US Equities Standard Adjusted Daily OHLC
US Equities Standard Adjusted Daily OHLC
Production
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The US Equities Standard Daily Adjusted 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. Adjustment factors data is provided for adjustment of prices and volumes. 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_adj
Algoseek Dataset ID
US1016
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
180 MB / year
Update Size
763 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.StandardAdjustedOHLCDaily
Update Time
01:00 ET
Database Table
USEquityMarketData.StandardAdjustedOHLCDaily
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 | PriceAdjFactor | Decimal | Adjustment factor for prices |
| 10 | 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.
us-equity-daily-ohlc-standard-adjusted-secid-yyyy
S3 Bucket Name
us-equity-daily-ohlc-standard-adjusted-secid-yyyy
Update Time
01:00 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
191 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 |
| 9 | CumulativePriceFactor | Decimal | Cumulative factor for equity price, calculated with a forward methodology |
| 10 | CumulativeVolumeFactor | Decimal | Cumulative factor for equity volume, calculated with a forward methodology |
| 11 | AdjustmentFactor | Decimal | The value of the Adjustment factor for the event (empty if no effective corporate events on the TradeDate) |
| 12 | AdjustmentReason | String | The reason for the Corporate Event |