The U.S. Equities Trade and Quote Extended Second Bar dataset provides a high-granularity, event-driven view of U.S. equity market activity at one-second resolution, derived from consolidated trade and quote (TAQ) data. Each bar contains approximately 90 calculated metrics, capturing detailed price behavior, quote dynamics, and short-horizon order-flow characteristics.In addition to standard Open, High, Low, Close, and Volume (OHLCV) measures, the dataset includes a rich set of market microstructure analytics, such as trade classification at bid/mid/ask, uptick and downtick statistics, bid-ask spread measures, and time-weighted bid and ask metrics. These features are designed to support fine-grained intraday analysis, short-horizon signal research, and execution-sensitive modeling. Unlike continuous minute bar, this dataset uses an event-based bar construction: a one-second bar is generated only when trading or quote activity occurs. Seconds with no activity do not produce a bar, preserving the true temporal density of market events and avoiding artificial carry-forward behavior. Data is derived from Equity Securities Information Processor (SIP) feeds and includes all eligible trades and top-of-book quotes, including 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, units, etc.