Market data, macro & fundamentals — one workspace

Every surface in QuantMap — the research agent, the Python sandbox, backtests and simulators — runs on the same data layer. Futures are served as back-adjusted continuous contracts routed to the right calendar automatically.

Included history by schema and asset class

Schema	Futures	US Equities · ETFs	Crypto	Source
OHLCV bars 1h + 1d base, resampled to any timeframe in the sandbox	10 years	10 years	10 years	REAL HISTORY
Intraday bars hourly, regular session	2 years	2 years	2 years	REAL HISTORY
Trades (ticks) print-level tape with size, side & venue flags	on demand	on demand	on demand	SIMULATED*
Top-of-book (L1) best bid/offer with sizes	on demand	on demand	on demand	SIMULATED*
Depth (L2) 10-level market-by-price book snapshots	on demand	on demand	—	SIMULATED*
Option chains strikes × expiries with IV, greeks, theo prices	—	on demand	—	SIMULATED*

*Simulated schemas are generated deterministically from the real bar history (brownian-bridge microstructure, Black-Scholes chains from real spot and realized vol) — built for method development, always flagged simulated: true in the API. Real bars come from consolidated end-of-day and intraday feeds; the current in-progress session is excluded.

Futures across every major sector

Back-adjusted continuous contracts, exchange calendars handled automatically.

Equity index

ES · NQ

Energy

Metals

Treasuries

Grains

Volatility

VIX

Crypto

BTC-USD

Macro & fundamentals, same workspace

FRED economic data LIVE

The full St. Louis Fed database — GDP, CPI, rates, employment and thousands more series, one call away.

qp.fred("CPIAUCSL")   # inflation
qp.fred("DGS10")      # 10y yield
qp.fred("UNRATE")     # unemployment

SEC EDGAR filings LIVE

Company submissions, XBRL financial facts and full-text filing search — straight from the SEC.

qp.edgar_facts("NVDA")     # revenue, income, eps
qp.edgar_filings("AAPL")   # recent 10-K/10-Q/8-K
qp.edgar_search("buyback")

Open the Python sandbox →Ask the research agent See pricing