US Equities Buy/Sell Pressure and Retail Indicators Minute Bar
US Equities Buy/Sell Pressure and Retail Indicators Minute Bar
Production
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The US Equities Buy/Sell Pressure and Retail Indicators Minute Bar dataset covers the full universe for listed stocks, ETNs, ETFs, ADRs, and funds. While identifying retail trades in Trade and Quote (TAQ) pricing data, can be challenging, some indicators can be used to identify whether a trade is retail with high probability. For example, trade size, trade price, or the exchange where the trade happened can provide some information to identify retail trades. The data feed provides a list of retail indicators and other analytics that can be helpful in such analysis.
Dataset Info
CSV (S3)
Algoseek Dataset ID
US1052
Data Class
Equity
Dataset Name ID
eq_ret_indic_1min
Data Format
Market Data
Version
1.0
Time Granularity
Intraday Bar
Region
US
Data Type
1 Min TAQ
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
756 GB
Annual Size
42 GB / year
Update Size
177 MB
Included in Data Research Packages: