Market Data

Vertex Street pulls from real-time and historical financial data sources. You can ask questions, run comparisons, or build backtest conditions using any of the data below.

Price History

Daily OHLCV data for stocks, ETFs, crypto, forex, commodities, and indexes. Supports split-adjusted and dividend-adjusted prices.

Asset TypesExamples
StocksAAPL, MSFT, TSLA, NVDA
ETFsSPY, QQQ, VTI, ARKK, GLD
CryptoBTCUSD, ETHUSD
ForexEURUSD, GBPUSD, JPYUSD
CommoditiesGCUSD (gold), SIUSD (silver)
Indexes^GSPC (S&P 500), ^DJI (Dow)

Fields per bar: date, open, high, low, close, volume

A lighter variant returning only date, close, and volume is used automatically when a request doesn't need full OHLC — you never have to ask for it.

Show me AAPL's price history over the last 5 years

Treasury Rates

Daily yield curve data across all maturities.

Maturity
1 Month
2 Month
3 Month
6 Month
1 Year
2 Year
3 Year
5 Year
7 Year
10 Year
20 Year
30 Year
Plot the 2-year, 10-year, and 30-year treasury yields over the last 5 years. Is the curve inverted?

Derived Metrics

40+ computed metrics built from combining financial statement fields — margins, returns, valuation multiples, growth rates, and cash flow quality indicators. Available quarterly and annually.

CategoryExamples
ProfitabilityGross Margin, Operating Margin, ROE, ROA, ROIC, ROCE
ValuationP/E, P/B, P/S, EV/EBITDA, Earnings Yield, FCF Yield
LeverageDebt/Equity, Debt/EBITDA, Interest Coverage
GrowthRevenue Growth, EPS Growth, EBITDA Growth, FCF Growth
Cash Flow QualityFCF Conversion, Capex/Revenue, Cash Flow to Net Income
Buy AAPL when gross margin is above 40% and ROE exceeds 25%
View all derived metrics →

Financial Statements

Quarterly and annual data for any public company. Includes income statement, balance sheet, and cash flow — plus growth rates.

StatementKey Fields
Income Statementrevenue, grossProfit, operatingIncome, netIncome, ebitda, eps, epsDiluted
Balance SheettotalAssets, totalLiabilities, totalDebt, cashAndCashEquivalents, totalStockholdersEquity, retainedEarnings
Cash FlowoperatingCashFlow, freeCashFlow, capitalExpenditure, dividendsPaid, commonStockRepurchased
Growth RatesYoY growth for revenue, earnings, EPS, EBITDA, free cash flow, assets, debt
Owner EarningsownersEarnings, ownersEarningsPerShare, maintenanceCapex — Buffett-style cash earnings
Show me Tesla's revenue and net income for the last 5 years
Show me Apple's owner earnings and maintenance capex over the last 5 years
View all financial statement fields →

Revenue Segments

Revenue broken out by geography or by product line, per reporting period. Useful for seeing where a company's growth actually comes from rather than just the headline number.

BreakdownShape
By regiondate, then one field per region (Americas, Europe, Greater China, …)
By productdate, then one field per product line
How much of Apple's revenue comes from each region?
Break down Apple's revenue by product line for the last 3 years

Key Metrics & Ratios

Pre-computed valuation, profitability, and efficiency ratios per period. Available quarterly and annually.

CategoryExamples
ValuationP/E, P/B, P/S, EV/EBITDA, earnings yield, FCF yield
ProfitabilityGross margin, operating margin, net margin, ROE, ROA, ROIC
LiquidityCurrent ratio, quick ratio, cash ratio
LeverageDebt/equity, debt/assets, interest coverage, net debt/EBITDA
EfficiencyAsset turnover, inventory turnover, receivables turnover
Per ShareRevenue/share, book value/share, FCF/share, cash/share
What's NVDA's P/E ratio, debt-to-equity, and free cash flow yield?
View all metrics and ratios →

Economic Indicators

Macro-economic time series data from government and institutional sources. Updated monthly or quarterly depending on the indicator.

IndicatorUnit
GDP / Real GDP$ (billions)
Real GDP Per Capita$/person
Federal Funds Rate%
CPIIndex (compute YoY% for inflation)
Inflation Rate%
Unemployment Rate%
Retail Sales$ (millions)
Consumer SentimentIndex (1966=100)
Durable Goods Orders$ (millions)
Total Nonfarm PayrollThousands of persons
Initial Jobless ClaimsClaims
Industrial ProductionIndex (2017=100)
Housing StartsThousands of units
Total Vehicle SalesMillions of units
Retail Money Funds$ (billions)
Recession Probability% (0-100)
30-Year Mortgage Rate%
15-Year Mortgage Rate%
Trade Balance$ (millions, negative = deficit)
Show me the federal funds rate vs unemployment rate over the last 20 years

Earnings & Dividends

Historical earnings surprises, dividend payments, and stock splits. One entry per event.

DataFields
Earningsdate, epsActual, epsEstimated, revenueActual, revenueEstimated
Dividendsdate, dividend ($/share), yield, frequency, paymentDate
Splitsdate, numerator, denominator (e.g. 4:1 split)
Show me Apple's earnings surprises for the last 3 years

Analyst Data

Wall Street consensus estimates and grade changes. One entry per event.

DataFields
Gradesdate, gradingCompany, previousGrade, newGrade, action (upgrade/downgrade)
EstimatesrevenueAvg, epsAvg, ebitdaAvg, netIncomeAvg, number of analysts
Rating HistoryPoint-in-time rating snapshots, as opposed to the individual grade changes above
What are the latest analyst grade changes for MSFT?
Show me how analyst ratings for MSFT have changed over time

Company Profile

Static and semi-static company information.

Includes: name, sector, industry, country, market cap, beta, CEO, IPO date, employee count, description, exchange, and more.

What sector and industry is NVDA in? What's their market cap and beta?

Sector & Industry

Historical P/E ratios and performance by sector or industry. Daily time series.

DataFields
Sector/Industry P/Edate, sector/industry, pe (multiple)
Sector/Industry Performancedate, sector/industry, averageChange (%)
Show me the historical P/E ratio for the Technology sector over the last 10 years

Market Movers & Screener

Real-time market movers and a powerful stock screener. Snapshot of today's market.

DataDescription
Biggest GainersTop gaining stocks today by % change
Biggest LosersTop declining stocks today
Most ActiveHighest volume stocks today
ScreenerFilter by market cap, price, volume, beta, dividend, sector, industry, country
Find stocks with market cap over $10B, dividend yield above 3%, and P/E below 15
Timing: economic data is dated by reference period, not release date

Each figure is dated to the period it measures, not the day it was published. June CPI is dated June 1, but the Bureau of Labor Statistics did not release it until July 11 — roughly six weeks later. The same holds across this table: monthly prints (CPI, unemployment, payrolls) typically publish 2–6 weeks after the month they cover, and quarterly GDP lands about a month after the quarter ends.

Backtests use that reference date, because the data source provides no release date to key off. A strategy that reacts to a macro reading will therefore act on it earlier in the backtest than you could have in real life. Read macro backtest timing as optimistic.

How much this matters depends on the strategy. Trading immediately on a fresh reading is affected most, since the real figure would not have existed yet. Using macro data as a slow-moving regime filter — “stay invested while unemployment is under 5%” — is affected far less, because the signal persists for months either way.

Company financials do not have this limitation. Income statements, balance sheets, and cash flow statements are gated on their actual SEC filing date, so a strategy cannot act on an earnings report before it was published.