The U.S. Equities Standard Adjusted Daily OHLC dataset provides daily Open, High, Low, Close, and Volume (OHLCV) prices for U.S. equities sourced exclusively from each security’s primary (listing) exchange. This product determines official open and close prices at the primary exchange level, using exchange-specific condition codes in SIP feed where available in recent history and specialized historical reconstruction methodologies for earlier periods. This approach avoids the common practice of using the first and last consolidated trades of the day, which may include off-exchange, after-hours, or post-market executions, and instead reflects true primary-exchange trading sessions. Trading activity from pre-market and after-hours sessions is excluded, and reported volume reflects regular market-hours volume only. The dataset is derived from Equity Securities Information Processor (SIP) trades and covers all major U.S. equity issue types, including common and preferred stocks, ETFs, ETNs, ADRs, warrants, and units. Adjustment factor data is provided to ensure continuity and comparability of historical price and volume series across corporate events such as splits, dividends, and other capital changes.