Typically it’s difficult to get high fidelity stock price and volume data via API. Most of the time the stock data services offer daily, weekly, monthly, and/or annual information for stocks. For example, in a previous post, I created a wrapper around the Yahoo Finance data download functionality to create an API that downloads daily, weekly, and monthly data. For some applications more granular data, such as one-, three-, and five-minute intervals, is useful, e.g. developing high-frequency trading algorithms or complex time-series forecasting research, but it’s often the case the end-user has to pay a monthly fee to access data at these frequencies.