This dataset offers a minute-by-minute analysis of market dynamics, capturing 60 data points derived from both trades and quotes. Beyond the standard open, high, low, close, and volume metrics, it also delves into intricate statistics like trade at bid/mid/ask, uptick, downtick, spread analysis, time-weighted bids/asks, and much more
This dataset offers a comprehensive minute-by-minute analysis of market dynamics, encompassing close to 90 data points extracted from both quotes and exchange trades. Beyond the standard open, high, low, close, and volume metrics, it also delves into intricate statistics like trade at bid/mid/ask, uptick, downtick, spread analysis, time-weighted bids/asks, and much more
This dataset provides a detailed minute-by-minute analysis of market dynamics, encompassing 60 data points extracted from both quotes and exchange trades. The dataset features continuous bar time, meaning that if no activity occurs during a minute, the previous bid/ask price is carried forward, simplifying processes for developers
The dataset provides a deep dive into the US Equities market through detailed trade and quote data. It leverages the full SIP feed from Tape A, Tape B, and Tape C, incorporating trades and bid/ask quotes from all listed exchanges. Each entry is timestamped to the nanosecond, facilitating fine-grained event resolution in analyses. The dataset includes NBBO and exchange condition codes.
The US Equities Trade Only dataset provides tick-by-tick view of trading activities across all US public-exchange listed equities, covering trades occurring on the sixteen US public equity exchanges as well as off-exchange trades reported to the three Trade Reporting Facilities (TRFs)
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 US Equities Industry Standard Trade Only Minute Bar Adjusted dataset, aligned with de-facto industry-standard logic adopted by Bloomberg, provides interval Open, High, Low, and Close prices and volume for US equities, both pre and post-adjustment.
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.
This dataset gives a minute-by-minute summary of US Equities trades, including Open, High, Low, Close prices, Volume, VWAP, and trade count for each minute.
This dataset gives a minute-by-minute summary of US Equities trades, including Open, High, Low, Close prices, Volume, VWAP, and trade count for each interval. Off-exchange trades reported to TRF (Trade Report Facility) are excluded in order to provide a better view on exchange trading visibility
The US Equities Security Master File provides summary information such as industry, sector and listing status, track name and ticker changes, and cross-reference all major industry identifiers like FIGI and ISIN.
US Equities ASID Lookup is a reference dataset covering all listed and delisted U.S. equity securities since 2007. It maps tickers, date ranges, and identifier changes, enabling continuous price history tracking across ticker changes and restructurings using Algoseek’s persistent ASID
The US Equities Lookup Files provides an efficient way to identify the corresponding algoseek SecId based on a ticker-date pair or a FIGI. Once the SecId is determined, it can be cross-referenced with other identifiers, including ISIN, using the US Equities Security Master File for enhanced data analysis.
The US Equities Trade and Quote Second Bar dataset offers a second-by-second analysis of market dynamics, encompassing close to 90 data points extracted from both quotes and exchange trades. Beyond the standard open, high, low, close, and volume metrics, it also delves into intricate statistics like trade at bid/mid/ask, uptick, downtick, spread analysis, time-weighted bids/asks/trades, and much more
This dataset offers a second-by-second analysis of market dynamics, encompassing close to 90 data points extracted from both quotes and exchange trades. While it follows the same format as the US Equities Trade and Quote Extended Second Bar dataset, this version specifically excludes off-exchange trades reported to TRFs. This exclusion ensures a more transparent view of pure exchange trading activities.
The US Equities algoseek Daily OHLC Adjusted contains raw and adjusted OHLCV data extracted using sophisticated algoseek logic. In addition to the total volume, volume recorded during market hours and FINRA volume are separately provided. The VWAP (Volume Weighted Average Price) is available for both the entire trading day and market hours
This dataset is a daily summary of all publicly traded securities captured from their primary exchange. It includes Open, High, Low, and Close (OHLC) prices along with daily volume information and other useful calculations like volume-weighted average prices (VWAP).
The US Equities Industry Standard Daily OHLC Adjusted data uses de-facto industry standard logic adopted by Bloomberg to calculate daily Open, High, Low and Close prices for US equities, adjusted by corporate events
This dataset provides a detailed second-by-second analysis of market dynamics, capturing nearly 90 data points extracted from both quotes and exchange trades. Beyond the standard open, high, low, close, and volume metrics, it also delves into intricate statistics like trade at bid/mid/ask, uptick, downtick, spread analysis, time-weighted bids/asks/trades, and much more. Such granular insights make this dataset invaluable for algorithmic and quantitative trading, machine learning, market analysis, and academic research.
The US Equities Trade Only 1-Second Bar Excluding FINRA/TRF dataset gives a summary of US Equities trade events, including OHLC (Open, High, Low, Close) prices, Volume, VWAP, and trade count for each time interval.
The extended algoseek US Equities Adjustment Factors dataset offers a more detailed view of corporate events that impact US Equities. It includes additional fields like the unique security identifier, adjustment factors, and event details, providing a comprehensive tool for market analysis and backtesting
The US Equities Basic Adjustment Factors dataset provides adjustment factors for corporate events that influence price and/or volume, with each entry being supplemented with the event type and adjustment reason. This dataset allows users to compute forward and backward price and volume adjustment as needed.
Equities LEI to ISIN to Name Lookup
The US Equities Trade Only dataset provides tick-by-tick view of trading activities across all US public-exchange listed equities, covering trades occurring on the sixteen US public equity exchanges as well as off-exchange trades reported to the three Trade Reporting Facilities (TRFs), with price and volume being adjusted by corporate events. Apart from post-adjustment price and volume, algoseek ASID, Market Center, Sales Condition, and price and volume adjustment factors are also provided.
The US Equities Buy/Sell Pressure and Retail Indicators Minute Bar dataset provides a list of retail indicators and other analytics that can be helpful in retail trades analysis
The US Equities Industry Standard Daily OHLC data uses industry standard logic provided by UTP and CTS specifications to calculate daily Open, High, Low and Close prices for US equities. The data is based on Equity SIP data, and includes all issue types such as common stocks, preferred stocks, ETNs, ETFs, ADRs, warrants, and units.
OTC quotes data includes pricing and transaction information for securities traded outside traditional exchanges. OTC Quote History is a dataset provided by OTC Markets, and generated in OTC Markets Link Quotation System
Daily OHLC with adjusted official opening/closing price from the security's Primary Exchange. Other data points include adjusted Exchanges Volume, Non-Exchange Volume, VWAP, Total Trades, market hours volume and trades.
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 US Equities Standard Daily 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.
The US Equities Trade Only Adjusted Minute Bar Excluding FINRA/TRF 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. While it follows the same format as the US Equities Trade Only Adjusted Minute Bar dataset, this version specifically excludes off-exchange trades reported to TRFs, giving you a more transparent view of pure exchange trading activities.
The basic version of the dataset provides crucial data on shares outstanding for US Equities securities. It includes details such as the security ticker, SecId, effective date, and the number of shares outstanding, updated multiple times daily to ensure the most current data is available for analysis.
The extended algoseek US Equities Shares Outstanding dataset offers valuable insights for financial analysts, featuring additional details such as security names, changes in shares outstanding compared to previous figures, unique event IDs, and the current status of each security. With continuous updates throughout the day, this dataset equips stakeholders with the latest information needed to track market trends and make informed decisions based on accurate, up-to-date data.
The US Equities Announcements dataset provides listing related announcements (ticker changes and delistings) for all U.S. public-exchange traded equities. Data fields include announce date, effective date, include old and new ticker for ticker changes and delisting exchange for delistings. OTC market traded equities are not included.
This dataset covers full-depth direct feeds (Level II data) from a list of exchanges: NASDAQ, Direct Edge, NYSE ARCA, and BATS. Available from January 2007 to April 2019.
The US Equities SSR Circuit Breakers dataset provides daily information on securities that were affected by Short Sale Rule.
The dataset provides information on Initial Public Offering (IPO) events for the US market, excluding Over-the-Counter. Usually, IPO data is available a few days before the event itself providing access to such fields as ticker, SecId, first trading day, ISIN, etc.
The dataset provides information on Initial Public Offering (IPO) events for the US market. In addition to the fields covered in the basic version, it includes Par Value, Initial Price, Underwriter information, etc.
The US Equities OTC Market Compliance Data provides basic information and the OTC compliance fields for the universe of the OTC securities in the US Equity market
The US Equities Cumulative Adjustment Factors dataset provides both backward and forward cumulative adjustment factors for all corporate events impacting price and/or volume, and is essential for those looking to adjust US Equities market data accurately. For additional information, each entry is supplemented with the event type and adjustment reason.
The US Equities Daily Cumulative Adjustment Factors dataset provides backward cumulative adjustment factors for all corporate events impacting price and/or volume, ensuring accurate adjustment for US Equities market data. For additional information, each entry is supplemented with the event type and adjustment reason.
The US Equities Index Components dataset provides point-in-time records of components for major US indexes: Dow Jones Industrial Average, Dow Jones Transportation Average, Dow Jones Utility Average, S&P 500, NASDAQ 100, Russell 1000, and Russell 2000. Data spans from 2007, though the Russell indices commence from July 2009.
The dataset provides complementary reference information, such as market holidays and early closes, that impact US equities and equity options markets. It includes data from 1998 to the present year. The US Equities Market Calendar is publicly available and can be accessed via specific URL links.
The US Equity Trading Halts dataset provides information on trading halts for US equities, including the reason for the halt and the duration.