The U.S. Equities Trade and Quote Minute Bar (Excluding FINRA/TRF Trades) dataset provides a minute-by-minute analytical view of U.S. equity market activity derived from consolidated trade and quote (TAQ) data, while explicitly excluding off-exchange trades reported to FINRA Trade Reporting Facilities (TRF). Each one-minute bar contains approximately 60 calculated metrics summarizing intraday price behavior, quote dynamics, and trading activity based solely on on-exchange executions. In addition to standard Open, High, Low, Close, and Volume (OHLCV) measures, the dataset includes market microstructure indicators 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 a continuous minute-bar timeline. When no qualifying trade or quote updates occur during a given minute, the most recent bid and ask values are carried forward, ensuring a complete, gap-free time series that simplifies downstream joins and modeling. 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. Files are organized by trading date and ticker symbol to support efficient ingestion and scalable intraday analysis.