Data Product
Share Prices & Market Performance
Daily prices, cap-weighted market performance, index benchmarks, and where sector and industry leadership is moving.
What data it carries
Twelve endpoints covering the price side of the platform, from a single quote to the whole market’s posture.
- Share prices · open, high, low, close, previous close, change and change percent, trading-day returns, volume, dollar volume, typical price and ATR
- Daily history · OHLCV series back to 2006 over any date range
- Market performance & breadth · cap-weighted returns for the whole listed universe, with advancing/declining breadth
- Movers · the session’s gainers, losers and most-active names
- Index benchmarks · quotes for the major US indices, with constituent aggregates
- Sector & industry league tables · cap-weighted performance across trading-day windows
- Market regime · a rules-based read over return windows, breadth and volatility
- Sector & industry rotation · leadership ranks, rank changes and rotation quadrants
How it behaves: stated, not implied
- Any past trading day. Every endpoint takes
?date=, which resolves to the last trading day at or before that date; the response reports the day actually served, so you never have to guess whether you got the date you asked for. - Trading-day return windows (1, 5, 20, 60, 120 and 252 days) are cap-weighted and available for any date from 2013-04-01 onward.
- Calendar returns (week, month, quarter-to-date, year-to-date, trailing twelve months) are served only on the latest snapshot date. Historically they come back null rather than back-filled with a number nobody measured.
- Index constituents are current-date only. Benchmark quotes go back historically, but constituent aggregates do not, because point-in-time index membership does not exist in the data. A historical constituent request is refused with an explanatory note instead of being answered with today’s membership.
- Regime confidence is deterministic: the share of rule votes that agree, returned alongside the formula itself. It is not a model probability.
- Rotation rank changes are measured against point-in-time quarter-end weights, so an earlier session’s ranking is not silently recomputed with today’s weights.
- Typical price is (high + low + close) / 3. It is labelled as such and is not a volume-weighted average price.
Best real-life usage
- Market timing context: pair the regime read with breadth and dispersion to judge whether a move is broad or narrow.
- Rotation work: find sectors and industries moving from deteriorating into improving, with the rank change that justifies the call.
- Backtest inputs: pull daily OHLCV history and trading-day returns as a clean panel rather than scraping quotes.
- Daily desk note: movers, index levels and sector leadership for a morning brief.
Combine with other datasets
Each analysis below pairs this dataset with another to answer a question neither can alone.
+ Quantitative Factor & Risk
Relate the market regime to factor behaviour, and test whether a tilt is being rewarded in the current environment.
Relate the market regime to factor behaviour, and test whether a tilt is being rewarded in the current environment.
+ Industry Benchmarking
Explain a rotation call with fundamentals: is the leading sector also improving on margins and growth?
Explain a rotation call with fundamentals: is the leading sector also improving on margins and growth?
+ Point-in-Time Fundamentals
Put a historical price next to the figures that were actually known on that date, for honest event and valuation studies.
Put a historical price next to the figures that were actually known on that date, for honest event and valuation studies.
Over MCP with AI agents
Connect an AI agent to the CSIMarket MCP server (mcp.csimarket.com) and it can call these endpoints as tools, no glue code. Ask in plain language; the agent picks the endpoints, fetches the data, and composes the answer.
- “What is the current market regime, and which sectors moved into the leading quadrant over the last 60 trading days?”
- “Show me the biggest movers today and how the whole market performed against its 20-day return.”