Minute-level TAQ-derived market analytics for U.S. equities, with ~60 metrics including spread, order-flow, and time-weighted quote measures.
Continuous 1-minute TAQ bar for U.S. options with 59 analytics, including OHLC from trades and quotes, NBBO metrics, and spread statistics.
Extended 1-minute TAQ-derived market analytics for U.S. equities, with 90+ metrics including spread, order-flow, and time-weighted quote measures.
Minute-level TAQ analytics for U.S. equities based on exchange-only trading with ~60 metrics including spread, order-flow, and time-weighted quote measures, excluding FINRA/TRF off-exchange prints.
Tick-level U.S. equities trade and quote data derived from the SIP consolidated feed, with nanosecond timestamps and full NBBO context.
Tick-level U.S. equities trade data derived from the SIP Last Sale, including on-exchange and off-exchange (TRF) trades across the full trading session from pre-market to after-hour.
Tick-level U.S. options trades paired with full top-of-book quote context and underlying reference data.
Minute-level futures options TAQ bar with 50+ analytics, including OHLC from trades and quotes, VWAP, spread statistics, and aggressor trade counts.
Minute-level futures TAQ bar with 50+ analytics, including OHLC from trades and quotes, VWAP, spread statistics, and aggressor trade counts.
Tick-level U.S. futures options trade and quote data with millisecond timestamps, aggressor flags, and exchange condition codes.
SIP-derived one-minute trade-only OHLCV bar for U.S. equities, including off-exchange TRF trades, calculated using industry-standard methodologies.
SIP-derived trade-only 1-minute OHLCV bar for U.S. equities, calculated using industry-standard methodologies, with both pre and post-adjusted price and volume for corporate actions.
Trade-only 1-minute OHLCV bar for U.S. equities, with VWAP and trade count, delivered with both raw and corporate-action-adjusted values.
Trade-only 1-minute OHLCV bar for U.S. equities, including VWAP and trade count, derived from SIP trades.
Trade-only 1-minute OHLCV bar for U.S. equities based on exchange-only trades, excluding FINRA/TRF off-exchange prints.
Tick-level U.S. futures trade and quote data with millisecond timestamps, aggressor flags, and exchange condition codes.
Minute-level OPRA-based options bar with ~60 analytical fields derived from consolidated trades and top-of-book quotes.
Authoritative security master for U.S. equities, mapping SecId to tickers, names, sectors, and external identifiers such as FIGI and ISIN.
Reference lookup mapping U.S. equity tickers and SecIds to persistent ASIDs, enabling continuous price history across ticker changes and security restructurings since 2007.
Lookup files mapping U.S. equity tickers and FIGIs to algoseek SecIds, enabling reliable identifier resolution and cross-dataset integration.
Tick-level U.S. options trades and NBBO quotes only, filtered from OPRA TAQ for efficient execution and best-price analysis.
Daily end-of-day options analytics including theoretical price, implied volatility, and Greeks, computed from last-minute mid-prices using Black-Scholes-Merton models.
Event-driven 1-second TAQ-derived market analytics for U.S. equities, with 90+ microstructure metrics including spread and order-flow indicators.
Event-driven 1-second TAQ analytics for U.S. equities based on exchange-only trading, excluding FINRA/TRF off-exchange prints.
Tick-level, trade-only futures options data with millisecond timestamps, aggressor flags, and exchange condition codes.
Ten-level bid and ask market depth for U.S. futures, including price, size, and order count at each level.
Tick-level, trade-only U.S. futures data with millisecond timestamps, aggressor flags, and exchange condition codes.
Daily U.S. equity OHLCV data derived from SIP trades, including raw and corporate-action-adjusted prices, segmented volume metrics, and VWAP.
Daily OHLCV prices for U.S. equities sourced from each security’s primary exchange, including primary-exchange VWAP and session-accurate opens and closes.
The US Equities Daily OHLC contains 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
SIP-derived daily OHLCV data for U.S. equities, calculated using industry-standard methodologies, adjusted for corporate actions and delivered with segmented volume and VWAP.
Daily TAQ-derived market analytics for U.S. equities, including OHLCV, spread metrics, buy/sell pressure, and exchange-level volume.
Trade-only 1-second OHLCV bar for U.S. equities based on exchange-only trades, excluding FINRA/TRF off-exchange prints.
Event-level U.S. equity adjustment factors with detailed corporate-action metadata, supporting audit-ready historical adjustment and back-testing.
Tick-level U.S. options trades with NBBO and underlying market context captured at execution time.
Price and volume adjustment factors for U.S. equities, enabling forward and backward corporate-action adjustments since 2007.
Corporate-action-adjusted tick-level U.S. equities trade data derived from SIP Last Sale, with adjusted prices and volumes.
One-minute buy/sell pressure and probabilistic retail activity indicators for U.S. equities, derived from consolidated TAQ data.
Daily OHLCV data for U.S. equities derived from SIP trades, with segmented volume and VWAP, calculated using industry-standard methodologies.
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.
Standard, market-hours-only daily OHLCV data for U.S. equities, adjusted for corporate actions and derived from SIP trades.
Standard, market-hours-only daily OHLCV data for U.S. equities derived from SIP trades.
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.
Comprehensive security master for U.S. OPRA options contracts, including contract specifications, lifecycle dates, and settlement details for standard and adjusted options.
Root-level security master for U.S. OPRA options, providing stable identifiers and core attributes for all listed and delisted option roots since 2012.
This dataset provides the time, price, and size of daily open, high, low, and close for bid/ask/trade. For CBOE proprietary index options, indicative bid and ask data is provided. Additionally, Curb session close bid and ask details are available for SPX, VIX, and XSP options
Shares outstanding reference data for U.S. equities, including effective dates and intraday updates, supporting market capitalization and EPS analysis since 2007.
Event-level U.S. equities shares outstanding data with detailed change attribution, security status, and continuous intraday updates.
Minute-level, trade-only options bar with OHLC, volume, VWAP, and underlying bid/ask snapshots.
Trade-only 1-minute bar for U.S. futures options with OHLC, volume, dollar volume, and buy/sell aggressor trade counts.
Trade-only 1-minute OHLC bar for U.S. futures with volume, dollar volume, trade count, and buy/sell aggressor statistics.
Trade-only 1-second OHLC bar for U.S. futures with volume, dollar volume, trade count, and buy/sell aggressor statistics.
Daily U.S. equity listing announcements covering ticker changes and delistings, sourced from exchanges and SEC filings.
Daily open interest for U.S. options contracts, consolidated across all OPRA-reporting exchanges.
Full-depth (Level II) U.S. equity order book data from direct exchange feeds, covering all visible price levels from 2007 to 2019.
Daily reference data identifying U.S. equities subject to SEC Short Sale Rule (SSR) circuit breaker restrictions.
Reference data for U.S. equity IPO events, including equity identifiers, first trading dates, and IPO status tracking.
Detailed reference data for U.S. equity IPOs, including offering terms and underwriter information, with pre-IPO availability and status tracking.
Reference and compliance data for U.S. OTC equities, including tier classification, Caveat Emptor status, and penny stock indicators.
Daily OCC reference data covering non-standard (adjusted) U.S. equity option contracts, including detailed special settlement and delivery component information.
Daily OCC reference data covering all U.S. listed options, including option symbols, underlying securities, and position limits.
Tick-level trade data for U.S. index options during Cboe Global Trading Hours, including NBBO context at execution time.
Tick-level trades and quotes for U.S. index options during Cboe Global Trading Hours (overnight sessions).
Cumulative forward and backward price and volume adjustment factors for U.S. equities, supporting fully normalized historical time series since 2007.
Daily backward cumulative adjustment factors for U.S. equities, delivered as a continuous time series with carry-forward values for seamless historical normalization.
Point-in-time U.S. equity index constituents for major benchmarks, with daily membership and historical change tracking.
Historical U.S. equities trading calendar data covering market holidays and early closes since 1998.
Consolidated U.S. equity trading halt events with reason codes and precise halt and resumption timestamps.