US Equities Adjusted Trade Only

US Equities Adjusted Trade Only
Production
·

Data Class

Equity

Data Type

Trades

Delivery Method

SQL

Vendor

algoseek

Region

US

Documentation

Open Link

The US Equities Trade Only dataset provides tick-by-tick view of trading activities across all US public-exchange listed equities, covering trades occurring on the sixteen US public equity exchanges as well as off-exchange trades reported to the three Trade Reporting Facilities (TRFs), with price and volume being adjusted by corporate events. Apart from post-adjustment price and volume, algoseek ASID, Market Center, Sales Condition, and price and volume adjustment factors are also provided.

Data is collected from equity SIP last sale, including the entire trading session from 4:00am pre-market started to 20:00pm after-hour trading ended.

Files are structured first by date and then by ticker. If you have different requirements for file organization, please reach out to algoseek support.

Browse by tags:

Tick Data Tick Level SIP Feed Market Data Trades Only Trade Reporting Last Sale Millisecond Timestamps Adjusted
Dataset Info
Dataset Name ID
eq_trades_adj
Algoseek Dataset ID
US1047
Data Format
Market Data
Data Class
Equity
Data Type
Trades
Time Granularity
Tick
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
1.2 TB / year
Update Size
920 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
01:00 ET
Database Table
USEquityMarketData.TradeOnlyAdjusted
Database Schema
USEquityMarketData
Object Type
View
Primary Date Column
TradeDate
Timestamp Column
EventDateTime
Internal ID Column
--
Identifier Column
Ticker
Data Fields
Preview Data
# name data type description
1 Date String Trading date in yyyymmdd format
2 Timestamp String Event timestamp in nanoseconds (milliseconds before 2016)
3 EventType String The type of event
4 Ticker String Symbol name
5 Price Decimal The price of Trade. It can be up to 4 decimal places for sub-penny prices.
6 Quantity Integer The number of shares. For some event types, this can be 0.
7 Exchange String The exchange or reporting venue
8 Conditions Hexadecimal Conditions applicable to the trade

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