US Equities Trade Only Adjusted Minute Bar
US Equities Trade Only Adjusted Minute Bar
Production
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The algoseek Trade Only Adjusted Minute Bar dataset provides a minute-by-minute summary of US Equities trades. Each interval includes Open, High, Low, Close prices, Volume, VWAP, and trade count, as well as Open, High, Low, and Close prices and volume that have been adjusted for corporate events like dividends and splits, ensuring you get a holistic view of investment returns. The data is derived from the equity SIP, including all eligible trades, including extended-hours and off-exchange trades reported to TRF, and encompassing all issue types traded in U.S. public-exchanges: common stocks, preferred stocks, ETFs, ETNs, ADRs, 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
US1041
Data Class
Equity
Dataset Name ID
eq_trades_1min_adj
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
132 GB
Annual Size
12.1 GB / year
Update Size
48.1 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: