Which Products Update in Real Time?
Real-Time Products
The following products provide continuously updating data throughout the trading day.
EquitiesEdge (FMV Real-Time)
EquitiesEdge is Intrinio's proprietary Fair Market Value (FMV) pricing feed for U.S. equities. Rather than redistributing raw exchange market data, EquitiesEdge generates proprietary fair market values that closely track underlying exchange prices while avoiding exchange licensing requirements.
Updates: Real time
Includes:
- Last Price
- Open
- Close
- Volume
- Pre-Market Volume
- Post-Market Volume
Available via:
- REST API
- WebSocket
OptionsEdge (FMV Real-Time)
OptionsEdge provides Intrinio's proprietary real-time options analytics. Values are continuously calculated using live market activity and proprietary valuation models.
Updates: Real time
Includes:
- Synthetic Price
- Implied Volatility
- Delta
- Gamma
- Theta
- Vega
- Strike
- Expiration
- Option Type (Call/Put)
Available via:
- REST API
- WebSocket
US Fundamentals
Financial statement data is updated shortly after new SEC filings become available.
Although company filings occur at discrete points throughout the day rather than continuously, new filings are processed automatically as they are released.
Update timing
- Initial financial metrics: typically within 10 minutes of an SEC filing
- Standardized financial statements: typically within 30 minutes of an SEC filing
Includes:
- Standardized financial statements
- As-reported financials
- Company metadata
- Financial ratios and metrics
- Institutional holdings
- Insider transactions
Available via:
- REST API
Tick-Level Market Data
Intrinio provides tick-by-tick historical and streaming market data sourced from the U.S. Consolidated Tape (CTA/UTP).
Updates: Every trade and quote (tick-by-tick)
Includes:
- Trades
- Quotes
- Bid/Ask
- Trade Size
- Exchange Codes
- Microsecond timestamps
Available via:
- REST API
- WebSocket
Delayed Products
15-Minute Delayed CBOE Data
This product provides delayed U.S. equities and options market data.
Delay: Approximately 15 minutes
Includes:
- Last Price
- Bid
- Ask
- Volume
- Open
- High
- Low
- Close
Available via:
- REST API
- WebSocket
End-of-Day Products
The following products update once per trading day after market close.
US Stock End-of-Day & Historical Data
Updates: Daily
Includes:
- Adjusted prices
- Unadjusted prices
- Volume
- Splits
- Dividend adjustments
US Options End-of-Day & Historical Data
Updates: Daily
Includes:
- Closing Price
- Bid
- Ask
- Volume
- Open Interest
- Greeks
- Implied Volatility
Summary
| Product | Update Frequency | API Access |
|---|---|---|
| EquitiesEdge | Real time | REST, WebSocket |
| OptionsEdge | Real time | REST, WebSocket |
| US Fundamentals | Within 10–30 minutes of SEC filings | REST |
| Tick-Level Market Data | Tick-by-tick | REST, WebSocket |
| 15-Min Delayed CBOE Data | 15-minute delay | REST, WebSocket |
| US Stock EOD & Historical | Daily | REST |
| US Options EOD & Historical | Daily | REST |
Frequently Asked Questions
Is EquitiesEdge exchange market data?
No. EquitiesEdge is Intrinio's proprietary Fair Market Value (FMV) pricing feed. It is derived from market activity and is designed to closely track exchange prices without redistributing raw exchange data.
Is OptionsEdge based on live market activity?
Yes. OptionsEdge continuously calculates proprietary options analytics using real-time market activity and Intrinio's valuation models.
Are fundamentals updated only once per day?
No. Financial statements are processed throughout the day as companies file with the SEC. Initial metrics typically become available within about 10 minutes of a filing, while standardized financial statements are generally available within about 30 minutes.
Which products support WebSockets?
The following products support WebSocket streaming:
- EquitiesEdge
- OptionsEdge
- Tick-Level Market Data
- 15-Minute Delayed CBOE Data
Other products are accessed through the REST API.