US Equities Adjusted Trade Only
US Equities Adjusted Trade Only
Production
·
Corporate-action-adjusted tick-level U.S. equity trade data from SIP Last Sale. Adjusted prices and volumes for accurate backtesting since 2007.
Dataset Info
SQL (ArdaDB)
Algoseek Dataset ID
US1047
Data Class
Equity
Dataset Name ID
eq_trades_adj
Data Format
Market Data
Version
1.0
Time Granularity
Tick
Region
US
Data Type
Trades
Universe
All stocks, ETFs/ETNs from US exchanges
Update Frequencies
End of day
Start Date
2007-01-01
End Date
Ongoing
Update Frequency
1 Day
Total Size
1.2 TB
Annual Size
1.2 TB / year
Update Size
920 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: