REST API Market Data to Parquet, Without Python

Parquet is the format most research tools prefer for prices, but most APIs only return JSON. This is the short route from one to the other.

Open the API Response to Table

Open API Response to Table, enter the endpoint and your sign-in, and click Send request. Pick the list that holds the bars, check the columns, and download Parquet. Nested fields are flattened into columns named by their path, so a field such as quote.close becomes its own column.

Parquet stores each column with a type, so decide the types before you save. Prices and volumes should be numbers, symbols should stay text, and timestamps should be dates rather than strings. If your API gives times as text or unix numbers, open Data Transformation first and use the data type or date step, then export Parquet.

The file is usually much smaller than the same data as CSV and loads quickly in pandas, Polars, DuckDB or a notebook, which matters for years of minute bars. Check it by reading it back: the Format Converter can turn the Parquet into CSV so you can compare the first and last rows with the source.

Only GET requests over https work, and an API that blocks browser calls (CORS) is refused. Use a read-only key. Nothing is uploaded to Data Utility.

Open the API Response to Table

Related tool pages

  • JSON API Response to CSV: Turn the JSON from an API into a CSV file. Nested fields become columns and you pick which list to use. Free, in your browser, with an optional token.

How to use the API Response to Table: step by step

  1. Open API Response to Table and send the request.
  2. Choose the list that holds the bars.
  3. Fix types in Data Transformation if timestamps are text.
  4. Download Parquet and read it back to check the rows.

When to use the API Response to Table

  • Save an API price history for research
  • Build a dataset for a backtest
  • Cut file size for years of bars
  • Share a typed file with a colleague

Example

Input: GET https://api.example.com/users + Bearer token

Output: id,name,address.city 1,Ada,London

Frequently asked questions

How does the token work?

Choose Bearer token, API key in a header, or username and password, and paste the value. It is sent only to the API you call, kept in memory, and never saved or written to Data Lineage.

What if the API blocks the request?

Some APIs do not allow calls from other websites (CORS), so the browser blocks the request. Use an API that allows browser access, or ask its owner to enable CORS.

What happens to nested fields?

Nested objects are flattened into columns such as address.city. If the response has several lists, you can choose which one becomes the table.

Is it safe to use a token in API Response to Table?

Your token goes only to the API you call, straight from your browser. Data Utility never receives it or the response. It is kept in memory for that request, not saved, and not written to Data Lineage. Use a token with read-only access when you can.

Tip: Fix timestamp and number types before you export, because Parquet keeps the type you give it.