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Using Timestamp Ranges to Request Intraday Minute Bars

Article Quant Q&A · Author: Lex
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Summary

The document addresses how to obtain one-minute intraday bars for a specified time window, rather than querying only by calendar date. It reports that Barchart offers an API with this capability, though the response characterizes it as paid and does not provide implementation details. Another answer identifies Polygon as supporting timestamp ranges in addition to date ranges, allowing intraday data requests to be bounded by specific times.

The discussion is a brief pointer to data-provider features rather than a guide to building requests or comparing feeds. It gives no information about supported markets, historical depth, timestamp conventions, adjustment policies, or the meaning of the quoted service pricing beyond the original context. Traders should confirm current endpoint behavior and plan availability in provider documentation before relying on these options for research or production.

Key ideas

  • Intraday data APIs may support timestamp bounds finer than whole-date ranges.
  • Barchart is cited as a provider with minute-level time-range retrieval.
  • Polygon is described as accepting timestamp ranges for intraday requests.
  • The document does not compare data coverage, history, or timestamp and adjustment conventions.

Tags

EquitiesHigh-frequency tradingMarket microstructure
Full text
# Is there an API for retrieving up-to-date intraday 1 minute bar data by Date AND Time ranges?


# Is there an API for retrieving up-to-date intraday 1 minute bar data by Date AND Time ranges?












I'm looking for an API that has an endpoint for fetching 1min bar data by Time in at least a minute of precision as opposed to just by date.

## Answer by Igor Rivin (score 1)

https://quant.stackexchange.com/a/58338

Barchart.com has such an API. It is not free (but I am not aware of any intraday data for free, except when sandboxed [on Quantopian, e.g.]

## Answer by Lex (score 1)

https://quant.stackexchange.com/a/58345

It turns out Polygon.io provides the endpoint I'm looking for for $199/month, they just hadn't indicated in their docs that in addition to date ranges, one can also use timestamp ranges to find ticks intraday within specific intraday ranges.

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.