US Equities Industry Standard Daily OHLC Adjusted
US Equities Industry Standard Daily OHLC Adjusted
Production
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The U.S. Equities Industry-Standard Daily OHLC (Adjusted) dataset provides daily Open, High, Low, Close, and Volume (OHLCV) prices for U.S. equities, calculated using industry-standard methodologies, with prices adjusted for corporate actions. 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. Corporate-action adjustments are applied to ensure continuity and comparability of historical price series across events such as splits, dividends, and other capital changes. It provides both raw and corporate-action-adjusted OHLCV data. 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 historical analysis.
Dataset Info
SQL (ArdaDB)
CSV (S3)
Algoseek Dataset ID
US1012
Data Class
Equity
Dataset Name ID
eq_daily_ohlc_ind_std_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
6.1 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: