Stock Price (Daily)
get_stock_priceDaily end-of-day stock prices (open/high/low, close, split- & dividend-adjusted adj_close, volume) for US exchange-listed companies. Sourced from a market-data feed, not SEC filings.
Markets are open only on business days, so rows exist ONLY for trading days — the data IS the trading calendar:
Price ON OR AFTER a date (a single date, or an announcement landing on a weekend): pass start_date= alone; the FIRST row of the short forward window is that date or the next open day.
Price ON OR BEFORE a date: pass end_date=; the LAST row is that date or the prior open day.
Use Cases:
"AAPL close on 2025-07-28" -> get_stock_price("AAPL", start_date="2025-07-28")
"DKNG total return 2025-01-02 → 2026-02-27" -> get_stock_price("DKNG", start_date="2025-01-02") + get_stock_price("DKNG", end_date="2026-02-27"), first/last close (cheaper than one 14-month window)
"SUI +1/+14/+30 days after an 8-K" -> start_date=, end_date=<announce + ~32d>; pick rows on/after each
No dates -> the latest price
When the window spans ≥2 trading days, the response also reports the first/last close and the period return on BOTH close (point-to-point) and adj_close (split/dividend-adjusted: the economic return).
Each response also includes the latest REPORTED period-end shares outstanding on/before your end date (period-end balance-sheet count; dei cover where absent) plus the implied market cap at the latest close — use these for market-cap / EV / P/B math instead of deriving share counts from NI/EPS (that yields weighted-average shares, a different basis).
Coverage: ~8,400 US common-equity tickers, end-of-day only (no intraday/real-time, no options/FX). Recent history is dense; deep pre-2014 history may be sparse. Period-end multiples (P/E, EV/EBITDA, P/B): get_metric_history, whose metric_id lists the primitives for a CUSTOM multiple (e.g. lease-adjusted EV) priced with this tool.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| limit | No | Max rows (newest first if the window exceeds it). Default 30. With start_date alone, the short forward window is returned whole. For a point-to-point return over a long span, make TWO narrow-window calls (one per date) rather than one wide window — cheaper, and avoids the cap dropping your start date. | |
| ticker | Yes | Company ticker symbol (e.g., 'AAPL'). US exchange-listed (NYSE/Nasdaq/AMEX), 1–5 letters. | |
| end_date | No | Window end (YYYY-MM-DD). The LAST returned row on/before this date is the price ON OR BEFORE it. Omit start_date to fetch just the price on/before this date. | |
| start_date | No | Window start (YYYY-MM-DD). Markets trade only on business days — if this date is a weekend/holiday the FIRST returned row is the next OPEN day (the price ON OR AFTER this date). Omit end_date to fetch just the price on/after this date. |