Exchange Data International (EDI) is a trusted source for EOD stock prices from around the globe as well as over the counter (OTC) and corporate actions data.
This article explains which EDI data feeds will be available, how much they cost, and how to access them in Excel or API formats. If you are interested in how Intrinio uses the Security Master to identify stocks across international exchanges, this article is a good resource.
WHICH EDI FEEDS ARE AVAILABLE AND WHAT DATA IS INCLUDED?
You can search all of the data feeds in the marketplace where you can select "Prices" to see the EDI plans. You will notice many EDI plans as well as several non-EDI plans that also include stock prices. You can search by geographical area to see the plans that are available in each region: Latin America, Caribbean, Europe, Asia, Africa, Middle East, and Pacific.
Clicking on any of the data feeds will reveal a product page. Each product page includes the basic details of the plan:
- Terms and Limits (under Pricing)
EDI international stock prices are separated by exchange and include EOD stock prices. For example, it is possible to subscribe to Bombay Stock Exchange Prices, National Stock Exchange of India (NSE) Prices, Toronto Stock Exchange Prices, or data feeds from more than 160 other exchange data feeds.
The feeds include historical prices back to 2007, high, low, volume, open, and close as well as prices adjusted for splits and dividends.
BEFORE YOU MAKE AN API CALL
There are thousands of stocks and hundreds of tags that can be used with the data point function in Excel. You can look up the tags for EDI data feeds here and look up the tickers here using OpenFIGI. You can see a sample of the Stock Exchange master, which provides a definitive list of the exchanges covered by Intrinio, here.
OpenFIGI makes it possible to look up these combinations since a single ticker symbol might represent different stocks or be on different exchanges.
SECURITIES BY EXCHANGE
To lookup all securities for a specific exchange, use this endpoint with the exchange's MIC code, in this case "XSTO" for the Nasdaq Stockholm exchange:
The result of which looks like:
"name": "Atlas Copco AB",
"ticker": "ATCO A",
"composite_ticker": "ATCO A:SS",
"name": "Atlas Copco AB",
"ticker": "ATCO B",
"composite_ticker": "ATCO B:SS",
"name": "NASDAQ STOCKHOLM AB",
To lookup data for an individual security, make sure you use the "composite_ticker" value from the results above - this will provide you with an exchange-specific identifier instead of the generic ticker (which will probably return the US security instead).
HOW TO ACCESS THIS DATA VIA WEB API?
In the above example, exchange code for XSTO or Sweden Stock Exchange, is SS.
Now you can request EOD pricing data for a specific ticker and date for that exchange:
Or you can request EOD pricing data for all securities on the exchange, on a specific date, at once:
The Data Point endpoint will return most current data. Here is an example of the close price of ACTI on the Nasdaq Stockholm exchange:
That syntax can be used with any ticker or EDI tag if you are subscribed to the proper EDI data feed. Pulling the historical data would look like this:
It is crucial to remember that international stock prices from EDI require an exchange and an identifier concatenated together in this format: ticker:exchange, which is available in all security API results as composite_ticker.
HOW TO ACCESS THIS DATA IN EXCEL?
If you haven't already installed Intrinio's free Excel add-in, follow this tutorial. If you have used Excel to access Intrinio data in the past, you might have used this syntax:
The datapoint function is used to pull the most recent data for a stock with the ticker representing a stock symbol and the tag representing a data type. Pulling the most recent close price for Bharat Heavy Electricals Limited, an NSE listed stock, would look like this:
Pulling an international close price from the NSE exchange in Excel
The Intrinio historical data function is also available for most EDI data feeds:
=IntrinioHistoricalData("ticker", "tag", sequence, "start_date", "end_date", "frequency")
This functionality allows an analyst to determine what an EOD price from an international exchange was on a certain date in the past. For example, to see the close price from the previous example for 100 days ago, this syntax would be used:
=IntrinioHistoricalData("BHEL:IS", "close_price", 100, "2007-01-01", "2017-01-01", "daily")
This documentation gives a more detailed description of the historical data function. Our help page provides great resources for learning how to access EDI data in Excel, including a link to our documentation and the ability to chat with our team.
HOW MUCH DOES THIS DATA COST?
As with all Intrinio data feeds, you can see the pricing plans that are available on each product page by clicking on the "Pricing" tab.
Click "Terms" and "Limits" to see what is included in each plan
Intrinio usually splits pricing plans into three categories - individuals, startup, and enterprise. Individual plans do not include redistribution and may be used by those who need to access data for personal purposes and are not affiliated with a company or make a living from finance. The Startup plan includes redistribution, however the Startup plan is intended for new firms with less than $10,000 in monthly recurring revenue (MRR) and less than $200,000 in funding. Enterprise plans are designed for larger firms with unique needs and can be tailored to fit redistribution, data volume, and access requests.
In keeping with our mission of increasing the affordability and accessibility of financial data, our goal is to keep the prices of these data feeds competitive with other providers.
WHY GET EDI DATA FROM INTRINIO?
Unlike big data providers, Intrinio doesn't bundle international stock prices into an expensive monthly subscription. Unlike smaller data providers, Intrinio only has one API. This means you can subscribe to the data feeds you need from EDI or other providers while still using a single API or Excel syntax rather than a different syntax for each provider.
This simplicity and cost structure is designed to make financial data easy to access and affordable for Fintech developers and analysts. Pairing EDI estimates of earnings with Intrinio's platform is a win for financial data consumers everywhere.