US Equities Adjusted Trade Only
US Equities Adjusted Trade Only
Production
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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.
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: