The U.S. Equities Buy/Sell Pressure and Retail Indicators (1-Minute) dataset provides minute-level analytical signals designed to characterize buy/sell pressure and retail trading activity across the full universe of U.S. exchange-listed equities, including common stocks, ETFs, ETNs, ADRs, and funds. Identifying retail participation directly from consolidated Trade and Quote (TAQ) data is inherently non-deterministic. This dataset therefore applies a set of probabilistic indicators derived from observable trade characteristics, such as trade size, execution price behavior, and execution venue, to estimate the likelihood of retail-driven activity. These indicators are complemented by additional market microstructure analytics that help contextualize order flow and short-term sentiment. Data is aggregated at a one-minute frequency, enabling intraday analysis of trading pressure, retail participation dynamics, and short-horizon market behavior for quantitative research and signal development