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 US Equities Trade Only Minute Bar Excluding FINRA/TRF 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. Off-exchange trades reported to TRF (Trade Report Facility) are excluded in order to provide a better view on exchange trading visibility. The data is derived from equity SIP data and encompass all eligible trades, 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.
Dataset Info
Dataset Name ID
eq_trades_1min_nofinra
Algoseek Dataset ID
US1044
Data Format
Market Data
Data Class
Equity
Data Type
1 Min Trades
Time Granularity
Intraday Bar
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
4 GB / year
Update Size
15.1 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.TradeOnlyMinuteBarExcludingTRF
Update Time
01:30 ET
Database Table
USEquityMarketData.TradeOnlyMinuteBarExcludingTRF
Database Schema
USEquityMarketData
Object Type
Table
Primary Date Column
TradeDate
Timestamp Column
BarDateTime
Internal ID Column
--
Identifier Column
Ticker
Data Fields
Preview Data
| # | name | data type | description |
|---|---|---|---|
| 1 | TradeDate | Date | The trading day |
| 2 | BarDateTime | TimeStamp | The timestamp of the bar start (EST) |
| 3 | Ticker | String | Symbol name |
| 4 | ASID | Integer | A unique identifier for a security |
| 5 | FirstTradePrice | Decimal | Price of the first trade |
| 6 | HighTradePrice | Decimal | Trade with the highest price |
| 7 | LowTradePrice | Decimal | Trade with the lowest price |
| 8 | LastTradePrice | Decimal | Price of the last trade |
| 9 | VolumeWeightPrice | Decimal | Volume-weighted average price |
| 10 | Volume | Integer | Total number of shares traded |
| 11 | TotalTrades | Integer | Total number of trades |
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-1min-trades-nofinra-yyyy
S3 Bucket Name
us-equity-1min-trades-nofinra-yyyy
Update Time
01:30 ET
S3 Bucket Path
yyyymmdd/s/sss.csv.gz
S3 Bucket Path Description
One csv.gz file per trading date
S3 Start Year
2007
S3 End Year
N/A
S3 Bucket Size
3.8 GB / year
Sample Data File
Data Fields
Preview Data
| # | name | data type | description |
|---|---|---|---|
| 1 | Date | String | Trading date in yyyymmdd format |
| 2 | Ticker | String | Symbol name |
| 3 | TimeBarStart | String | Start Time of the Bar. For minute bar format is HH:MM. For second bar format is HH:MM:SS |
| 4 | FirstTradePrice | Decimal | Price of the first trade |
| 5 | HighTradePrice | Decimal | Trade with the highest price |
| 6 | LowTradePrice | Decimal | Trade with the lowest price |
| 7 | LastTradePrice | Decimal | Price of the last trade |
| 8 | VolumeWeightPrice | Decimal | Volume weighted average price |
| 9 | Volume | Integer | Total number of shares traded |
| 10 | TotalTrades | Integer | Total number of trades |