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Select a market in Q Search, then Q Download. Choose latest N observations or a local-time date range, interval and Preview. CSV/JSON export that exact snapshot; changing settings invalidates it.
  • Stocks: Auto provider, split-adjusted by default, regular/extended sessions.
  • Options: select the actual expiration and contract; coverage varies.
  • Event contracts: up to 25 outcomes from one provider; IDs distinguish every side.
  • Perpetuals: prices use underlying units, not binary probabilities.
Event history supports pregame, in-game, both or Auto. Auto switches to in-game after 32 elapsed game minutes when the provider verifies start time. Missing rows are not invented. Exports use UTC; form dates use your device timezone.
The response identifies the actual provider and rows. Use format: "csv" for a direct CSV attachment. Cancel preview to stop waiting. Upload CSV still forecasts your own series. Existing authenticated workspace-file clients remain supported; those operations are no longer published in docs or MCP discovery.

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Intervals and Dukascopy

Stocks and Dukascopy expose 5m, 15m, 30m, 4h, weekly and calendar-month bars in addition to minute/hour/day. Dukascopy uses its published instrument catalog, preserves bid or ask selection and downloads candle archives rather than annual ticks. Follow paged JSON cursors before exporting. Kalshi/Polymarket event and perpetual intervals follow their actual available history; missing bars remain missing. Options retain their minute/hour/day contract. See Forecast intervals.