US Equities Industry Standard Daily OHLC

US Equities Industry Standard Daily OHLC
Production
·

Data Class

Equity

Data Type

EOD

Delivery Method

SQL

Vendor

algoseek

Region

US

Documentation

Open Link

The US Equities Industry Standard Daily OHLC data uses de-facto industry standard logic adopted by Bloomberg to calculate daily Open, High, Low and Close prices for US equities. The data is based on Equity SIP data, and includes all issue types such as common stocks, preferred stocks, ETNs, ETFs, ADRs, warrants, and units.

In addition to the total volume, volume recorded during market hours and FINRA volume are separately provided. The VWAP (Volume Weighted Average Price) is available for both the entire trading day and market hours.

Files are systematically categorized by date and ticker. For any specialized file organization needs, please reach out to algoseek support.

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OHLC Industry Standard Bloomberg Compatible Volume Data Corporate Events Daily
Dataset Info
Dataset Name ID
eq_daily_ohlc_ind_std
Algoseek Dataset ID
US1011
Data Format
Market Data
Data Class
Equity
Data Type
EOD
Time Granularity
Daily
Region
US
Universe
All stocks, ETFs/ETNs from US exchanges
Version
1.0
Update Frequency Options
End of day
 Introductory Demo Info
Start Date
01/01/2023
End Date
12/31/2023
Access Methods
SQL
Description
One year of data (2023) for the full universe of symbols
 Historical Info
Data Size
464 MB / year
Update Size
1.9 MB
Update Frequency
1 Day
Start Date
2007-01-01
End Date
Ongoing

SQL (ArdaDB)

Easily connect to your data using SQL with a database connection. No complex setup, just instant access to your data - run queries, retrieve insights, and manage data effortlessly. Secure, fast, and built for developers, analysts, and teams who need reliable access without the hassle.
Delivery Info
Update Time
04:00 ET
Database Table
USEquityMarketData.IndustryStandardOHLCDaily
Database Schema
USEquityMarketData
Object Type
Table
Primary Date Column
TradeDate
Timestamp Column
--
Internal ID Column
ASID
Identifier Column
Ticker
Data Fields
Preview Data
# name data type description
1 TradeDate Date The trading day
2 Ticker String Symbol name
3 ASID Integer A unique identifier for a security
4 OpenPrice Decimal Primary exchange opening trade
5 HighPrice Decimal The highest trade price from any exchange or TRF
6 LowPrice Decimal The lowest trade price from any exchange or TRF
7 ClosePrice Decimal Primary exchange closing trade
8 MarketHoursVolume Integer Total trading volume during regular market hours only
9 MarketHoursFinraVolume Integer FINRA/TRF trading volume during regular market hours
10 DailyVolume Integer Total trading volume for the whole day
11 DailyFinraVolume Integer FINRA/TRF trading volume for the whole day
12 MarketHoursVWAP Decimal Volume-weighted average price during regular market hours plus the Opening and Closing Cross
13 DailyVWAP Decimal Volume-weighted average price for the whole day

CSV (S3)

Easily connect to your data stored in S3 and access CSV files without hassle. Streamline data retrieval with fast, secure, and scalable access, whether for analytics, processing, or integration.
Delivery Info
Data Fields
Preview Data
# name data type description