Download market history and historical context from supported APIs. Import the vendor files you already use. Keep the source and clock assumptions visible throughout the research process.
Price datasets and auxiliary histories keep their own source, time, and availability information.
Choose the provider, record type, symbols or query, date range, and download limits directly in Studio.
Daily OHLCV, 1-minute bars, and trade ticks for specified issue codes. Source prices use JPY and Japan time; API market timestamps are normalized to UTC.
Intraday and tick access require the relevant add-ons, including for Premium subscribers. Tick transport can include whole-market compressed files before local symbol filtering.
Daily and 1-minute market bars; stock, forex, and general news; economic calendar history; and US Treasury rates. News and macro histories can accompany a price backtest.
Coverage and endpoint access depend on the FMP plan. Confirm the source time zone, especially for FX and metals. Historical economic values may include revisions.
Historical articles from NewsAPI.ai / Event Registry. Use an explicit keyword query and an optional three-letter language code to define the archive search.
A keyword match is not a trading-symbol association. Archive coverage depends on the subscription. The selected availability rule controls when a strategy can see each record.
Provider subscriptions, API entitlements, quotas, historical coverage, and permission to use or redistribute data are separate from the Studio lease.
Import supported source formats and review their interpretation before using them in an experiment.
Supported trade and quote CSV formats, including compressed history.
Supported US equity BBO and MBP-1 CSV / DBN workflows. Review schema, symbol mappings, and price encoding.
Supported custom CSV bar and bid/ask tick formats with an explicit source symbol and clock convention.
Historical archives can be revised or fetched long after publication. Studio preserves event, fetch, and availability times separately.
The strict observed setting lets a strategy see a record only after Studio fetched it. News downloaded today will not appear in a backtest that ended before today.
Replay a record after its reported publication time plus an explicit delay. This is an assumption for historical research, not verified point-in-time history.
Downloaded prices enter the catalog with UTC metadata. News, calendar events, and Treasury histories are selected separately under Historical news & events in Backtest and require a price dataset with an explicit UTC clock.
Attached histories are preserved in saved configurations used by backtests, optimization, and chronological research. A strategy receives records according to their saved availability rule.
Trade records and quote-derived bars carry different execution meaning. Inspect the chosen price construction and costs before interpreting results.
Get to know the workflow before you begin.