1. General
1.1 Overview
1.2 Connecting
1.3 Changelog
2. REST
2.1 End-of-Day
2.2 News
2.3 Crypto
2.4 Forex
2.5 Equity Realtime
2.6 IEX
2.7 BOATS Overnight
2.8 Fundamentals
2.9 Fund Fees
2.10 Dividends
2.11 Splits
3. Websockets
3.1 Crypto
3.2 Forex
3.3 Equity Realtime
3.4 IEX
3.5 BOATS Overnight
4. Utilities
4.1 Search
5. Appendix
5.1 Developer Program
5.2 Integrations
5.3 Symbology
Home
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REST Endpoints
Beta

The BOATS Overnight Real-time API Endpoints are currently in beta. For production use cases, we recommend the IEX endpoints - which these endpoints expand upon. 

# To request top-of-book/last for all tickers, use the following REST endpoint
https://api.tiingo.com/boats

# To request top-of-book/last for specific tickers, use the following REST endpoint
https://api.tiingo.com/boats/<ticker>

# Historical Overnight Intraday Prices
https://api.tiingo.com/boats/<ticker>/prices?startDate=2026-07-22&resampleFreq=5min

Just remember, you will need your token in order to connect. Keep it safe.

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2.7 REST - BOATS Overnight Real-time

2.7.1 Overview

Tiingo's BOATS Overnight Real-time API exposes Blue Ocean ATS (BOATS) equity market data over REST. BOATS is the dominant overnight US equity venue. With a Tiingo BOATS entitlement you get venue-native top-of-book and last-sale snapshots, plus overnight intraday OHLC history.

Benefits of Tiingo + BOATS

  • 12,000+ US equities quotable on Blue Ocean ATS (BOATS).
  • Data includes Top-of-Book (Bid/Ask/Mid) and Last Sale (trade) data.
  • Overnight intraday OHLC bar history for the BOATS session (8:00 PM–3:59 AM ET).
  • Tiingo enriches the data with convenience fields such as mid and tngoLast.
  • Quotes and trades updated in real time.
  • Data is served via a REST API and a Websocket firehose API.

Access to the BOATS REST API requires the BOATS Real-time entitlement on your API account. Without that entitlement, requests to https://api.tiingo.com/boats are rejected.

Historical bars are limited to the overnight BOATS session (8:00 PM through 3:59 AM Eastern). The afterHours request parameter is accepted for compatibility with other equity intraday endpoints, but it does not widen this overnight window.

For the full tick firehose (every validated quote and trade), see 3.5 Websockets - BOATS Overnight Real-time.

You can find out about the full product offering on the Product - BOATS page.

2.7 REST - BOATS Overnight Real-time

2.7.2 Current Top-of-Book & Last Price

To request top-of-book and last price data for a stock, use the following REST endpoints.
# To request top-of-book/last for all tickers, use the following REST endpoint
https://api.tiingo.com/boats

# To request top-of-book/last for specific tickers, use the following REST endpoint
https://api.tiingo.com/boats/<ticker>

With a valid BOATS Real-time entitlement, snapshot responses include live bid/ask, last/lastSize, and volume. Derived LQ (liquidity-quote) fields from other Tiingo equity feeds are not returned on this endpoint.

Field Name
JSON Field
Data Type
Description
Ticker
ticker
string
Ticker related to the asset.
Timestamp
timestamp
datetime
The timestamp the data was last refreshed on.
Quote Timestamp
quoteTimestamp
datetime
The timestamp of the last quote (bid/ask) update from BOATS.
Last Sale Timestamp
lastSaleTimestamp
datetime
The timestamp of the last trade (last/lastSize) update from BOATS.
last
last
float
Last is the last trade that was executed on BOATS.
Last Size
lastSize
int32
The amount of shares traded (volume) at the last price on BOATS.
Tiingo Last
tngoLast
float
Tiingo Last is either the last price or mid price. The mid price is only used if our algo determines it is a good proxy for the last price. So if the spread is considered wide by our algo, we do not use it. Also, after the official exchange print comes in, this value changes to that value. This value is calculated by Tiingo and not provided by BOATS.
Previous Close
prevClose
float
Previous day's closing price of the security. This can be from any of the exchanges, NYSE, NASDAQ, IEX, etc.
Open
open
float
The opening price of the asset on the current day. This value is calculated by Tiingo and not provided by BOATS.
High
high
float
The high price of the asset on the current day. This value is calculated by Tiingo and not provided by BOATS.
Low
low
float
The low price of the asset on the current day. This value is calculated by Tiingo and not provided by BOATS.
Mid
mid
float
The mid price of the current timestamp when both "bidPrice" and "askPrice" are not-null. In mathematical terms: 
mid = (bidPrice + askPrice)/2.0
This value is calculated by Tiingo and not provided by BOATS.
Volume
volume
int64
Live BOATS session volume for the ticker. Volume is never delayed on the BOATS REST endpoint.
Bid Size
bidSize
float
The amount of shares at the bid price on BOATS.
Bid Price
bidPrice
float
The current bid price on BOATS.
Ask Size
askSize
float
The amount of shares at the ask price on BOATS.
Ask Price
askPrice
float
The current ask price on BOATS.
2.7 REST - BOATS Overnight Real-time

2.7.3 Historical Overnight Intraday Prices Endpoint

Historical bars cover the BOATS overnight session only ((8:00 PM–3:59 AM Eastern). When startDate and endDate are omitted, Tiingo returns the latest overnight session window.

To request historical overnight intraday prices for a stock, use the following REST endpoint.
# Historical Overnight Intraday Prices
https://api.tiingo.com/boats/<ticker>/prices?startDate=2026-07-22&resampleFreq=5min
Field Name
JSON Field
Data Type
Description
Date
date
datetime
The date this data pertains to.
Open
open
float
The opening price for the asset on the given date.
High
high
float
The high price for the asset on the given date.
Low
low
float
The low price for the asset on the given date.
Close
close
float
The closing price for the asset on the given date.
Volume
volume
int64
The number of shares traded on BOATS only. This value will only be exposed if explicitly passed to the "columns" request parameter. E.g. ?columns=open,high,low,close,volume