The U.S. Equities Primary Exchange Daily OHLC dataset provides daily Open, High, Low, Close, and Volume (OHLCV) prices for U.S. equities sourced exclusively from each security’s primary (listing) exchange. This product determines official open and close prices at the primary exchange level, using exchange-specific condition codes in SIP feed where available in recent history and specialized historical reconstruction methodologies for earlier periods. This approach avoids the common practice of using the first and last consolidated trades of the day, which may include off-exchange, after-hours, or post-market executions, and instead reflects true primary-exchange trading sessions. In addition to OHLCV, the dataset includes Volume-Weighted Average Price (VWAP). The resulting price series is designed for applications requiring exchange-pure opens and closes, such as quantitative research, machine learning pipelines, and strategy back-testing sensitive to session boundaries and listing-exchange behavior.