US Equities Industry Standard Daily OHLC Adjusted
US Equities Industry Standard Daily OHLC Adjusted
Production
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The US Equities Industry Standard Daily OHLC Adjusted data uses de-facto industry standard logic adopted by Bloomberg to calculate daily Open, High, Low and Close prices for US equities, adjusted by corporate events. The data is based on Equity SIP data, and includes all issue types such as common stocks, preferred stocks, ETNs, ETFs, ADRs, warrants, and units. 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. For any specialized file organization needs, please reach out to algoseek support.
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
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
6.1 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: