US Equities Trade Only Second Bar Excluding FINRA/TRF Trades
US Equities Trade Only Second Bar Excluding FINRA/TRF Trades
Production
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The U.S. Equities Trade-Only Second Bar (Excluding FINRA/TRF Trades) dataset provides a one-second summary of executed trades for U.S. exchange-listed equities, constructed exclusively from on-exchange trade activity. Each one-second interval includes Open, High, Low, Close, and Volume (OHLCV) metrics, along with VWAP and trade count, delivering a high-resolution 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 clean isolation of exchange-driven price formation and volume. The dataset is derived from the consolidated Equity Securities Information Processor (SIP) trade feed and covers all public-traded U.S. equity issue types, including common and preferred stocks, ETFs, ETNs, ADRs, warrants, and units.
Dataset Info
CSV (S3)
Algoseek Dataset ID
US1046
Data Class
Equity
Dataset Name ID
eq_trades_1sec_nofinra
Data Format
Market Data
Version
1.0
Time Granularity
Intraday Bar
Region
US
Data Type
1 Sec Trades
Universe
All stocks, ETFs/ETNs from US exchanges
Update Frequencies
End of day
Start Date
2012-01-01
End Date
Ongoing
Update Frequency
1 Day
Total Size
142 GB
Annual Size
10.7 GB / year
Update Size
40.2 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: