Implementation:HKUDS AI Trader US Stock Intraday Price Data
| Knowledge Sources | |
|---|---|
| Domains | Financial_Data, US_Stocks, Data_Storage |
| Last Updated | 2026-02-09 14:00 GMT |
Overview
Static JSON data files containing 60-minute intraday OHLCV price data for 102 Nasdaq-100 constituent stocks and the QQQ ETF, used as local data sources for US market backtesting.
Description
The US stock intraday price data files store historical 60-minute bar data for individual Nasdaq-100 securities. Each file follows the Alpha Vantage intraday JSON schema with a Meta Data header and a Time Series (60min) object keyed by timestamp. One alternate-prefixed file (Adaily_prices_QQQ.json) stores a copy of the QQQ benchmark data.
Usage
These files are consumed by the local price lookup tool (tool_get_price_local.py) during agent backtesting runs on the US stock market. They are produced by the Alpha Vantage data fetching pipeline (get_daily_price.py and get_interdaily_price.py) and stored under data/.
Code Reference
Source Location
- Repository: HKUDS_AI_Trader
- Directory: data/
- File count: 103 files (102 stocks + 1 alternate QQQ)
Files Covered
| Pattern | Count | Example |
|---|---|---|
| daily_prices_{TICKER}.json | 102 | daily_prices_AAPL.json, daily_prices_NVDA.json |
| Adaily_prices_QQQ.json | 1 | Adaily_prices_QQQ.json |
Schema
{
"Meta Data": {
"1. Information": "Intraday (60min) open, high, low, close prices and volume - DATA DELAYED BY 15 MINUTES",
"2. Symbol": "AAPL",
"3. Last Refreshed": "2025-11-10 15:00:00",
"4. Interval": "60min",
"5. Output Size": "Full size",
"6. Time Zone": "US/Eastern"
},
"Time Series (60min)": {
"2025-10-30 15:00:00": {
"1. open": "271.0884",
"2. high": "271.5979",
"3. low": "270.7337",
"4. close": "271.1184",
"5. volume": "11077995"
}
}
}
I/O Contract
Inputs
| Name | Type | Required | Description |
|---|---|---|---|
| (none) | — | — | Static data files; no runtime inputs |
Outputs
| Name | Type | Description |
|---|---|---|
| Meta Data | JSON object | Symbol, interval, last refresh timestamp, time zone |
| Time Series (60min) | JSON object | Timestamp-keyed OHLCV records with string-typed numeric values |
Usage Examples
import json
# Load a US stock intraday price file
with open("data/daily_prices_AAPL.json", "r") as f:
data = json.load(f)
symbol = data["Meta Data"]["2. Symbol"]
time_series = data["Time Series (60min)"]
# Get the most recent closing price
latest_ts = max(time_series.keys())
close_price = float(time_series[latest_ts]["4. close"])
volume = int(time_series[latest_ts]["5. volume"])
print(f"{symbol} closed at ${close_price:.2f} (vol: {volume:,}) at {latest_ts}")