headers,
    params={"ticker": "AAPL", "limit": 35},
).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/intraday",
    headers=headers,
    params={
        "ticker": "MSFT",
        "start_date": "2026-06-08",
        "end_date": "2026-06-18",
        "limit": 10,
        "take_from": "earliest",
    },
).json()
print(f"Bounded query returned {len(resp['data']['prices'])} bars")

# Recent mode
curl "https://api.llmquantdata.com/api/equity/intraday?ticker=AAPL&limit=35" \
  -H "Authorization: Bearer $LLMQUANT_API_KEY"

# Earliest 10 bars inside a bounded window
curl "https://api.llmquantdata.com/api/equity/intraday?ticker=MSFT&start_date=2026-06-08&end_date=2026-06-18&limit=10&take_from=earliest" \
  -H "Authorization: Bearer $LLMQUANT_API_KEY"

Full parameter reference

equity_intraday_prices — request parameters

string

required

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

string

default:"1h"

Bar interval. Only 1h is supported; any other value returns a 400 error.

string

Optional inclusive lower trading-date boundary in YYYY-MM-DD (interpreted in America/New_York). The window it opens must stay within 14 calendar days of end_date — or of the current US Eastern date when end_date is omitted.

string

Optional inclusive upper trading-date boundary in YYYY-MM-DD (interpreted in America/New_York). Defaults to the current US Eastern date.

integer

default:35

Maximum 1h bars to return after boundary filtering. Default 35. Max 70.

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. Either way, the resulting window must be 14 calendar days or less, otherwise the call returns 400 and costs no credits.

Equity Historical Prices

Daily OHLCV bars with adjusted close, dividends, and splits — the long-lookback companion.

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

What it does for your agent

Response

Notes

Direct invocation

Full parameter reference

Equity Historical Prices

MCP Server setup

​What it does for your agent

​Response

​Notes

​Direct invocation

​Full parameter reference

​Related

Equity Historical Prices

MCP Server setup

What it does for your agent

Response

Notes

Direct invocation

Full parameter reference

Related