US Equities Industry Standard Daily OHLC
US Equities Industry Standard Daily OHLC
Production
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The U.S. Equities Industry-Standard Daily OHLC dataset provides daily Open, High, Low, Close, and Volume (OHLCV) prices for U.S. equities calculated using de-facto industry-standard methodologies. The dataset is derived from Equity Securities Information Processor (SIP) trades and covers all major U.S. equity issue types, including common and preferred stocks, ETFs, ETNs, ADRs, warrants, and units.In addition to total daily volume, the dataset separately reports regular market-hours volume and FINRA-reported volume. VWAP (Volume-Weighted Average Price) is provided for both the entire trading day and regular market hours, supporting standardized valuation, benchmarking, and reconciliation workflows.
Dataset Info
SQL (ArdaDB)
Algoseek Dataset ID
US1011
Data Class
Equity
Dataset Name ID
eq_daily_ohlc_ind_std
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
6.1 GB
Annual Size
464 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: