The full stack for quantitative research.
Point-in-time market data, agentic research infrastructure, and a strategy lab — built for funds and serious independent traders modeling US equities.
Data catalog.
15 packages, 5 available today. Browse the full catalog.
- CIK · CUSIP · FIGI mappings (
ref.identifiers) — Point-in-time ticker resolution: the security a symbol named on a date, with the identifiers it carried then. Countries: US - Share splits (
ref.corp.actions.splits) — Splits and reverse splits by execution date, across the symbol lineage, with a computed knowledge date. Countries: US - Cash dividends (
ref.corp.actions.dividends) — Cash distributions by ex-date, across the symbol lineage, with a computed knowledge date. Declared-but-unpaid ones included. Countries: US - US Equities · Daily OHLCV (
px.eq.us.daily) — Daily regular-market open/high/low/close, volume and volume-weighted average price (VWAP). Opt-in premarket and aftermarket VWAP and volumes. Stitched across symbol changes; split and dividend adjustment on request. Countries: US - Point-in-time screener (
screen.pit) — Filter and rank US-traded securities as of any date since 2004 on 20 daily price features, computed only from bars up to that date. Countries: US - US Equities · 1-minute OHLCV (
px.eq.us.minute) — Minute-resolution bars, regular session. Countries: US
Agents that do quant research.
An MCP server with skills for universe selection, feature engineering, walk-forward backtesting, regime analysis and reporting. Use it from Claude, Cursor, your own loop — or the Quantverse studio.