US Equities Trade Only Adjusted Minute Bar

US Equities Trade Only Adjusted Minute Bar
Production
·

Data Class

Equity

Data Type

1 Min Trades

Delivery Method

CSV, SQL

Vendor

algoseek

Region

US

Documentation

Open Link

The algoseek Trade Only Adjusted Minute Bar dataset provides a minute-by-minute summary of US Equities trades. Each interval includes Open, High, Low, Close prices, Volume, VWAP, and trade count, as well as Open, High, Low, and Close prices and volume that have been adjusted for corporate events like dividends and splits, ensuring you get a holistic view of investment returns.

The data is derived from the equity SIP, including all eligible trades, including extended-hours and off-exchange trades reported to TRF, and encompassing all issue types traded in U.S. public-exchanges: common stocks, preferred stocks, ETFs, ETNs, ADRs, warrants, units, and more.

Files are sorted by date and ticker. Should you require alternative file organization, please reach out to algoseek support.

Browse by tags:

Minute Bar OHLC Minute Level Trades Only Volume Data Adjusted VWAP Corporate Events
Dataset Info
Dataset Name ID
eq_trades_1min_adj
Algoseek Dataset ID
US1041
Data Format
Market Data
Data Class
Equity
Data Type
1 Min Trades
Time Granularity
Intraday Bar
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
03/31/2023
Access Methods
SQL
Description
Three months of data (Jan. - March 2023) for the full universe of symbols
 Historical Info
Data Size
12.1 GB / year
Update Size
48.1 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
04:30 ET
Database Table
USEquityMarketData.TradeOnlyAdjustedMinuteBar
Database Schema
USEquityMarketData
Object Type
View
Primary Date Column
TradeDate
Timestamp Column
BarDateTime
Internal ID Column
ASID
Identifier Column
Ticker
Data Fields
Preview Data
# name data type description
1 TradeDate Date The trading day
2 BarDateTime TimeStamp The timestamp of the bar start (EST)
3 Ticker String Symbol name
4 ASID Integer A unique identifier for a security
5 FirstTradePrice Decimal Backward adjusted price of the first trade
6 HighTradePrice Decimal Backward adjusted trade with the highest price
7 LowTradePrice Decimal Backward adjusted trade with the lowest price
8 LastTradePrice Decimal Backward adjusted price of the last trade
9 VolumeWeightPrice Decimal Backward adjusted volume-weighted average price
10 Volume Integer Backward adjusted total number of shares traded
11 TotalTrades Integer Total number of trades
12 PriceAdjFactor Decimal Adjustment factor for prices
13 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-1min-trades-adjusted-secid-yyyy
Update Time
04:30 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
12.1 GB / year
Sample Data File
AAPL data for Jan 28, 2020
Data Fields
Preview Data
# name data type description
1 SecId Integer algoseek unique security identifier
2 Date String Trading date in yyyymmdd format
3 Ticker String Symbol name
4 TimeBarStart String Start Time of the Bar. For minute bars, the format is HH:MM. For the second bars, the format is HH:MM:SS
5 FirstTradePrice Decimal Price of the first trade
6 HighTradePrice Decimal Trade with the highest price
7 LowTradePrice Decimal Trade with the lowest price
8 LastTradePrice Decimal Price of the last trade
9 VolumeWeightPrice Decimal Volume weighted average price
10 Volume Integer Total number of shares traded
11 TotalTrades Integer Total number of trades
12 FirstTradePriceAdjusted Decimal Backward adjusted price of the first trade
13 HighTradePriceAdjusted Decimal Backward adjusted trade with the highest price
14 LowTradePriceAdjusted Decimal Backward adjusted trade with the lowest price
15 LastTradePriceAdjusted Decimal Backward adjusted price of the last trade
16 VolumeWeightPriceAdjusted Decimal Backward adjusted volume weighted average price
17 VolumeAdjusted Integer Backward adjusted total number of shares traded