QUODD is a cloud-native market data provider delivering real-time, delayed, historical, end-of-day, and point-in-time pricing, plus reference data, a security master, fundamentals, estimates, corporate actions, ESG, and news across global equities, ETFs, options, fixed income, FX, funds, and indices. The QUODD Developer Platform (developer.quodd.com) exposes market data through REST and gRPC snapshot APIs, token-based authentication, and cloud delivery options - Cloud APIs, Cloud Streaming, Cloud Alerts, Cloud Search, and Cloud Files. QUODD advertises more than 250 billion data points across 150-plus global exchanges. Developer documentation is public, but production access is gated behind trial or firm credentials and enterprise contact-sales agreements; exact REST base URLs and full endpoint paths are not published openly.
QUODD publishes 4 APIs on the APIs.io network, including Snap API, Batch Snaps API, Options Snaps API, and 1 more. Tagged areas include Market Data, Real-Time Data, Financial Data, Streaming, and Historical Data.
QUODD’s developer surface includes authentication, documentation, support, engineering blog, and 19 more developer resources.
Regulatory Posture applies to this provider. Its tags matched the
Securities & Market Data regime, so
Regulatory Posture carries 15 points of the composite.
If this regime is wrong for your business, say so on your
provider repo — the
applicability map is public and we will correct it.
The six quality facets above are damped to 85 points between them,
because the conditional facet above carries the other
15. That is why each facet's contribution is shown against a damped
maximum: raising a quality facet moves the composite by 85% of its nominal
weight, not 100%. The full arithmetic is at apis.io/rating/.
Single-ticker real-time or delayed pricing snapshot (Snap). Returns the current quote and trade fields - last price, bid/ask, volume, and related market data - for one instrumen...
Batch snapshot retrieval for many tickers in a single request, via GET (query list) or POST (ticker array). Returns real-time or delayed pricing for each requested instrument. D...
Real-time or delayed options pricing snapshots for single contracts (Options Snap) and for many contracts at once (Batch Options Snaps, GET and POST). Documented in the QUODD RE...
Token generation for trial and firm users. Exchanges username and password credentials for an access token that is appended to REST requests as the _token query parameter. Token...
Ticker and symbol lookup for discovering securities across asset classes and identifiers (Cloud Search). Listed as Beta Access on the QUODD Developer Platform; endpoint paths ar...
End-of-day and historical market data across 80-plus global exchanges - US equities and ETFs from 1994, global markets from 2000 - as OHLCV time series or point-in-time snapshot...
Global reference data and security master (Global Master) - intra-day global equity descriptive data, funds, corporate actions, dividends, and fixed income terms and conditions....
Company fundamentals, metrics, ratios, and analyst estimates on global securities for fundamental analysis. Described in QUODD product documentation; concrete endpoints are mode...
gRPC delivery of pricing snapshots (Snap) and ticker information (Ticker Info) for high-performance, low-overhead integrations. Documented on the QUODD Developer Platform alongs...
Cloud Streaming pushes changing quote and trade fields continuously rather than requiring repeated REST polling, for live market data in servers, web, and mobile apps. QUODD's o...
QUODD publishes no official hosted MCP server (no MCP endpoint on developer.quodd.com or api.quodd.com, no GitHub org, no entry in the official MCP registry as of the probe date...