US Futures Trade Only

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US Futures Trade Only
Production
·

Data Class

Futures

Data Type

Trades

Delivery Method

CSV, SQL

Vendor

algoseek

Region

US

Documentation

Open Link

The US Futures Trade Only dataset provides high-quality intraday trade data with millisecond timestamps. It is part of the trade and quote feed where quote-related events are filtered. It covers all futures contracts that are traded on US exchanges. One of the features of this feed is the trade aggressor flag that represents insights into who was the initiator of the trade. Another feature of the dataset is local dates and times (Chicago time zone, CT) included while the data is organized by UTC. Also, it includes exchange condition codes for trade and quote events which include additional information on each event.

Browse by tags:

Tick Data Tick Level Trades Only Millisecond Timestamps Exchange Condition Codes Trade Aggressor
Dataset Info
Algoseek Dataset ID
US6013
Data Class
Futures
Dataset Name ID
fut_trades
Data Format
Market Data
Version
1.0
Time Granularity
Tick
Region
US
Data Type
Trades
Universe
All symbols from US exchanges
Update Frequencies
End of day
Historical Info
Start Date
2010-01-01
End Date
Ongoing
Update Frequency
1 Day
Total Size
101 GB
Annual Size
8.2 GB / year
Update Size
23.6 MB
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

Included in Data Research Packages:

Sample Historical Research Package

$0 /month

No Exchange Fees