Twenty-three years of US equity prices, SEC fundamentals, and filings. Your agent asks, pays a fraction of a cent, and moves on — no keys, no accounts, no humans in the loop.
Traditional data vendors were built for humans — contracts, sales calls, monthly minimums. Cabrini is built for software that buys what it needs, when it needs it, using the x402 payment standard.
Your agent requests any ticker and date — Apple on the day the iPhone launched, or every symbol that traded last Tuesday.
The response quotes an exact price. The agent signs a USDC micropayment on Base and retries — no account, no invoice, no human.
A full session of bars comes back at whatever timeframe the agent asked for — open, high, low, close, volume, and trade count.
Every price is quoted up front in the response itself. No tiers, no seats, no minimum spend — a research run that costs a dollar today costs nothing tomorrow if you don't run it.
This isn't a sample set. It's every US trading session since September 2003 — cleaned, normalized, and refreshed daily.
Large caps, small caps, ETFs, and the long tail — everything that printed a trade, including symbols that have since delisted.
Open, high, low, close, volume, and transaction count for each bar, with nanosecond-epoch timestamps.
The 2008 crisis, the flash crash, the meme-stock era — 23 years of market behavior to train on and test against.
Gap-checked and normalized to one schema across the entire archive, so 2003 parses exactly like 2026.
Cabrini speaks the protocols agents already understand — connect over MCP, discover via A2A or llms.txt, pay with x402. Everything technical lives in one place.