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Price Data API

Lightning fast market prices engineered for AI innovation — now credit free

Speed and accuracy are the lifeblood of modern finance. Laplace’s Price Data API streams real time, delayed, and end of day prices for equities, ETFs, indices, and futures with millisecond level latency—cleaned, standardized, and ready for immediate use in trading engines, dashboards, and AI agents.

Real-time & delayed market data

Stay on top of every tick and trade with ultra-low latency data for stocks,
ETFs, indices, and more.

Credit-Free Market Data

Access real-time and delayed market feeds without consuming API credits, enabling unlimited data pulls for continuous development and production environments.

Historical & Delayed Feeds

Access daily, hourly, and minute intervals for deeper analysis or compliance-friendly solutions.

Broad Coverage

Exchanges including NASDAQ, NYSE, CME, and major global markets.

WebSocket & REST Endpoints

Ideal for high-frequency platforms or simpler, REST-based integrations.

Why choose Laplace
price data API?

We're challenging conventions and pioneering a new tech-forward,
transparent approach to market data APIs.

1

Ultra Low Latency

Millisecond updates delivered via WebSocket or REST so you never miss a tick.

2

99.9 % Uptime SLA

Battle tested on Papara’s production rails and monitored around the clock.

3

AI Ready Schema

JSON responses include metadata, corporate actions, and timezone aligned timestamps—perfect for vector stores and LLMs.

4

Credit Free Access

Price endpoints consume zero credits in every plan—stream without worrying about token balances.