US Equities OTC Quote
US Equities OTC Quote
Production
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OTC quotes data includes pricing and transaction information for securities traded outside traditional exchanges. OTC Quote History is a dataset provided by OTC Markets, and generated in OTC Markets Link Quotation System. The OTC Quote History File is an end-of-day file that compiles all quotes from the OTC Link Quotation System throughout the entire day. It is presented as a single CSV file for per trading day per symbol
Dataset Info
Dataset Name ID
eq_otc_taq
Algoseek Dataset ID
US1025
Data Format
Market Data
Data Class
Equity
Data Type
TAQ
Time Granularity
Tick
Region
US
Universe
All stocks, ETFs/ETNs from US exchanges
Version
1.0
Update Frequency Options
End of day
Data Size
65.5 GB / year
Update Size
1.3 GB
Update Frequency
1 Day
Start Date
2023-09-01
End Date
Ongoing
SQL (ArdaDB)
Easily connect to your data using SQL with a database connection. No complex setup, just instant access to your data - run queries, retrieve insights, and manage data effortlessly. Secure, fast, and built for developers, analysts, and teams who need reliable access without the hassle.
USEquityMarketData.OTCQuote
Update Time
00:30 ET
Database Table
USEquityMarketData.OTCQuote
Database Schema
USEquityMarketData
Object Type
Table
Primary Date Column
TradeDate
Timestamp Column
EventDateTime
Internal ID Column
--
Identifier Column
Ticker
Data Fields
Preview Data
| # | name | data type | description |
|---|---|---|---|
| 1 | TradeDate | Date | The trading day |
| 2 | EventDateTime | TimeStamp | Event timestamp (EST) with a nanosecond resolution (milliseconds before 2016) |
| 3 | QuoteUpdateType | Integer | This numeric field signifies the nature of the quote update. |
| 4 | Ticker | String | Symbol name |
| 5 | Name | String | Name of the security |
| 6 | BidType | String | This field indicates the nature of the quote. |
| 7 | BidPrice | Decimal | This field represents the price of the quote. |
| 8 | BidSize | Integer | This field represents the size of the quote |
| 9 | AskType | String | This field indicates the nature of the quote. |
| 10 | AskPrice | Decimal | This field represents the price of the quote. |
| 11 | AskSize | Integer | This field represents the size of the quote |
| 12 | UnsolicitedFlag | String | This field is related to specific securities, and not specific quotes |
| 13 | MMID | String | The Market Maker ID is a character field that contains a unique identifier assigned to the market participant who submitted a specific quote or order |
| 14 | Trader | String | This field holds the identifier of the individual trader who submitted a specific quote or order in the market |
| 15 | OpenCloseStatus | Integer | This field complements the QuoteUpdateType field. Value will be populated (not empty) when QuoteUpdateType is 5. A value of 0 indicated the quote is closed, 1 indicated the quote is open. |
| 16 | QuoteId | Integer | This field is the unique quote identification number. |
| 17 | InsideReason | String | This field complements the QuoteUpdateType field. Value will only be populated (not empty) when QuoteUpdateType is 6. |
CSV (S3)
Easily connect to your data stored in S3 and access CSV files without hassle. Streamline data retrieval with fast, secure, and scalable access, whether for analytics, processing, or integration.
us-equity-otc-quotes-yyyy
S3 Bucket Name
us-equity-otc-quotes-yyyy
Update Time
00:30 ET
S3 Bucket Path
yyyymmdd/s/sss.csv.gz
S3 Bucket Path Description
One csv.gz file per symbol per trading date where yyyy-mm-dd is year, month and day, s - a single letter in A-Z range, sss - symbol
S3 Start Year
2023
S3 End Year
N/A
S3 Bucket Size
329 GB / year
Sample Data File
Data Fields
Preview Data
| # | name | data type | description |
|---|---|---|---|
| 1 | TradeDate | Date | The trading day |
| 2 | EventDateTime | String | Event timestamp (EST) with a nanosecond resolution (milliseconds before 2016) |
| 3 | QuoteUpdateType | Integer | This numeric field signifies the nature of the quote update. |
| 4 | Ticker | String | Symbol name |
| 5 | Name | String | Name of the security |
| 6 | BidType | String | This field indicates the nature of the quote. |
| 7 | BidPrice | Decimal | This field represents the price of the quote. |
| 8 | BidSize | Integer | This field represents the size of the quote |
| 9 | AskType | String | This field indicates the nature of the quote. |
| 10 | AskPrice | Decimal | This field represents the price of the quote. |
| 11 | AskSize | Integer | This field represents the size of the quote |
| 12 | UnsolicitedFlag | String | This field is related to specific securities, and not specific quotes |
| 13 | MMID | String | The Market Maker ID is a character field that contains a unique identifier assigned to the market participant who submitted a specific quote or order |
| 14 | Trader | String | This field holds the identifier of the individual trader who submitted a specific quote or order in the market |
| 15 | OpenCloseStatus | Integer | This field complements the QuoteUpdateType field. Value will be populated (not empty) when QuoteUpdateType is 5. A value of 0 indicated the quote is closed, 1 indicated the quote is open. |
| 16 | QuoteId | Integer | This field is the unique quote identification number. |
| 17 | InsideReason | String | This field complements the QuoteUpdateType field. Value will only be populated (not empty) when QuoteUpdateType is 6. |