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 US Equities Trade Only 1-Second Bar Excluding FINRA/TRF dataset gives a summary of US Equities trade events, including OHLC (Open, High, Low, Close) prices, Volume, VWAP, and trade count for each time interval. Off-exchange trades reported to TRF (Trade Report Facility) are excluded to provide a better view of public exchange trading visibility. The data is derived from consolidated equity SIP data feed and covers all trades, from all security types traded in US public exchanges: common stocks, ETFs, ETNs, ADRs, preferred stocks, warrants, units, etc.
Dataset Info
Dataset Name ID
eq_trades_1sec_nofinra
Algoseek Dataset ID
US1046
Data Format
Market Data
Data Class
Equity
Data Type
1 Sec 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
10.7 GB / year
Update Size
40.2 MB
Update Frequency
1 Day
Start Date
2012-01-01
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.
Data Fields
Preview Data
| # | name | data type | description |
|---|
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-1sec-trades-nofinra-yyyy
S3 Bucket Name
us-equity-1sec-trades-nofinra-yyyy
Update Time
02:00 ET
S3 Bucket Path
yyyymmdd/s/sss.csv.gz
S3 Bucket Path Description
One csv.gz file per trading date
S3 Start Year
2012
S3 End Year
N/A
S3 Bucket Size
10.1 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 |