The U.S. Equities Trade-Only Minute Bar dataset provides a minute-by-minute summary of executed trades for U.S. exchange-listed equities, constructed exclusively from trade data (no quotes). Each one-minute interval includes Open, High, Low, Close, and Volume (OHLCV) metrics, along with VWAP and trade count, offering a concise yet informative view of intraday trading activity without the complexity of quote-based analytics. The dataset is derived from the consolidated Equity Securities Information Processor (SIP) trade feed and includes all eligible trades, covering on-exchange executions as well as off-exchange trades reported to FINRA Trade Reporting Facilities (TRF). Coverage spans all exchange-traded U.S. equity issue types, including common and preferred stocks, ETFs, ETNs, ADRs, warrants, and units.
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