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Build high-performance stock analytics, automated valuation pipelines, and custom DCA simulators. Access institutional-grade financial forecasts and live news sentiment with milliseconds latency.
curl -X POST https://api.stockup.cc/v1/query \
-H "Authorization: Bearer sk_quan_live_..." \
-H "Content-Type: application/json" \
-d '{
"model": "quan-3.3",
"prompt": "Evaluate Tesla P/E compared to peers",
"googleSearch": true
}'
{
"ticker": "TSLA",
"price": 260.48,
"pe_ratio": 68.2,
"sentiment": "Bullish",
"summary": "TSLA\'s forward P/E continues to trade at a premium relative to traditional OEMs (average ~8.5x), reflecting strong automotive margins and autonomous driving projections..."
}
Unlock advanced market intelligence APIs designed for modern fintech developers.
Get sub-second response times using the speed-optimized Quan 3.0 model, perfect for microservices and real-time alerts.
Query with real-time web searches. Intelligently fetch the latest earnings summaries, ratings adjustments, and financial announcements.
Fully supports complex DCA calculations, compounding projections, historic performance queries, and asset comparisons.
Develop, test, and iterate with 500,000 free tokens on the speed-optimized Quan 3.0 model. Pay only for what you scale past.
Real-world financial applications built with the speed and reasoning of Quan.
Simulate dollar-cost averaging paths, dividend compounding schemes, and tax-deferred projections against historical indexes in under 20ms.
Parse hundreds of market news articles, blog feeds, and earnings transcripts per minute, computing instant ticker-level sentiment indicators.
Pull balance sheet columns directly from 10-K filings, flag changes in goodwill or leverage ratios, and generate investor valuation reports.
How Quan models stack up against general-purpose LLMs on complex financial tasks.
General-purpose AI models are trained on novels, chat logs, and generic code. When faced with complex compounding math, multi-ticker financial disclosures, or SEC filing cross-references, they frequently hallucinate figures.
Quan models undergo specialized domain training on 8 Trillion tokens of SEC corporate filings, historical stock pricing data, DCF math frameworks, and institutional market reports, resulting in industry-leading accuracy.
Compare technical capabilities, response speeds, and pricing side-by-side.
A dense financial-optimized model tailored for high-frequency trading services, fast summarization pipelines, and low-latency API wrappers. Cheep, effecient, Best for most cases.
Our flagship Deeper reasoning model designed to solve multi-stage financial calculations, complex quantitative graphs, and live web grounding actions. Best for more thinking is needed.
Our advanced, ultra-high reasoning model optimized for deep portfolio modeling, competitive supply-chain audits, and exhaustive macroeconomic investigative scours. Best for intensive financial investigations.
Security, data integrity, and cost transparency you can depend on.
All API keys are encrypted at rest using AES-256. API calls leverage secure HTTPS endpoints with TLS 1.3 encryption and configurable CORS permissions.
Direct feed connection with SEC EDGAR filings, historical stock pricing indexes, live press-releases, and normalized quarterly results feeds.
Maintain full control over your spending. Add credits to your balance as you go with zero recurring markup costs or surprise usage spikes.
Real-world financial architectures powered by Quan models.
Integrated Quan 3.0 to generate instant compounding forecasts and DCF calculators for 10,000+ retail investment accounts. Calculations are fully accurate and cost-effective.
Deploys Quan 3.0 to scan over 10,000 headlines daily, outputting instant ticker-level sentiment indicators that trigger automated portfolio alerts. The 500k free tier permitted complete sandbox testing.
Leverages Quan 3.3 (Standard) with Google Search grounding to parse newly filed SEC 10-Ks, compute custom solvency scores, and generate instant reports with citations.
Answers to common technical questions about the StockUp Developer API.
The StockUp Developer API is an institutional-grade stock intelligence and reasoning endpoint built on top of our custom-tuned Quan 3.0 and Quan 3.3 (Standard) financial models. It allows external developers to query stock valuations, backtest compound projections, extract news sentiment, and perform live web search grounding directly from their apps.
We offer a generous free tier of 500,000 free tokens combined on our speed-optimized Quan 3.0 model to let you build, test, and iterate without spending anything. Once you cross this free limit, usage is billed at $0.20 per 1M input tokens and $0.80 per 1M output tokens.
Our flagship Quan 3.3 (Standard) model is billed at $1.50 per 1M input tokens and $6.00 per 1M output tokens, plus a flat $0.02 grounding fee if real-time Google Search is enabled.
Instead of forcing you into a monthly subscription plan with hidden costs, StockUp utilizes a prepaid credit system. You simply top up your developer wallet (e.g. $10, $25, or $50) inside the Developer Console, and transactional fees are deducted from your balance in real-time. If your balance hits zero, queries are paused, ensuring you never receive an unexpected bill.
You can interact with the StockUp API from any programming language using standard HTTP requests. We support streaming (Server-Sent Events) and JSON response formats natively. Additionally, we are preparing official SDK libraries for Python, TypeScript/JavaScript, and Go to speed up your integrations.
Absolutely. All requests to https://api.stockup.cc/v1/query require a valid API key passed via the x-api-key header or the Bearer Authorization token header. Requests are processed over HTTPS (TLS 1.3), and user profiles are stored securely in our Firebase backend. Your credentials are never stored in plain text.
Create a developer account in seconds. Get immediate access to your free token quota and interactive playground.
Build custom stock analytics tools, DCA calculations, and automated report pipelines using the power of Quan 3.0 and 3.3.
| Param | Type | Description |
|---|---|---|
| model | string | Either quan-3.0 or quan-3.3 (Standard). Defaults to quan-3.3. |
| messages | array | List of {role: "user"|"assistant", content: "..."}. OpenAI format. |
| stream | boolean | Whether to stream response chunks back via Server-Sent Events. Default: true. |
| googleSearch | boolean | Enables Live Google Search grounding. Cost: +$0.02 per search query. Default: true. |
Free Tier Note: Your first 500,000 combined tokens used on the speed-optimized Quan 3.0 model are free. Billing only starts after crossing this quota.
Compare performance, latency, pricing, and context limits of the Quan LLM API family to choose the right model for your application.
A dense financial-optimized model tailored for high-frequency trading services, fast summarization pipelines, and low-latency API wrappers. Cheap, efficient, Best for most cases.
Our flagship Deeper reasoning model designed to solve multi-stage financial calculations, complex quantitative graphs, and live web grounding actions. Best for more thinking is needed.
Our advanced, ultra-high reasoning model optimized for deep portfolio modeling, competitive supply-chain audits, and exhaustive macroeconomic investigative scours. Best for intensive financial investigations.
Experiment with Quan model settings, check prompt outputs, and monitor token/speed stats in real-time.
Copy your key now. For your security, this key will not be displayed again.
Add prepaid credits to your developer account using Stripe secure checkout.