US Equities Industry Standard Daily OHLC Adjusted

US Equities Industry Standard Daily OHLC Adjusted
Production
·

Data Class

Equity

Data Type

EOD

Delivery Method

CSV, SQL

Vendor

algoseek

Region

US

Documentation

Open Link

The US Equities Industry Standard Daily OHLC Adjusted data uses de-facto industry standard logic adopted by Bloomberg to calculate daily Open, High, Low and Close prices for US equities, adjusted by corporate events.

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 Adjusted Corporate Events Daily
Dataset Info
Dataset Name ID
eq_daily_ohlc_ind_std_adj
Algoseek Dataset ID
US1012
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.IndustryStandardAdjustedOHLCDaily
Database Schema
USEquityMarketData
Object Type
View
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 Backward adjusted price of opening trade
5 HighPrice Decimal Backward adjusted trade with the highest price
6 LowPrice Decimal Backward adjusted trade with the lowest price
7 ClosePrice Decimal Backward adjusted price of closing trade
8 MarketHoursVolume Integer Backward adjusted total trading volume during regular market hours only
9 MarketHoursFinraVolume Integer Backward adjusted FINRA/TRF trading volume during regular market hours only
10 DailyVolume Integer Backward adjusted total trading volume for the whole day
11 DailyFinraVolume Integer Backward adjusted FINRA/TRF trading volume for the whole day
12 MarketHoursVWAP Decimal Backward adjusted volume weighted average price during regular market hours
13 DailyVWAPAdj Decimal Backward adjusted volume weighted average price for the whole trading day
14 PriceAdjFactor Decimal Adjustment factor for prices
15 VolumeAdjFactor Decimal Adjustment factor for volumes

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
S3 Bucket Name
us-equity-bbg-daily-ohlc-adjusted-secid-yyyy
Update Time
04:00 ET
S3 Bucket Path
xx/xxxxx.csv
S3 Bucket Path Description
One csv file per SecId grouped into folders by first two digits where xx - two leading digits of SecId, xxxxx - SecId
S3 Start Year
2007
S3 End Year
N/A
S3 Bucket Size
479 MB / year
Sample Data File
AAPL data for 2020
Data Fields
Preview Data
# name data type description
1 TradeDate String Trading date in yyyymmdd format
2 Ticker String Symbol name
3 SecId Integer algoseek unique Security ID
4 Open Decimal Primary exchange opening trade
5 High Decimal Highest trade price from any exchange or Trade Reporting Facility (TRF)
6 Low Decimal Lowest trade price from any exchange or Trade Reporting Facility (TRF)
7 Close 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 only (normal trade day is 09:30:00 to 16:00:00 EST). FINRA/TRP represents off-exchange trading.
10 DailyVolume Integer Total trading volume for the whole day (includes pre, regular, and post-market)
11 DailyFinraVolume Integer FINRA/TRF trading volume for the whole day (includes pre-, regular, and post-market)
12 MarketHoursVWAP Decimal Volume weighted average price during regular market hours, normally between 09:30:00 and 16:00:00 EST plus the Opening and Closing Cross (which may be after 16:00:00 EST).
13 DailyVWAP Decimal Volume weighted average price for the whole day including pre, regular, and post-market trades.
14 OpenAdj Decimal Backward adjusted price of opening trade
15 HighAdj Decimal Backward adjusted trade with the highest price
16 LowAdj Decimal Backward adjusted trade with the lowest price
17 CloseAdj Decimal Backward adjusted price of closing trade
18 MarketHoursVolumeAdj Integer Backward adjusted total trading volume during regular market hours only
19 MarketHoursFinraVolumeAdj Integer Backward adjusted FINRA/TRF trading volume during regular market hours only
20 DailyVolumeAdj Integer Backward adjusted total trading volume for the whole day
21 DailyFinraVolumeAdj Integer Backward adjusted FINRA/TRF trading volume for the whole day
22 MarketHoursVWAPAdj Decimal Backward adjusted volume weighted average price during regular market hours
23 DailyVWAPAdj Decimal Backward adjusted volume weighted average price for the whole trading day