US Equities Primary Exchange Daily OHLC

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The US Equity Primary Daily OHLC dataset is a daily summary of all publicly traded securities captured from their primary exchange (listing exchange). It includes Open, High, Low, and Close (OHLC) prices along with daily volume information and other useful calculations like volume-weighted average prices (VWAP).

The most important difference (and key feature) of this dataset from others available on the market is catching open and close prices from the primary exchange using specific condition codes in recent years and sophisticated methodology for further history. Other providers usually use the first and last trades available through the trading date, including market and post-market sessions.

The accuracy and specificity of this dataset make it good for quantitative and algorithmic trading and machine learning purposes.