US Equities algoseek Daily OHLC Adjusted
US Equities algoseek Daily OHLC Adjusted
Production
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The US Equities algoseek Daily OHLC Adjusted 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 adjusted by corporate events along with raw 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
SQL (ArdaDB)
CSV (S3)
Algoseek Dataset ID
US1010
Data Class
Equity
Dataset Name ID
eq_daily_ohlc_adj
Data Format
Market Data
Version
1.0
Time Granularity
Daily
Region
US
Data Type
EOD
Universe
All stocks, ETFs/ETNs from US exchanges
Update Frequencies
End of day
Start Date
2007-01-01
End Date
Ongoing
Update Frequency
1 Day
Total Size
6.3 GB
Annual Size
445 MB / year
Update Size
1.9 MB
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
Included in Data Research Packages: