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 top-of-book/last for all tickers, use the following REST endpoint https://api.tiingo.com/tiingo/equity/intraday # To request top-of-book/last 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.
- Liquidity scored bid, ask, last sale, Tiingo reference price, 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.
- Forward-compatible liquidity placeholder fields for upcoming liquidity data.
- Data is served via REST endpoints and available via WebSockets as well.
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/tiingo/equity/intraday # To request top-of-book/last 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 or when the field is currently reserved for future data.
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.
Quote Timestamp
quoteTimestamp
datetime
The timestamp the last time the quote (bid/ask) data was received from the consolidated equity feed.
Last Sale Timestamp
lastSaleTimestamp
datetime
The timestamp the last time the trade (last/lastSize) data was received from the consolidated equity feed.
last
last
float
Last is the last trade that was reported by the consolidated equity feed.
Last Size
lastSize
int32
The amount of shares traded (volume) at the last price from the consolidated equity feed.
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.
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.
Mid
mid
float
The mid price of the current timestamp when both "bidPrice" and "askPrice" are not-null.
In mathematical terms:
mid = (bidPrice + askPrice)/2.0This 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.
Bid Size
bidSize
float
The amount of shares at the bid price from the consolidated equity feed.
Bid Price
bidPrice
float
The current bid price from the consolidated equity feed.
Ask Size
askSize
float
The amount of shares at the ask price from the consolidated equity feed.
Ask Price
askPrice
float
The current ask price from the consolidated equity feed.
Liquidity Bid Price
lqBidPrice
float
Placeholder for future liquidity bid price data. Currently null.
Liquidity Bid Size
lqBidSize
int64
Placeholder for future liquidity bid size data. Currently null.
Liquidity Ask Size
lqAskSize
int64
Placeholder for future liquidity ask size data. Currently null.
Liquidity Ask Price
lqAskPrice
float
Placeholder for future liquidity ask price data. Currently null.
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