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Historical NBBO

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Get historical best bid and offer for US stocks, LSE, TSX, Euronext and Deutsche Borse.

For US market, this endpoint only serves historical NBBO from the beginning of 2023. To download more historical data, please visit our bulk download page in the Dashboard here.

get/stock/bbo

Request

  • Base URL
    https://finnhub.io/api/v1
  • URL
    https://finnhub.io/api/v1/stock/bbo
  • Auth
    API key in query parameter token

Query parameters

symbolstring required

Symbol.

datestring date required

Date: 2020-04-02.

limitinteger required

Limit number of ticks returned. Maximum value: <code>25000</code>

skipinteger required

Number of ticks to skip. Use this parameter to loop through the entire data.

Response

successful operation

sstring

Symbol.

skipinteger

Number of ticks skipped.

countinteger

Number of ticks returned. If <code>count</code> < <code>limit</code>, all data for that date has been returned.

totalinteger

Total number of ticks for that date.

avnumber[]

List of Ask volume data.

anumber[]

List of Ask price data.

axstring[]

List of venues/exchanges - Ask price. A list of exchange codes can be found <a target="_blank" href="https://docs.google.com/spreadsheets/d/1Tj53M1svmr-hfEtbk6_NpVR1yAyGLMaH6ByYU6CG0ZY/edit?usp=sharing",>here</a>

bvnumber[]

List of Bid volume data.

bnumber[]

List of Bid price data.

bxstring[]

List of venues/exchanges - Bid price. A list of exchange codes can be found <a target="_blank" href="https://docs.google.com/spreadsheets/d/1Tj53M1svmr-hfEtbk6_NpVR1yAyGLMaH6ByYU6CG0ZY/edit?usp=sharing",>here</a>

tinteger[]

List of timestamp in UNIX ms.

Example response

{
  "a": [
    5.637377,
    5.637377
  ],
  "total": 1,
  "b": [
    7.0614014,
    7.0614014
  ],
  "s": "s",
  "c": [
    [
      "c",
      "c"
    ],
    [
      "c",
      "c"
    ]
  ],
  "bv": [
    2.302136,
    2.302136
  ],
  "t": [
    9,
    9
  ],
  "av": [
    5.962134,
    5.962134
  ],
  "bx": [
    "bx",
    "bx"
  ],
  "ax": [
    "ax",
    "ax"
  ],
  "count": 6,
  "skip": 0
}

Changes