The U.S. Equities Trade-Only Minute Bar (Excluding FINRA/TRF Trades) dataset provides a minute-by-minute summary of executed trades for U.S. exchange-listed equities, constructed exclusively from on-exchange trade activity. Each one-minute interval includes Open, High, Low, Close, and Volume (OHLCV) metrics, along with VWAP and trade count, offering a concise intraday view of trading activity based solely on lit exchange executions. Off-exchange trades reported to FINRA Trade Reporting Facilities (TRF) are explicitly excluded, enabling cleaner isolation of exchange-driven volume and price formation. The dataset is derived from the consolidated Equity Securities Information Processor (SIP) trade feed and covers all exchange-traded U.S. equity issue types, including common and preferred stocks, ETFs, ETNs, ADRs, warrants, and units.
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