REST Endpoints
Beta
The Equity Realtime API Endpoints are currently in beta. For production use cases, we recommend the IEX endpoints - which these endpoints expand upon.
# To request reference price and liquidity metrics for all tickers, use the following REST endpoint https://api.tiingo.com/tiingo/equity/intraday # To request reference price and liquidity metrics for specific tickers, use the following REST endpoint https://api.tiingo.com/tiingo/equity/intraday/<ticker> # Historical Intraday Prices https://api.tiingo.com/tiingo/equity/intraday/<ticker>/prices?startDate=2019-01-02&resampleFreq=5min
Just remember, you will need your token in order to connect. Keep it safe.
This endpoint is an alternative to the IEX Endpoints and creates datasets from multiple Equity venues (exchanges, ATS, and OTC venues). Tiingo is the first company to make these exchange-compliant derived metrics and offer them for free.
This changes the game on exchange liquidity and the products we can offer to provide better reference pricing for risk and valuation metrics for your portfolio valuations, risk assessments, trading, and app/AI development.
The data is sourced from Tiingo's consolidated equity pipeline and exposed through /tiingo/equity/intraday. Historical bars use consolidated intraday data where available and preserve the familiar start date, end date, resampling, after-hours, and force-fill controls.
Benefits of Tiingo Equity Realtime
- Realtime consolidated equity snapshots for supported US equities and ETFs.
- Market hours from 4am ET to 8pm ET.
- Tiingo reference price, liquidity reference price, liquidity spread and bid/ask metrics, and day-level OHLC fields.
- Historical intraday OHLCV bars with configurable minute and hourly resampling.
- Optional after-hours data and force-filled bars for charting workflows.
- Data is served via REST endpoints and available via WebSockets as well.
To request reference price and liquidity metrics for a stock, use the following REST endpoints.
# To request reference price and liquidity metrics for all tickers, use the following REST endpoint https://api.tiingo.com/tiingo/equity/intraday # To request reference price and liquidity metrics for specific tickers, use the following REST endpoint https://api.tiingo.com/tiingo/equity/intraday/<ticker>
Response
Request
Examples
Fields may be null when the underlying consolidated feed has not published that value.
Field Name
JSON Field
Data Type
Description
Ticker
ticker
string
Ticker related to the asset.
Timestamp
timestamp
datetime
The timestamp the data was last refresh on.
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 from the consolidated equity feed.
Liquidity Reference Price
lqRefPrice
float
The same as tngoLast - mirrored for convenience/consistency as it's better-named for its role in the lq spread metrics.
Previous Close
prevClose
float
Previous day's closing price of the security. This can come from the supported consolidated equity market data sources.
Open
open
float
The opening price of the asset on the current day
This value is calculated by Tiingo from the consolidated equity feed.
High
high
float
The high price of the asset on the current day
This value is calculated by Tiingo from the consolidated equity feed.
Low
low
float
The low price of the asset on the current day
This value is calculated by Tiingo from the consolidated equity feed.
Volume
volume
int64
Volume will be consolidated intraday volume throughout the day. Once the official closing price comes in, volume may reflect the full official trading day. This field is available for convenience.
Liquidity Spread
lqSpread
float
The relative lqBid/Ask spread component of the liquidity risk metric, expressed as a decimal (e.g. 0.04 means 4%). Corresponds to lqSpread in the thresholdLevel 4 websocket liquidity risk metric.
Liquidity Bid Price
lqBidPrice
float
The bid price component of the liquidity risk metric. Corresponds to lqBidPrice in the thresholdLevel 4 websocket liquidity risk metric.
Liquidity Bid Size
lqBidSize
int64
The bid size component of the liquidity risk metric in shares. Corresponds to lqBidSize in the thresholdLevel 4 websocket liquidity risk metric.
Liquidity Ask Price
lqAskPrice
float
The ask price component of the liquidity risk metric. Corresponds to lqAskPrice in the thresholdLevel 4 websocket liquidity risk metric.
Liquidity Ask Size
lqAskSize
int64
The ask size component of the liquidity risk metric in shares. Corresponds to lqAskSize in the thresholdLevel 4 websocket liquidity risk metric.
To request historical intraday prices for a stock, use the following REST endpoint.
# Historical Intraday Prices https://api.tiingo.com/tiingo/equity/intraday/<ticker>/prices?startDate=2019-01-02&resampleFreq=5min
Response
Request
Examples
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 consolidated number of shares traded for the interval. This value will only be exposed if explicitly passed to the "columns" request parameter. E.g. ?columns=open,high,low,close,volume