The U.S. Equities Trade and Quote Extended Second Bar (Excluding FINRA/TRF Trades) dataset provides a high-granularity, event-driven view of U.S. equity market activity at one-second resolution, derived from consolidated trade and quote (TAQ) data while explicitly excluding off-exchange trades reported to FINRA Trade Reporting Facilities (TRF). Each one-second bar contains approximately 90 calculated metrics, capturing detailed price behavior, quote dynamics, and short-horizon order-flow characteristics based solely on on-exchange trading activity. In addition to standard Open, High, Low, Close, and Volume (OHLCV) measures, the dataset includes market microstructure analytics such as trade classification at bid/mid/ask, uptick and downtick statistics, bid-ask spread measures, and time-weighted bid and ask metrics. The dataset uses an event-based bar construction: a one-second bar is generated only when qualifying trade or quote activity occurs. Seconds with no activity do not produce a bar, preserving the natural temporal density of exchange events without artificial interpolation. Data is derived from Equity Securities Information Processor (SIP) feeds and includes all eligible on-exchange trades and top-of-book quotes across public-traded U.S. equity issue types, including common and preferred stocks, ETFs, ETNs, ADRs, warrants, units, etc.