The U.S. Equities algoseek Daily OHLC (Adjusted) dataset is derived from Trades data published by the U.S. Securities Information Processor (SIP), commonly referred to as the Consolidated Feed, and processed using proprietary algoseek logic to construct accurate, bias-controlled Open, High, Low, Close, and Volume (OHLCV) measures. The dataset covers all securities listed on U.S. public exchanges, including common stocks, ETFs, ETNs, ADRs, and funds. It provides both raw and corporate-action-adjusted OHLCV data, enabling consistent historical analysis across events such as splits, dividends, and other corporate actions. In addition to total daily volume, the dataset separately reports market-hours trading volume and FINRA-reported volume. VWAP (Volume-Weighted Average Price) is calculated for both the full trading day and the market hours.
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