ElkassabgiData

Name: ElkassabgiData
Author: elkassabgi

Unexplored

A growing family of free academic data libraries: finance, economics, and beyond (ElkassabgiData).

elkassabgi1 stars0 forksDeveloper Tools

View source

Install

mcp_config.json

{
  "mcpServers": {
    "com-elkassabgidata-elkassabgidata": {
      "url": "https://elkassabgidata-mcp.elkassabgi.workers.dev/mcp",
      "type": "streamable-http"
    }
  }
}

Documentation

HF Data Library

Free 1-minute OHLCV bars for 1,391 U.S. stocks and ETFs, December 2002 → present, updated daily.

Website / downloads: https://hfdatalibrary.com · API: https://api.hfdatalibrary.com · DOI: 10.5281/zenodo.19501605

Licensing

This project uses different licences for code and for data.

Code — API clients, MCP server, pipeline, and Worker source: MIT (see LICENSE)
Data and documentation — all datasets and derived measures: CC BY 4.0 (see LICENSE-DATA)

Data obtained after March 2022 is additionally subject to the IEX Historical Data Terms of Use. Data before March 2022 is sourced from PiTrading under their terms.

When using the data, cite Elkassabgi, A. (2026). HF Data Library: Free 1-Minute Intraday U.S. Equity Data. Zenodo. https://doi.org/10.5281/zenodo.19501605

Data sources

Period	Source	Coverage
Dec 2002 – Mar 2022	PiTrading (consolidated tape, CTA/UTP)	All U.S. equity exchanges
Mar 2022 – present	IEX Exchange market data (HIST pcap files)	IEX exchange only, ~2–3% of consolidated volume — a reference point, not the full tape

Post–March 2022 bars reflect IEX-only trading activity. Some tickers have no IEX trades on a given day. See Known Issues before using the post-2022 segment for research.

Upstream source attribution (required)

Bars dated 2022-03-07 onward are derived from IEX market data. If you redistribute or provide access to this data, include:

Data provided for free by IEX. By accessing or using IEX Historical Data, you agree to the IEX Historical Data Terms of Use.

IEX retains all rights in the underlying securities information.

Repository contents

This repo holds the website (index.html, pages/), the Cloudflare Worker API (api/), and the daily data pipeline (pipeline/ — IEX HIST pcap download, Go TOPS parser, bar building, 9-step cleaning, R2 upload). The data itself is distributed from https://hfdatalibrary.com, not from this repository.

The MCP server that exposes this library (and the Econ and IP libraries) to AI assistants lives in its own repository: elkassabgidata-mcp — MIT licensed.

Sourced from the repository README.

Search DevTools