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MarketParquet icon

MarketParquet

US stocks, ETFs, and futures are provided as split-adjusted OHLCV Parquet files organized by trading day. The archive spans 1-minute to daily bars, includes delisted tickers for survivorship-bias-aware backtests, and loads in pandas, Polars, DuckDB, and Arrow tools.

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Cost / License

  • Paid
  • Proprietary

Platforms

  • Online
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What is MarketParquet?

MarketParquet offers 26 years of split-adjusted US market data in the form of clean Apache Parquet files. This includes stocks and ETFs from 2000 and futures from 2007. The data is available at every resolution from 1-minute to daily bars.

The data is shipped as one Parquet file per trading day. This allows backtests to stream the exact date range needed without the need for CSV parsing or worrying about API rate limits.

The dataset includes delisted tickers, making it free from survivorship bias. This ensures that strategies are tested against the actual market, not just the stocks that survived.

The files can be loaded directly into pandas, Polars, DuckDB, and any Arrow-compatible tool. The pricing is a one-time $79 purchase for the complete archive with unlimited downloads. An optional monthly add-on is available for daily updates.

A free sample covering the last year of daily data is also available.