sifting/io
Data concepts

What is end-of-day data?

End-of-day data, commonly abbreviated EOD, is a single record per trading session that captures how a market finished the day. It is the lightest and least expensive form of market data, and it is the standard input for long-horizon analysis where intraday movement does not matter. The sections below explain what EOD data contains, how it differs from real-time and intraday data, and when it is the right choice.

5 min readData concepts
End-of-day data, often abbreviated EOD, is a once-per-session summary of a market, typically the open, high, low, close, and volume for the day, recorded after the session ends rather than updated in real time.

Key points

  • End-of-day (EOD) data is one record per session, usually the day's closing values.
  • It typically includes the daily open, high, low, close, and volume.
  • It is the lightest and cheapest form of market data.
  • It suits long-horizon research, valuation, and reporting rather than live decisions.

What EOD data contains

An end-of-day record summarizes a full session in a single row. It usually carries the daily open, high, low, close, and volume, which is a daily OHLCV bar, stamped with the session date. Because there is one record per session rather than a continuous stream, a long history of EOD data is compact and straightforward to store and process.

EOD versus real-time and intraday data

The difference is granularity and timing. Real-time data updates continuously as the market moves, intraday bars divide the session into smaller intervals, and end-of-day data reduces the entire session to one record produced after it closes. EOD data says nothing about how the price moved during the day, only where it began, ended, and ranged.

Why EOD data is widely used

End-of-day data is the standard input for long-horizon analysis. Daily closes underpin trend studies, backtests measured in days or longer, portfolio valuation, and reporting. Because it is light to serve and carries fewer distribution constraints than live data, EOD is also a common free or low-cost tier.

When EOD is not enough

End-of-day data is unsuitable wherever intraday timing matters. It cannot drive a live chart, fire an alert, or support any decision that depends on the current price, and it cannot show how a session unfolded. Those needs call for intraday bars or a real-time feed instead.

On SiftingIO

End-of-day data on SiftingIO

SiftingIO serves daily OHLCV bars over REST for stocks, forex, crypto, and commodities under one schema, which provide the end-of-day close, range, and volume for each session. The same platform offers intraday bars and a real-time feed, so an application can use EOD history for long-horizon work and switch to finer data where intraday detail is required.

FAQ

Common questions

What does EOD stand for?

End-of-day. EOD data is a once-per-session summary of a market, usually the day's open, high, low, close, and volume, recorded after the session closes.

What is the difference between EOD and real-time data?

Real-time data updates continuously as the market moves, while end-of-day data reduces an entire session to a single record produced after it closes. EOD does not show intraday movement.

What is EOD data used for?

Long-horizon research, backtests measured in days or longer, portfolio valuation, and reporting, where the daily close matters more than intraday movement.

Is end-of-day data the same as a daily bar?

Effectively yes. An EOD record is a daily OHLCV bar: the open, high, low, close, and volume for one session.

Does SiftingIO provide EOD data?

Yes. SiftingIO serves daily OHLCV bars over REST across stocks, forex, crypto, and commodities, which provide the end-of-day values for each session.

Ready to build

Try it with a free API key.

Pull live or historical data across stocks, forex, crypto, and commodities under one schema and one key. Start free, no sales call.