US Futures Trade Only Second Bar
US Futures Trade Only Second Bar
Production
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The US Futures Trade 1-Second Bar is a data feed that provides aggregated trade event-based bars. It includes OHLC (Open, High, Low, Close) information based on trade events. As additional features, the dataset provides total dollar volume and total trades and statistical fields such as count of buy/sell aggressor trades which is useful for analysis of market behavior.
Dataset Info
CSV (S3)
Algoseek Dataset ID
US6015
Data Class
Futures
Dataset Name ID
fut_trades_1sec
Data Format
Market Data
Version
1.0
Time Granularity
Intraday Bar
Region
US
Data Type
1 Sec Trades
Universe
All symbols from US exchanges
Update Frequencies
End of day
Start Date
2012-01-01
End Date
Ongoing
Update Frequency
1 Day
Total Size
34.7 GB
Annual Size
3.5 GB / year
Update Size
9.4 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: