Historical Depth
How far back each timeframe reaches, how bars are aggregated, and what to expect from thin sessions.
Daily, weekly and monthly bars reach back to the beginning of the listing for equities and to the first traded session for crypto pairs. Hourly and four-hourly history is retained for several years. One and five minute history is the shallowest tier because it is by far the largest, and the exact depth is set by your plan.
Intraday bars aggregate from the venue trade feed using exchange local session boundaries. A daily bar for an equity covers the regular session only unless extended hours are enabled, in which case pre-market and post-market prints are folded in and the bar is flagged. Crypto bars are UTC-aligned and continuous, since there is no session to respect.
Gaps are real, not missing data. A halted stock produces no bars for the duration of the halt, a thin future can go minutes without a print, and neither is an error. The runtime never fabricates a bar to fill a gap; if you need an evenly spaced grid, forward-fill it yourself in the consumer so the interpolation is visible in your code rather than hidden in ours.
For research that needs more than the retained window, the bulk export endpoint returns compressed CSV or Parquet for a symbol and date range, subject to plan limits. Exports are billed against a separate monthly allowance from the API rate limit, and a job over roughly a million bars is queued and delivered as a link rather than streamed inline.