US Equities Daily OHLC
US Equities Daily OHLC
Production
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The US Equities Daily OHLC is based on sophisticated algoseek logic for extracting accurate Open/High/Low/Close trades from the Trades of the Securities Information Processor (SIP) data, also known as the “Consolidated Feed” for all listed stocks, ETNs, ETFs, ADRs, and funds. This dataset contains OHLCV data. 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. Files are systematically categorized by date and ticker.
Dataset Info
Dataset Name ID
eq_daily_ohlc
Algoseek Dataset ID
US1055
Data Format
Market Data
Data Class
Equity
Data Type
EOD
Time Granularity
Daily
Region
US
Universe
All stocks, ETFs/ETNs from US exchanges
Version
1.0
Update Frequency Options
End of day
Start Date
01/01/2023
End Date
12/31/2023
Access Methods
SQL
Description
One year of data (2023) for the full universe of symbols
Data Size
445 MB / year
Update Size
1.9 MB
Update Frequency
1 Day
Start Date
2007-01-01
End Date
Ongoing
SQL (ArdaDB)
Easily connect to your data using SQL with a database connection. No complex setup, just instant access to your data - run queries, retrieve insights, and manage data effortlessly. Secure, fast, and built for developers, analysts, and teams who need reliable access without the hassle.
USEquityMarketData.AlgoseekOHLCDaily
Update Time
04:00 ET
Database Table
USEquityMarketData.AlgoseekOHLCDaily
Database Schema
USEquityMarketData
Object Type
Table
Primary Date Column
TradeDate
Timestamp Column
--
Internal ID Column
ASID
Identifier Column
Ticker
Data Fields
Preview Data
| # | name | data type | description |
|---|---|---|---|
| 1 | TradeDate | Date | The trading day |
| 2 | Ticker | String | Symbol name |
| 3 | ASID | Integer | A unique identifier for a security |
| 4 | OpenPrice | Decimal | Primary exchange opening trade |
| 5 | HighPrice | Decimal | Highest trade price from any exchange excluding FINRA |
| 6 | LowPrice | Decimal | Lowest trade price from any exchange excluding FINRA |
| 7 | ClosePrice | Decimal | Primary exchange closing trade |
| 8 | MarketHoursVolume | Integer | Total trading volume during regular market hours only |
| 9 | MarketHoursFinraVolume | Integer | FINRA/TRF trading volume during regular market hours |
| 10 | DailyVolume | Integer | Total trading volume for the whole day |
| 11 | DailyFinraVolume | Integer | FINRA/TRF trading volume for the whole day |
| 12 | MarketHoursVWAP | Decimal | Volume-weighted average price during regular market hours plus the Opening and Closing Cross |
| 13 | DailyVWAP | Decimal | Volume-weighted average price for the whole day |
CSV (S3)
Easily connect to your data stored in S3 and access CSV files without hassle. Streamline data retrieval with fast, secure, and scalable access, whether for analytics, processing, or integration.
Data Fields
Preview Data
| # | name | data type | description |
|---|