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 Types	Examples
Stocks	AAPL, MSFT, TSLA, NVDA
ETFs	SPY, QQQ, VTI, ARKK, GLD
Crypto	BTCUSD, ETHUSD
Forex	EURUSD, GBPUSD, JPYUSD
Commodities	GCUSD (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.

Category	Examples
Profitability	Gross Margin, Operating Margin, ROE, ROA, ROIC, ROCE
Valuation	P/E, P/B, P/S, EV/EBITDA, Earnings Yield, FCF Yield
Leverage	Debt/Equity, Debt/EBITDA, Interest Coverage
Growth	Revenue Growth, EPS Growth, EBITDA Growth, FCF Growth
Cash Flow Quality	FCF 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.

Statement	Key Fields
Income Statement	revenue, grossProfit, operatingIncome, netIncome, ebitda, eps, epsDiluted
Balance Sheet	totalAssets, totalLiabilities, totalDebt, cashAndCashEquivalents, totalStockholdersEquity, retainedEarnings
Cash Flow	operatingCashFlow, freeCashFlow, capitalExpenditure, dividendsPaid, commonStockRepurchased
Growth Rates	YoY growth for revenue, earnings, EPS, EBITDA, free cash flow, assets, debt
Owner Earnings	ownersEarnings, 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.

Breakdown	Shape
By region	date, then one field per region (Americas, Europe, Greater China, …)
By product	date, 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.

Category	Examples
Valuation	P/E, P/B, P/S, EV/EBITDA, earnings yield, FCF yield
Profitability	Gross margin, operating margin, net margin, ROE, ROA, ROIC
Liquidity	Current ratio, quick ratio, cash ratio
Leverage	Debt/equity, debt/assets, interest coverage, net debt/EBITDA
Efficiency	Asset turnover, inventory turnover, receivables turnover
Per Share	Revenue/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 from government and institutional sources, including the Federal Reserve Bank of St. Louis. Frequency varies by series — daily for market rates, weekly for jobless claims, monthly for most surveys, quarterly for GDP.

Growth & output

Indicator	Unit	Frequency
GDP / Real GDP	$ (billions)	Quarterly
Real GDP Per Capita	$/person	Quarterly
Industrial Production	Index (2017=100)	Monthly
Retail Sales	$ (millions)	Monthly
Durable Goods Orders	$ (millions)	Monthly
Housing Starts	Thousands of units	Monthly
Case-Shiller Home Prices	Index (Jan 2000=100)	Monthly
Total Vehicle Sales	Millions of units	Monthly
Trade Balance	$ (millions, negative = deficit)	Monthly

Inflation

Indicator	Unit	Frequency
CPI — seasonally adjusted	Index (1982-84=100)	Monthly
CPI — not seasonally adjusted	Index (1982-84=100)	Monthly
Core CPI (less food & energy)	Index (1982-84=100)	Monthly
PCE Price Index	Index (2017=100)	Monthly
Core PCE — the Fed's target measure	Index (2017=100)	Monthly
10-Year Breakeven Inflation	% (market expectations)	Daily

CPI comes in seasonally adjusted and unadjusted forms, and they differ by a few tenths of a percent. Both are correct: the unadjusted series is what the headline year-over-year inflation figure is built from, while the adjusted one is the right choice for month-to-month change. If a number here differs slightly from another site, this is almost always why — just ask which one you want.

Labour market

Indicator	Unit	Frequency
Unemployment Rate	%	Monthly
Total Nonfarm Payroll	Thousands of persons	Monthly
Initial Jobless Claims	Claims	Weekly
Labour Force Participation	%	Monthly
Job Openings (JOLTS)	Thousands	Monthly

Policy, money & credit

Indicator	Unit	Frequency
Federal Funds Rate	%	Daily & monthly
M2 Money Supply	$ (billions)	Monthly
Fed Total Assets	$ (millions)	Weekly
30-Year Mortgage Rate	%	Weekly
15-Year Mortgage Rate	%	Weekly
Federal Debt Outstanding	$ (millions)	Quarterly
Retail Money Funds	$ (billions)	Weekly
Financial Conditions Index	Index (0 = average, higher = tighter)	Weekly

Markets & sentiment

Indicator	Unit	Frequency
Consumer Sentiment	Index (1966=100)	Monthly
VIX	Index	Daily
WTI Crude Oil	$/barrel	Daily
Trade-Weighted Dollar Index	Index (Jan 2006=100)	Daily
USD / EUR Exchange Rate	USD per EUR	Daily

Recession signals

Indicator	Unit	Frequency
10-Year minus 2-Year Spread	Percentage points (negative = inverted)	Daily
Recession Probability	% (0-100)	Monthly

Show me the federal funds rate vs unemployment rate over the last 20 years

Chart core PCE against the 10-year breakeven rate since 2020 — is the market pricing inflation above the Fed's target?

Earnings & Dividends

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

Data	Fields
Earnings	date, epsActual, epsEstimated, revenueActual, revenueEstimated
Dividends	date (ex-dividend date), dividend ($/share), yield, frequency, recordDate, paymentDate
Splits	date, numerator, denominator (e.g. 4:1 split)
Earnings calendar	Every company reporting in a date range — symbol, date, actual and estimated EPS and revenue
Dividend calendar	Every company going ex-dividend in a date range — symbol, date, dividend, yield, frequency

The per-company routes carry full history; the two calendars answer "who reports, or goes ex-dividend, between these dates" across the whole market. For dividends, date is the ex-dividend date — the day the price drops by roughly the dividend — while recordDate and paymentDate come later and aren't what the price reacts to.

Show me Apple's earnings surprises for the last 3 years

Which S&P 500 companies go ex-dividend in the next two weeks?

These date streams also feed timing questions — see date-anchored windows for the average price path around a dividend, an earnings report, or any list of dates.

Analyst Data

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

Data	Fields
Grades	date, gradingCompany, previousGrade, newGrade, action (upgrade/downgrade)
Estimates	revenueAvg, epsAvg, ebitdaAvg, netIncomeAvg, number of analysts
Rating History	Point-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.

Data	Fields
Sector/Industry P/E	date, sector/industry, pe (multiple)
Sector/Industry Performance	date, 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.

Data	Description
Biggest Gainers	Top gaining stocks today by % change
Biggest Losers	Top declining stocks today
Most Active	Highest volume stocks today
Screener	Filter 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.

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