Marketstack vs QuantRocket comparison

Both platforms cover Data APIs workflows, so you can research those use cases in either tool before digging into the feature differences below.

Both Marketstack and QuantRocket keep freemium access with optional paid upgrades, so you can trial each platform before committing.

Both Marketstack and QuantRocket prioritize web or desktop access. Investors wanting a mobile-first workflow may need to rely on responsive web views.

Marketstack differentiates itself with Pricing tiers with monthly request limits (Free: 100/mo; Basic: 10k/mo; Professional: 100k/mo; Business: 500k/mo; Enterprise: custom)., V2 REST/JSON API for end-of-day (EOD) prices with adjusted fields for splits/dividends (e.g., `split_factor`, `dividend`)., and Intraday endpoint supports multiple bar intervals (down to `1min`); “Real-Time Updates” (1/5/10 min) are Professional+ only., whereas QuantRocket stands out for Includes survivorship-bias-free US minute-bar data (from 2007 onward) for Zipline backtests and live trading, with optional real-time feeds from brokers like IBKR and Alpaca., Supports point-in-time screening and ranking pipelines, and integrates with Alphalens and Pyfolio for in-notebook analysis inside Jupyter., and Global coverage through Interactive Brokers’ historical and real-time data across 60+ exchanges, plus optional feeds like EDI global EOD, Sharadar fundamentals, and Brain sentiment datasets..