US Equities Industry Standard Trade Only Minute Bar
US Equities Industry Standard Trade Only Minute Bar
Production
·
The US Equities Industry Standard Trade Only Minute Bar dataset, aligned with de-facto industry-standard logic adopted by Bloomberg, provides interval Open, High, Low, and Close prices and volume for US equities. The data is derived from equity SIP data and encompass all eligible trades, including off-exchange trades reported to TRF, from all issue types traded in U.S. public-exchanges: common stocks, ETFs, ETNs, ADRs, preferred stocks, warrants, units, and more. Files are sorted by date and ticker. Should you require alternative file organization, please reach out to algoseek support.
Dataset Info
Dataset Name ID
eq_trades_1min_ind_std
Algoseek Dataset ID
US1042
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
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
Data Size
5.4 GB / year
Update Size
21.4 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.
USEquityMarketData.TradeOnlyMinuteBarIndustryStandard
Update Time
01:30 ET
Database Table
USEquityMarketData.TradeOnlyMinuteBarIndustryStandard
Database Schema
USEquityMarketData
Object Type
Table
Primary Date Column
TradeDate
Timestamp Column
BarDateTime
Internal ID Column
--
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 | 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 |
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-bbg-1min-trades-yyyy-zipday
S3 Bucket Name
us-equity-bbg-1min-trades-yyyy-zipday
Update Time
01:30 ET
S3 Bucket Path
yyyymmdd.zip
S3 Bucket Path Description
One zip file with data for all symbols per trading date where yyyymmdd is year, month and day
S3 Start Year
2007
S3 End Year
N/A
S3 Bucket Size
5.4 GB / year
Sample Data File
Data Fields
Preview Data
| # | name | data type | description |
|---|---|---|---|
| 1 | Date | String | Trading date in yyyymmdd format |
| 2 | Ticker | String | Symbol name |
| 3 | TimeBarStart | String | Start Time of the Bar. For minute bar format is HH:MM. For second bar format is HH:MM:SS |
| 4 | FirstTradePrice | Decimal | Price of the first trade |
| 5 | HighTradePrice | Decimal | Trade with the highest price |
| 6 | LowTradePrice | Decimal | Trade with the lowest price |
| 7 | LastTradePrice | Decimal | Price of the last trade |
| 8 | VolumeWeightPrice | Decimal | Volume weighted average price |
| 9 | Volume | Integer | Total number of shares traded |
| 10 | TotalTrades | Integer | Total number of trades |