US Equities Daily SSR Circuit Breakers

US Equities Daily SSR Circuit Breakers
Production
·

Data Class

Equity

Data Type

EOD

Delivery Method

CSV, SQL

Vendor

algoseek

Region

US

Documentation

Open Link

The US Equities SSR Circuit Breakers dataset contains information about short sale rule executions. This rule is implemented by the SEC and governs when stocks can be sold short. The SSR is very important for short sellers because it directly impacts their ability to trade. Once the rule is triggered, the stock can be sold short just at a price above the current NB bid price.

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Reference Data Trading Restrictions Circuit Breakers Short Sale Rule SEC Regulations
Dataset Info
Dataset Name ID
eq_ssr_circ_break
Algoseek Dataset ID
US1031
Data Format
Reference
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
6.4 MB / year
Update Size
20.5 KB
Update Frequency
1 Day
Start Date
2011-02-28
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
23:00 ET
Database Table
USEquityReferenceData.DailySSRCircuitBreakers
Database Schema
USEquityReferenceData
Object Type
Table
Primary Date Column
TradeDate
Timestamp Column
TriggerTime
Internal ID Column
ASID
Identifier Column
Ticker
Data Fields
Preview Data
# name data type description
1 TradeDate Date The trading date
2 TriggerTime TimeStamp Time (EST) when Short Sale Rule is triggered with a second resolution
3 SecId Integer A unique identifier for a security
4 ASID Integer A unique identifier for a security
5 Ticker String Symbol name
6 Name String Security name
7 PrimaryExchange String Primary listing exchange on the TradeDate

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-daily-ssr-circuit-breakers-yyyy
Update Time
23:00 ET
S3 Bucket Path
yyyymmdd.csv
S3 Bucket Path Description
One csv file per trading date where yyyymmdd is year, month and day
S3 Start Year
2011
S3 End Year
N/A
S3 Bucket Size
6.4 MB / year
Data Fields
Preview Data
# name data type description
1 TradeDate String Trading date in yyyymmdd format
2 TriggerTime String Time when Short Sale Rule is triggered
3 SecId Integer algoseek unique security identifier
4 Ticker String Symbol name
5 Name String Security name
6 PrimaryExchange String Primary listing exchange on the TradeDate