get_intraday_quote
Returns the latest intraday price for ONE US-listed ticker — a live passthrough to Tiingo's IEX feed, nothing cached. PAID PLANS ONLY. Use this when the question is 'what is X trading at now'. For price HISTORY (daily closes, splits, dividends) use get_daily_prices. Returns: price, and as_of — the exact timestamp of that quote, verbatim from the source. ALWAYS read as_of rather than assuming the quote is current: outside US market hours the feed returns the most recent session's final print, so a quote at 21:00 ET is a 16:00 ET price and as_of is how you can tell. price_field names the source field the price came from (tngoLast / last / mid) so a decision made on it can be re-derived later. A symbol the feed does not cover returns result: null with not_found_reason — never a substituted or stale price. Two reasons are possible: 'no_quote_for_ticker' (unknown symbol, or no quote available) and 'delisted_no_longer_trading' (the security stopped trading; the response carries delisted_since, the day after its last real trade). The second exists because the upstream feed keeps synthesising a current-session row for some delisted names — a flat zero-volume bar at the last real price, stamped with today's close — and a dead security has no current price to report. ⚠ VENUE COVERAGE IS IEX ONLY, and price is Tiingo's tngoLast derived from that feed — not a consolidated-tape print. This matters most on THINLY TRADED names: IEX is one venue carrying a few percent of US volume, so a symbol can go 20+ minutes mid-session without IEX seeing a trade. When that happens as_of legitimately reads stale DURING market hours. It means 'IEX has not seen an update', NOT 'the stock is not trading' — measured 2026-09-09, BWFG sat at a 22-minute-old as_of while trading normally. Do not treat a stale as_of on a thin name as a fault. Three fields let you judge that for yourself rather than trusting a verdict this tool does not make. iex_session_volume is the session volume ON IEX ONLY — it is NOT consolidated volume and is typically a small fraction of it, so never compare it against share counts from other endpoints. prev_close is the prior session's close. And flat_session is true when all four OHLC legs equal the price AND volume is zero AND the price equals prev_close — the shape the feed manufactures for a security that no longer trades. It is a SHAPE, not a delisting verdict: stable-NAV money market funds hold a constant price by design and look identical. It is NULL when the test was impossible — a missing OHLC leg or an unreported volume — and null means 'could not test', never 'false'. One call = one ticker, by licence — there is no multi-ticker parameter. Close Prices from Tiingo.com.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| ticker | Yes | Ticker symbol, e.g. 'AAPL', 'SPY', 'BRK-B' (hyphen for share classes). |