ElkassabgiData
A growing family of free academic data libraries: finance, economics, and beyond (ElkassabgiData).
Open source Repository Open in the app JSON README (API)
About
A growing family of free academic data libraries: finance, economics, and beyond (ElkassabgiData).
Details
- Kind
- MCP servers
- Topic
- No topic detected
- Publisher
- com.elkassabgidata
- Origin
- official
- Category
- ferramentas
- Transport
- http
- Version
- 1.0.1
- Stars
- 1
- Open pull requests
- 5
- Last push
- 2026-09-08T17:58:06Z
- Repository state
- ativo
- Language
- JavaScript
- License
- MIT
- Added
- 2026-08-29 03:01:06
- Updated
- 2026-08-29 03:01:06
- Origin id
com.elkassabgidata/elkassabgidata
README
# HF Data Library Free 1-minute OHLCV bars for 1,391 U.S. stocks and ETFs, December 2002 → present, updated daily. **Website / downloads:** https://hfdatalibrary.com · **API:** https://api.hfdatalibrary.com · **DOI:** [10.5281/zenodo.19501605](https://doi.org/10.5281/zenodo.19501605) ## Licensing This project uses different licences for code and for data. - **Code** — API clients, MCP server, pipeline, and Worker source: **MIT** (see [`LICENSE`](LICENSE)) - **Data and documentation** — all datasets and derived measures: **CC BY 4.0** (see [`LICENSE-DATA`](LICENSE-DATA)) Data obtained after March 2022 is additionally subject to the [IEX Historical Data Terms of Use](https://www.iex.io/legal/hist-data-terms). Data before March 2022 is sourced from PiTrading under their terms. When using the data, cite *Elkassabgi, A. (2026). HF Data Library: Free 1-Minute Intraday U.S. Equity Data. Zenodo.* <https://doi.org/10.5281/zenodo.19501605> ## Data sources | Period | Source | Coverage | |---|---|---| | Dec 2002 – Mar 2022 | PiTrading (consolidated tape, CTA/UTP) | All U.S. equity exchanges | | Mar 2022 – present | IEX Exchange market data (HIST pcap files) | IEX exchange only, ~2–3% of consolidated volume — a reference point, not the full tape | Post–March 2022 bars reflect IEX-only trading activity. Some tickers have no IEX trades on a given day. See [Known Issues](https://hfdatalibrary.com/pages/issues) before using the post-2022 segment for research. ## Upstream source attribution (required) Bars dated 2022-03-07 onward are derived from IEX market data. If you redistribute or provide access to this data, include: > Data provided for free by IEX. By accessing or using IEX Historical Data, you agree to the [IEX Historical Data Terms of Use](https://www.iex.io/legal/hist-data-terms). IEX retains all rights in the underlying securities information. ## Repository contents This repo holds the website (`index.html`, `pages/`), the Cloudflare Worker API (`api/`), and the daily data pipeline (`pipeline/` — IEX HIST pcap download, Go TOPS parser, bar building, 9-step cleaning, R2 upload). The data itself is distributed from https://hfdatalibrary.com, not from this repository. The MCP server that exposes this library (and the Econ and IP libraries) to AI assistants lives in its own repository: [elkassabgidata-mcp](https://github.com/elkassabgi/elkassabgidata-mcp) — MIT licensed.