US Equities algoseek Daily OHLC Adjusted
US Equities algoseek Daily OHLC Adjusted
Production
·
The U.S. Equities algoseek Daily OHLC (Adjusted) dataset is derived from Trades data published by the U.S. Securities Information Processor (SIP), commonly referred to as the Consolidated Feed, and processed using proprietary algoseek logic to construct accurate, bias-controlled Open, High, Low, Close, and Volume (OHLCV) measures. The dataset covers all securities listed on U.S. public exchanges, including common stocks, ETFs, ETNs, ADRs, and funds. It provides both raw and corporate-action-adjusted OHLCV data, enabling consistent historical analysis across events such as splits, dividends, and other corporate actions. In addition to total daily volume, the dataset separately reports market-hours trading volume and FINRA-reported volume. VWAP (Volume-Weighted Average Price) is calculated for both the full trading day and the market hours.
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
End of Day
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: