Query filings, point-in-time fundamentals, earnings dates, stock-news links, and macro data by symbol. Historical OHLCV activates only with permitted redistribution rights.
Use one REST API for SEC filings, filing text, point-in-time XBRL facts, historical earnings events, stock-news links, macro observations, and permitted OHLCV.
Availability before you buy
A route being implemented does not mean its source can be redistributed. DataCedar publishes the serving status so you can qualify the product before integrating it.
Buyer workflows
Specify symbols, dates, interval, adjustment view, and output format. Check public-serving rights and session coverage before relying on the file.
Search filings, facts, earnings events, news links, and macro context by symbol. Apply an as-of cutoff before joining records to a backtest.
You also need the schedule visible that day, the filing publication time, the eligible fundamental version, and an explicit record of missing coverage.
Use the same symbol namespace for SEC filings, XBRL facts, earnings events, stock-news links, BLS macro observations, and permitted historical OHLCV.
Known-at filters exclude later filings, restatements, schedule changes, and source records. Coverage distinguishes a true absence from a collection or licensing gap.
Each response retains its source, availability timestamp, retrieval run, coverage status, and serving rights. Use the same identifiers and time filters across every stream.
Adjusted and unadjusted daily bars with session completeness, symbol history, and immutable source lineage.
Known-at earnings dates, timing, fiscal period, status changes, and the evidence behind every calendar update.
Filings, exhibits, company facts, and searchable document text direct from public SEC sources.
A transcript-ready schema for licensed text or permitted issuer audio, with speakers, timestamps, and event links.
Public news references and economic observations placed beside the company timeline with retrieval provenance.
Query each fact as it was known then, without silently leaking later revisions into a backtest.
Define symbols, date range, daily or intraday interval, raw or adjusted values, and earnings or filing joins. Market rows are served only after the source permits redistribution.
Check formats and availabilityDataCedar preserves raw inputs, normalizes its own tables, records expected-versus-actual coverage, and filters every response by plan and source rights.
Open and rights-permitted sources are fetched on schedules designed for each stream.
Every provider response lands in immutable object storage before normalization.
Our own pipeline maps sources into stable tables and records gaps and revisions.
The API exposes only the license classes permitted for that environment and account.
Query assets, bars, filings, documents, fundamentals, earnings, events, news links, macro observations, coverage, and ingestion health. Restricted routes return an explicit availability state.
Review endpoints and rate limits
# Historical price and volume
GET /v3/stocks/AAPL/bars?timeframe=1Day
# Filing documents and point-in-time events
GET /v3/stocks/AAPL/documents
GET /v3/stocks/AAPL/events?as_of=2026-07-01
# Rights-gated earnings-call search
GET /v3/stocks/AAPL/transcripts?q=guidancePublic company evidence, with provenance.
For repeatable company and event research.
More history and throughput for research teams.
Maximum listed throughput and eligible history.
DataCedar is a point-in-time stock research data API. It links historical price and volume, SEC filings, company facts, earnings events, public news references, and macro observations into a reproducible company timeline.
Explorer includes public company evidence at 1 request per second with no card. Upgrade for higher throughput and longer permitted market-history windows.
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