US Equities Trade Only Adjusted Minute Bar Excluding FINRA/TRF Trades

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The US Equities Trade Only Adjusted Minute Bar Excluding FINRA/TRF 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. While it follows the same format as the US Equities Trade Only Adjusted Minute Bar dataset, this version specifically excludes off-exchange trades reported to TRFs, giving you a more transparent view of pure exchange trading activities.

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.