US Equities Daily SSR Circuit Breakers
US Equities Daily SSR Circuit Breakers
Production
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The US Equities SSR Circuit Breakers dataset contains information about short sale rule executions. This rule is implemented by the SEC and governs when stocks can be sold short. The SSR is very important for short sellers because it directly impacts their ability to trade. Once the rule is triggered, the stock can be sold short just at a price above the current NB bid price.
Dataset Info
Dataset Name ID
eq_ssr_circ_break
Algoseek Dataset ID
US1031
Data Format
Reference
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
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
Data Size
6.4 MB / year
Update Size
20.5 KB
Update Frequency
1 Day
Start Date
2011-02-28
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.
USEquityReferenceData.DailySSRCircuitBreakers
Update Time
23:00 ET
Database Table
USEquityReferenceData.DailySSRCircuitBreakers
Database Schema
USEquityReferenceData
Object Type
Table
Primary Date Column
TradeDate
Timestamp Column
TriggerTime
Internal ID Column
ASID
Identifier Column
Ticker
Data Fields
Preview Data
| # | name | data type | description |
|---|---|---|---|
| 1 | TradeDate | Date | The trading date |
| 2 | TriggerTime | TimeStamp | Time (EST) when Short Sale Rule is triggered with a second resolution |
| 3 | SecId | Integer | A unique identifier for a security |
| 4 | ASID | Integer | A unique identifier for a security |
| 5 | Ticker | String | Symbol name |
| 6 | Name | String | Security name |
| 7 | PrimaryExchange | String | Primary listing exchange on the TradeDate |
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-daily-ssr-circuit-breakers-yyyy
S3 Bucket Name
us-daily-ssr-circuit-breakers-yyyy
Update Time
23:00 ET
S3 Bucket Path
yyyymmdd.csv
S3 Bucket Path Description
One csv file per trading date where yyyymmdd is year, month and day
S3 Start Year
2011
S3 End Year
N/A
S3 Bucket Size
6.4 MB / year
Sample Data File
Data Fields
Preview Data
| # | name | data type | description |
|---|---|---|---|
| 1 | TradeDate | String | Trading date in yyyymmdd format |
| 2 | TriggerTime | String | Time when Short Sale Rule is triggered |
| 3 | SecId | Integer | algoseek unique security identifier |
| 4 | Ticker | String | Symbol name |
| 5 | Name | String | Security name |
| 6 | PrimaryExchange | String | Primary listing exchange on the TradeDate |