US Equities Primary Exchange Adjusted Daily OHLC

US Equities Primary Exchange Adjusted Daily OHLC
Production
·

Data Class

Equity

Data Type

EOD

Delivery Method

SQL

Vendor

algoseek

Region

US

Documentation

Open Link

Daily OHLC with adjusted official opening/closing price from the security's Primary Exchange. Other data points include adjusted Exchanges Volume, Non-Exchange Volume, VWAP,  Total Trades, market hours volume and trades.

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OHLC Volume Data Adjusted VWAP Daily Market Hours Primary Exchange Listing Exchange
Dataset Info
Dataset Name ID
eq_daily_ohlc_primary_adjusted
Algoseek Dataset ID
US1014
Data Format
Market Data
Data Class
Equity
Data Type
EOD
Time Granularity
Daily
Region
US
Universe
All stocks, ETFs/ETNs from US exchanges
Version
1.0
Update Frequency Options
End of day
 Introductory Demo Info
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
 Historical Info
Data Size
11.6 GB / year
Update Size
2.7 MB
Update Frequency
1 Day
Start Date
2007-01-01
End Date
Ongoing

SQL (ArdaDB)

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Delivery Info
Update Time
01:00 ET
Database Table
USEquityMarketData.PrimaryAdjustedOHLCDaily
Database Schema
USEquityMarketData
Object Type
View
Primary Date Column
TradeDate
Timestamp Column
--
Internal ID Column
--
Identifier Column
Ticker
Data Fields
Preview Data
# name data type description
1 TradeDate String Trading date in yyyymmdd format
2 SecId Integer algoseek unique Security ID
3 Ticker String Symbol name
4 Name String Name of equity security
5 PrimaryExchange String Primary listing exchange on this TradeDate
6 ISIN String ISIN as of this trade date. Optional.
7 OpenPrice Decimal Primary exchange opening trade
8 OpenSize Integer Primary exchange open trade size
9 OpenTime String Time of the Primary exchange opening trade
10 HighPrice Decimal Highest trade price from any exchange or Trade Reporting Facility (TRF)
11 HighTime String Time of the highest trade
12 LowPrice Decimal Lowest trade price from any exchange or Trade Reporting Facility (TRF)
13 LowTime String Time of the lowest trade
14 ClosePrice Decimal Primary exchange closing trade
15 CloseSize Integer Primary exchange close trade size
16 CloseTime String Time of the Primary exchange closing trade
17 ListedMarketHoursVolume Integer Public Listed exchanges trading volume during regular market hours only
18 ListedMarketHoursTrades Integer Number of trades during regular market hours in public listed exchanges
19 ListedTotalVolume Integer Public Listed exchanges trading volume for the whole day (includes pre, regular, and post-market)
20 ListedTotalTrades Integer Public Total number of trades for the trade date (includes pre-, regular, and post-market) in listed exchanges
21 FinraMarketHoursVolume Integer FINRA/TRF trading volume during regular market hours only (normal trade day is 09:30:00 to 16:00:00 EST). FINRA/TRP represents off-exchange trading.
22 FinraMarketHoursTrades Integer The number of FINRA/TRF trades during regular market hours. FINRA/TRF represents off-exchange trading.
23 FinraTotalVolume Integer FINRA/TRF trading volume for the whole day (includes pre-, regular, and post-market)
24 FinraTotalTrades Integer Total number of FINRA/TRF trades for the trade date (includes pre, regular, and post-market). FINRA/TRF represents off-exchange trading.
25 CumulativePriceFactor Decimal Cumulative factor for equity price, calculated with a forward methodology
26 CumulativeVolumeFactor Decimal Cumulative factor for equity volume, calculated with a forward methodology
27 AdjustmentFactor Decimal The value of the Adjustment factor for the event. Available only for dates when the event happened
28 AdjustmentReason String The reason for the Corporate Event
29 MarketVWAP Decimal Volume weighted average price during regular market hours, normally between 09:30:00 and 16:00:00 EST plus the Opening and Closing Cross (which may be after 16:00:00 EST).
30 DailyVWAP Decimal Volume weighted average price for the whole day including pre, regular, and post-market trades.

CSV (S3)

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Delivery Info
Data Fields
Preview Data
# name data type description