# Market data API pricing compared (2026) | TradingAgentStack

> Market data API pricing compared: free tiers, paid plans, rate limits and MCP servers for Databento, Massive (Polygon), ThetaData, Alpha Vantage and Alpaca.

Canonical: https://tradingagentstack.com/market-data-api-pricing/

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3. Pricing

# Market data API pricing: Databento, Massive, ThetaData, Alpha Vantage, Alpaca

What US stock and options market data costs from five APIs that trading bots and AI agents use, with the free tier, the paid plans, rate limits and whether there's an MCP server your agent can call. Every price is copied from the vendor's own page, checked 2026‑11‑01.

## Pricing at a glance

| API | Free tier or credit | Paid plans | Rate limits | MCP server for AI agents | Checked (source) |
| --- | --- | --- | --- | --- | --- |
| [Databento](https://tradingagentstack.com/tool/databento/) | $125 new-user credit expires after 6 months and can also pay a first month of a plan | historical data is usage-based; live data needs a subscription plan (Standard from $199/mo, Plus or Unlimited) | no hard limits on historical | [Databento MCP servers (dbn-go)](https://tradingagentstack.com/tool/databento-mcp-servers-dbn-go/) (community) | [2026‑11‑01](https://databento.com/legal/databento-user-agreement/fees) |
| [Massive (Polygon)](https://tradingagentstack.com/tool/massive-polygon-api/) | free tier: end-of-day data, 5 req/min, no card | Stocks Starter $29/mo (15-min delayed, includes full-market snapshot); Developer $79/mo (15-min delayed); Advanced $199/mo (real-time) | free: 5 API calls/min; paid plans: unlimited API calls | [Massive (formerly Polygon) MCP](https://tradingagentstack.com/tool/massive-formerly-polygon-mcp/) (official) | [2026‑11‑01](https://massive.com/stocks) |
| [ThetaData](https://tradingagentstack.com/tool/thetadata/) | free tier, no card | options plans (individual use) $40, $80, $160/mo (Value, Standard, Pro); separate stocks, indices and rates plans | concurrent-request caps by plan (options: 2 / 4 / 8) | None in our directory | [2026‑11‑01](https://www.thetadata.net/subscribe) |
| [Alpha Vantage](https://tradingagentstack.com/tool/alpha-vantage-api/) | free key: 25 requests/day for most endpoints | premium $49.99/mo (75 req/min) to $249.99/mo (1,200 req/min) | free 25 requests/day; premium 75–1,200 requests/min | [Alpha Vantage MCP](https://tradingagentstack.com/tool/alpha-vantage-mcp/) (official) | [2026‑11‑01](https://www.alphavantage.co/premium/) |
| [Alpaca](https://tradingagentstack.com/tool/alpaca-trading-api/) | free Basic data plan (real-time IEX; SIP history older than 15 min) | Algo Trader Plus $99/mo (all US exchanges + OPRA); no separate ~$9 unlimited SIP-style plan for new Trading API subscribers | market data API: 200 calls/min (Basic), 10,000 calls/min (Algo Trader Plus) | [Alpaca MCP Server](https://tradingagentstack.com/tool/alpaca-mcp-server/) (official) | [2026‑11‑01](https://docs.alpaca.markets/us/docs/about-market-data-api) |

## Which one for what you need

| You need | What it costs |
| --- | --- |
| Real-time US stock quotes for free | [Alpaca](https://tradingagentstack.com/tool/alpaca-trading-api/): free Basic data plan (real-time IEX; SIP history older than 15 min). IEX is one exchange, so free real-time prices are a sample of the market, not the full tape. |
| Real-time data from every US exchange | [Alpaca](https://tradingagentstack.com/tool/alpaca-trading-api/): Algo Trader Plus $99/mo (all US exchanges + OPRA). [Massive](https://tradingagentstack.com/tool/massive-polygon-api/): Advanced $199/mo (real-time). [Databento](https://tradingagentstack.com/tool/databento/): live data needs a subscription plan (Standard from $199/mo, Plus or Unlimited). |
| The cheapest paid plan, delayed data is fine | [Massive](https://tradingagentstack.com/tool/massive-polygon-api/): Stocks Starter $29/mo (15-min delayed, includes full-market snapshot). |
| US options data | [ThetaData](https://tradingagentstack.com/tool/thetadata/): options plans (individual use) $40, $80, $160/mo (Value, Standard, Pro); free tier, no card. [Alpaca](https://tradingagentstack.com/tool/alpaca-trading-api/)'s paid plan includes OPRA, the US options feed: Algo Trader Plus $99/mo (all US exchanges + OPRA). |
| Historical tick data, paid per use | [Databento](https://tradingagentstack.com/tool/databento/): historical data is usage-based; $125 new-user credit expires after 6 months and can also pay a first month of a plan. |
| A few requests a day, free | [Alpha Vantage](https://tradingagentstack.com/tool/alpha-vantage-api/): free key: 25 requests/day for most endpoints; premium $49.99/mo (75 req/min) to $249.99/mo (1,200 req/min). [Massive](https://tradingagentstack.com/tool/massive-polygon-api/): free tier: end-of-day data, 5 req/min, no card. |
| Fundamentals from company filings, free | [SEC EDGAR APIs](https://tradingagentstack.com/tool/sec-edgar-apis/): free; data.sec.gov APIs need no authentication or API key; max 10 requests/second (SEC fair-access policy). |
| A quick script, unofficial | [yfinance](https://tradingagentstack.com/tool/yfinance/): free (unofficial Yahoo scraper); Reddit notes greeks/IV unreliable. |

## MCP servers: the same data inside Claude, ChatGPT or your agent

An MCP server lets an AI assistant or agent query the feed directly. It uses your plan with that vendor, so the prices above still apply.

| MCP server | Official or community | What it costs | What the agent can do |
| --- | --- | --- | --- |
| [Databento MCP servers (dbn-go)](https://tradingagentstack.com/tool/databento-mcp-servers-dbn-go/) | community | uses Databento billing | dbn-go-mcp-meta is metadata-only ('no billing risk') |
| [Massive (formerly Polygon) MCP](https://tradingagentstack.com/tool/massive-formerly-polygon-mcp/) | official | uses your Massive plan: free tier end-of-day; Starter $29/mo 15-min delayed; real-time on Advanced | data only; hosted OAuth at mcp.massive.com, or self-host the open-source server with a Massive API key; 3 tools (search_endpoints, call_api, query_data); repo marked experimental |
| [Alpha Vantage MCP](https://tradingagentstack.com/tool/alpha-vantage-mcp/) | official | works with a free Alpha Vantage API key or a premium plan | data only; remote server at mcp.alphavantage.co/mcp (OAuth page to enter your API key) or run locally with an API key |
| [Alpaca MCP Server](https://tradingagentstack.com/tool/alpaca-mcp-server/) | official | free paper Trading API account with Basic IEX data is enough to start; Algo Trader Plus $99/mo for broader real-time; docs note no separate ~$9 unlimited SIP-style plan for new Trading API subscribers | local server; 72 tools (per the repo's test suite; Alpaca's docs page still says 65) incl. stocks/options/crypto orders; ALPACA_TOOLSETS can restrict (e.g. read-only market data); ALPACA_PAPER_TRADE defaults to paper; v2.4.0 (Oct 12) adds option stop and stop-limit orders and GTC for options, and marks locates tools as not available in paper |

## FAQ

### What is the cheapest real-time US stock data API?

For free, Alpaca: free Basic data plan (real-time IEX; SIP history older than 15 min). That is IEX only. For every US exchange: Alpaca Algo Trader Plus $99/mo (all US exchanges + OPRA); Massive Advanced $199/mo (real-time); Databento live data needs a subscription plan (Standard from $199/mo, Plus or Unlimited).

### Is Polygon.io now Massive?

Yes. Polygon.io now runs as Massive (massive.com). Our pages list it as Massive (Polygon).

### Does Databento have a free tier?

No free plan. Historical data is usage-based, and new users get a credit: $125 new-user credit expires after 6 months and can also pay a first month of a plan.

### Which market data APIs have an MCP server for AI agents?

Databento: Databento MCP servers (dbn-go) (community); Massive (Polygon): Massive (formerly Polygon) MCP (official); ThetaData: none in our directory; Alpha Vantage: Alpha Vantage MCP (official); Alpaca: Alpaca MCP Server (official).

## Related

- [Databento vs Massive, side by side](https://tradingagentstack.com/compare/databento-vs-massive/)

- [Best free market data APIs](https://tradingagentstack.com/best-free-market-data-apis/)

- [All market data APIs](https://tradingagentstack.com/category/data-api/)

- [All market data MCP servers](https://tradingagentstack.com/category/data-mcp/)

- [Alpaca vs Interactive Brokers API](https://tradingagentstack.com/compare/alpaca-api-vs-ibkr-api/)

- [Alpaca paper trading](https://tradingagentstack.com/tool/alpaca-paper-trading/)

Prices are the vendors' list prices for individual use, in US dollars, as shown on the linked pages. Exchange fees and professional-use pricing can differ. No vendor paid to be on this page or for its position. Not financial advice. See a price that changed? [Send a correction](https://tradingagentstack.com/submit/).

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