US Equities Trade Only
US Equities Trade Only
Production
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The US Equities Trade Only dataset provides tick-by-tick view of trading activities across all US public-exchange listed equities, covering trades occurring on the sixteen US public equity exchanges as well as off-exchange trades reported to the three Trade Reporting Facilities (TRFs). Apart from price and volume, Market Center and Sales Condition are also provided. Data is collected from equity SIP last sale, including the entire trading session from 4:00 am pre-market started to 8:00 pm after-hour trading ended. Files are structured first by date and then by ticker.
Dataset Info
Dataset Name ID
eq_trades
Algoseek Dataset ID
US1039
Data Format
Market Data
Data Class
Equity
Data Type
Trades
Time Granularity
Tick
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
03/31/2023
Access Methods
SQL
Description
Three months of data (Jan. - March 2023) for the full universe of symbols
Data Size
230 GB / year
Update Size
920 MB
Update Frequency
1 Day
Start Date
2007-01-01
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.TradeOnly
Update Time
01:00 ET
Database Table
USEquityMarketData.TradeOnly
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 | EventType | String | The type of the trade event |
| 4 | Ticker | String | Symbol name |
| 5 | ASID | Integer | A unique identifier for a security |
| 6 | Price | Decimal | The price of Trade. Can be up to 4 decimal places for sub-penny prices |
| 7 | Quantity | Integer | The number of shares |
| 8 | Exchange | String | The exchange or reporting venue |
| 9 | ConditionCode | Integer | Condition flags applicable to the trade encoded as unsigned int |
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-trades-yyyy
S3 Bucket Name
us-equity-trades-yyyy
Update Time
01:00 ET
S3 Bucket Path
yyyymmdd/s/sss.csv.gz
S3 Bucket Path Description
One csv.gz file per symbol per trading date where yyyymmdd is year, month and day, s - a single letter in A-Z range, sss - symbol
S3 Start Year
1998
S3 End Year
N/A
S3 Bucket Size
230 GB / year
Sample Data File
Data Fields
Preview Data
| # | name | data type | description |
|---|---|---|---|
| 1 | Date | String | Trading date in yyyymmdd format |
| 2 | Timestamp | String | Event timestamp in nanoseconds (milliseconds before 2016) |
| 3 | EventType | String | The type of event |
| 4 | Ticker | String | Symbol name |
| 5 | Price | Decimal | The price of Trade. It can be up to 4 decimal places for sub-penny prices. |
| 6 | Quantity | Integer | The number of shares. For some event types, this can be 0. |
| 7 | Exchange | String | The exchange or reporting venue |
| 8 | Conditions | Hexadecimal | Conditions applicable to the trade |