Pre-computed Market Data for Agents

TickerDB provides a market intelligence database designed to deliver pre-computed market data and hundreds of derived indicators for over 10,000 active US stocks, ETFs, and supported crypto pairs. The platform focuses on transforming raw OHLCV (open, high, low, close, volume) data into structured, categorical bands and indicators, such as trend direction, support and resistance levels, analyst consensus, momentum zones, and sector context. This approach allows users to access market-state calculations and contextual information directly, without the need to build or maintain their own data pipelines and classification layers.

The service is particularly aimed at developers, quantitative researchers, financial analysts, market researchers, financial advisors, and product teams building agentic trading bots, market research tools, portfolio analysis workflows, or AI-assisted financial data products. By providing data in labeled, structured fields—such as momentum_rsi_zone, trend_direction, and volume_ratio_band—TickerDB enables agents and applications to reason about market states efficiently, reducing the data volume required for decision-making and improving the interpretability of market context.

TickerDB offers access through multiple interfaces, including a plain HTTP API, MCP server, and SDKs for integration into various codebases. Users can perform database-like searches with filters across market state, fundamentals, volume, momentum, volatility, sector context, and asset metadata, and sort or paginate results server-side. The platform supports daily end-of-day data updates, with stocks and ETFs typically refreshed by 00:30 America/New_York and crypto assets by 00:10 UTC. Each response includes metadata indicating the data's freshness and session date.

A free tier is available that does not require a credit card to start. TickerDB positions itself as a categorical-first solution for structured financial data, emphasizing its utility for agent-based applications and workflows that require direct access to derived market states and indicators.