US Equity Trading Halts
US Equity Trading Halts
Production
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The US Equity Trading Halts dataset provides information on trading halts for US equities, including the reason for the halt and the duration. The dataset consolidates halt events across all U.S. equity exchanges, including reason codes, initiation and resumption timestamps, and security-level metadata
Dataset Info
Dataset Name ID
eq_trading_halts
Algoseek Dataset ID
US1054
Data Format
Reference
Data Class
Equity
Data Type
Event
Time Granularity
Event
Region
US
Universe
All stocks, ETFs/ETNs from US exchanges
Version
1.0
Update Frequency Options
End of day
Start Date
11/01/2024
End Date
12/31/2024
Access Methods
SQL,CSV
Description
Two months of data (Nov - Dev 2024) for the full universe of symbols
Data Size
2.5 MB / year
Update Size
15.4 KB
Update Frequency
1 Day
Start Date
2024-10-25
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.TradingHaltEODSummary
Update Time
05:00 ET
Database Table
USEquityMarketData.TradingHaltEODSummary
Database Schema
USEquityMarketData
Object Type
Table
Primary Date Column
Date
Timestamp Column
--
Internal ID Column
ASID
Identifier Column
Symbol
Data Fields
Preview Data
| # | name | data type | description |
|---|---|---|---|
| 1 | Date | String | The trading day |
| 2 | SecId | String | Algoseek security identifier |
| 3 | ASID | String | A unique identifier for a security |
| 4 | Symbol | String | Ticker symbol of the security, such as AAPL, MSFT, etc. |
| 5 | OrigExch | String | Exchange on which the trading halt originated. Usually a halt message is originated from the security primary listing exchange. |
| 6 | Plan | String | Plan under which the trading action was initiated (CTA or UTP). |
| 7 | EodStatus | String | Plan under which the trading action was initiated (CTA or UTP). |
| 8 | HaltDate | String | Date when the trading halt or pause began. |
| 9 | HaltTimeExch | String | Timestamp (nanosecond accuracy) provided by the originating exchange when the trading halt or pause was activated. |
| 10 | HaltTimeSip | String | Timestamp (nanosecond accuracy) provided by the SIP when the halt message was disseminated. |
| 11 | CtaLastPricePreHalt | String | The Last Price represents the last price for that security either on a Consolidated or an indivisual Participant bases at the time the halt message is disseminated. |
| 12 | ResumeDate | String | Date when trading of the security resumed. |
| 13 | UtpQuoteResumeTimeExch | String | Timestamp (nanosecond accuracy) provided by the originating exchange when quotation for the security resumed (UTP plan issues only). |
| 14 | UtpQuoteResumeTimeSip | String | Timestamp (nanosecond accuracy) provided by the SIP when the quotation resumption message was disseminated. |
| 15 | TradeResumeTimeExch | String | Timestamp (nanosecond accuracy) provided by the originating exchange when the trading halt was deactivated and trading resumed. |
| 16 | TradeResumeTimeSip | String | Timestamp (nanosecond accuracy) provided by the SIP when the trading resumption message was disseminated. |
| 17 | AsNormRsnCode | String | Algoseek normalized reason code(s) for the trading action. If multiple reasons exist, codes are separated by semi-colons. |
| 18 | AsNormRsn | String | Algoseek normalized reason description(s) for the trading action. If multiple reasons exist, descriptions are separated by semi-colons. |
| 19 | ExchRsnCode | String | Exchange-provided reason code(s) for the trading halt. If multiple codes are disseminated, codes are separated by semi-colons. |
| 20 | HaltCaseSeq | String | Sequence number of the trading halt case, tracking the number of halts for a security during a trading session. |
| 21 | TotalMessages | String | Total number of messages sent during the trading halt case. |
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-trading-halts-yyyy
S3 Bucket Name
us-equity-trading-halts-yyyy
Update Time
05:00 ET
S3 Bucket Path
yyyymmdd.csv
S3 Bucket Path Description
One csv file per day in the format yyyymmdd.csv
S3 Start Year
2024
S3 End Year
N/A
S3 Bucket Size
2.5 MB / year
Sample Data File
Data Fields
Preview Data
| # | name | data type | description |
|---|---|---|---|
| 1 | Date | String | Date on which this record was processed |
| 2 | SecId | Integer | Algoseek's internal security identifier for the instrument |
| 3 | ASID | Integer | Algoseek's security identifier |
| 4 | Symbol | String | Ticker symbol of the security |
| 5 | OrigExch | String | Exchange on which the trading halt originated, typically the primary listing venue |
| 6 | Plan | String | SIP plan under which the trading halt was reported. Allowed values: CTA, UTP |
| 7 | EodStatus | String | Trading status of the security at market close: either “Halted” (still halted) or “Trading” (resumed by close) |
| 8 | HaltDate | String | Date when the present halt began. Format YYYYMMDD |
| 9 | HaltTimeExch | String | Exchange-provided timestamp (nanosecond accuracy) when the halt was activated. Format HH:MM:SS.nnnnnnnnn |
| 10 | HaltTimeSIP | String | SIP-provided timestamp when the halt message was disseminated. Format HH:MM:SS.nnnnnnnnn |
| 11 | CtaLastPricePreHalt | Float | Last price before the trading halt from CTA-plan exchanges. Not available for UTP-plan securities |
| 12 | ResumeDate | String | Date on which trading resumed. Format YYYYMMDD |
| 13 | UtpQuoteResumeTimeExch | String | Exchange-provided timestamp when quotation resumed for UTP-plan securities. Format HH:MM:SS.nnnnnnnnn |
| 14 | UtpQuoteResumeTimeSip | String | SIP-provided timestamp when quotation resumed for UTP-plan securities. Format HH:MM:SS.nnnnnnnnn |
| 15 | TradeResumeTimeExch | String | Exchange-provided timestamp when the security resumed trading. Format HH:MM:SS.nnnnnnnnn |
| 16 | TradeResumeTimeSIP | String | SIP-provided timestamp when the resumption message was disseminated. Format HH:MM:SS.nnnnnnnnn |
| 17 | AsNormRsnCode | String | Algoseek-normalized reason code(s), comma-separated |
| 18 | AsNormRsn | String | Algoseek-normalized reason description(s), separated by semi-colons |
| 19 | ExchRsnCode | String | Exchange-original reason code(s), separated by semi-colons |
| 20 | HaltCaseSeq | String | Sequence number for halt cases during a trading session |
| 21 | TotalMessages | Integer | Total number of messages for the halt |