US Equities Trade Only Minute Bar Excluding FINRA/TRF Trades
US Equities Trade Only Minute Bar Excluding FINRA/TRF Trades
Production
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The U.S. Equities Trade-Only Minute Bar (Excluding FINRA/TRF Trades) dataset provides a minute-by-minute summary of executed trades for U.S. exchange-listed equities, constructed exclusively from on-exchange trade activity. Each one-minute interval includes Open, High, Low, Close, and Volume (OHLCV) metrics, along with VWAP and trade count, offering a concise intraday view of trading activity based solely on lit exchange executions. Off-exchange trades reported to FINRA Trade Reporting Facilities (TRF) are explicitly excluded, enabling cleaner isolation of exchange-driven volume and price formation. The dataset is derived from the consolidated Equity Securities Information Processor (SIP) trade feed and covers all exchange-traded U.S. equity issue types, including common and preferred stocks, ETFs, ETNs, ADRs, warrants, and units.
Dataset Info
SQL (ArdaDB)
CSV (S3)
Algoseek Dataset ID
US1044
Data Class
Equity
Dataset Name ID
eq_trades_1min_nofinra
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
69.1 GB
Annual Size
4 GB / year
Update Size
15.1 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: