US Equities Trade Only

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US Equities Trade Only
Production
·

Data Class

Equity

Data Type

Trades

Delivery Method

CSV, SQL

Vendor

algoseek

Region

US

Documentation

Open Link

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.

Browse by tags:

Tick Data Tick Level SIP Feed Market Data Trades Only Trade Reporting Last Sale Millisecond Timestamps
Dataset Info
Algoseek Dataset ID
US1039
Data Class
Equity
Dataset Name ID
eq_trades
Data Format
Market Data
Version
1.0
Time Granularity
Tick
Region
US
Data Type
Trades
Universe
All stocks, ETFs/ETNs from US exchanges
Update Frequencies
End of day
Historical Info
Start Date
2007-01-01
End Date
Ongoing
Update Frequency
1 Day
Total Size
1.9 TB
Annual Size
230 GB / year
Update Size
920 MB
Introductory Demo Info
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

Included in Data Research Packages:

Equities Historical Research Package

$2,500 /month

No Exchange Fees