US Equities Standard Daily OHLC
US Equities Standard Daily OHLC
Production
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The US Equities Standard Daily OHLC data provides daily Open, High, Low and Close prices for US equities, with Open being the first trade and Close being the last trade during regular market hours. The volume is market hour volume and activities from pre-market and after-hours trading are excluded. The data is based on Equity SIP data, and encompasses all issue types such as common stocks, preferred stocks, ETNs, ETFs, ADRs, warrants, and units. Files are categorized by date and ticker. For any specialized file organization needs, please reach out to algoseek support.
Dataset Info
Dataset Name ID
eq_daily_ohlc_std
Algoseek Dataset ID
US1015
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
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
Data Size
130 MB / year
Update Size
557 KB
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.
USEquityMarketData.StandardOHLCDaily
Update Time
02:00 ET
Database Table
USEquityMarketData.StandardOHLCDaily
Database Schema
USEquityMarketData
Object Type
Table
Primary Date Column
TradeDate
Timestamp Column
--
Internal ID Column
--
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 | A trading volume during regular market hours on public listed exchanges |
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.
us-equity-daily-ohlc-standard-secid-yyyy
S3 Bucket Name
us-equity-daily-ohlc-standard-secid-yyyy
Update Time
02:00 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
140 MB / year
Sample Data File
Data Fields
Preview Data
| # | name | data type | description |
|---|---|---|---|
| 1 | SecId | Integer | algoseek unique Security ID |
| 2 | TradeDate | String | Trading date for OHLC fields in yyyymmdd format |
| 3 | Ticker | String | Symbol Name |
| 4 | Open | Decimal | Opening price |
| 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 | Closing trade |
| 8 | MarketHoursVolume | Integer | Listed exchanges trading volume during regular market hours only |