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

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

Data Class

Equity

Data Type

1 Min Trades

Delivery Method

SQL

Vendor

algoseek

Region

US

Documentation

Open Link

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.

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Minute Bar OHLC Minute Level Excluding FINRA Exchange Trades Trades Only Volume Data Adjusted VWAP
Dataset Info
Dataset Name ID
eq_trades_1min_nofinra_adj
Algoseek Dataset ID
US1045
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
 Introductory Demo Info
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
 Historical Info
Data Size
57.1 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.
Delivery Info
Update Time
01:30 ET
Database Table
USEquityMarketData.TradeOnlyAdjustedMinuteBarExcludingTRF
Database Schema
USEquityMarketData
Object Type
View
Primary Date Column
TradeDate
Timestamp Column
BarDateTime
Internal ID Column
--
Identifier Column
Ticker
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

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.
Delivery Info
Data Fields
Preview Data
# name data type description