US Equities Trade Only Minute Bar
US Equities Trade Only Minute Bar
Production
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This dataset gives a minute-by-minute summary of US Equities trades, including Open, High, Low, Close prices, Volume, VWAP, and trade count for each interval. The data is derived from equity SIP data and encompass all eligible trades, including off-exchange trades reported to TRF, from all issue types traded in U.S. public-exchanges: common stocks, ETFs, ETNs, ADRs, preferred stocks, warrants, units, and more. Files are sorted by date and ticker. Should you require alternative file organization, please reach out to algoseek support.
Dataset Info
SQL (ArdaDB)
CSV (S3)
Algoseek Dataset ID
US1040
Data Class
Equity
Dataset Name ID
eq_trades_1min
Data Format
Market Data
Version
1.0
Time Granularity
Intraday Bar
Region
US
Data Type
1 Min Trades
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
127 GB
Annual Size
8.8 GB / year
Update Size
33.5 MB
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: