The U.S. Equities Trade-Only dataset provides a tick-by-tick record of executed trades for U.S. exchange-listed equity securities, derived from the consolidated Equity SIP Last Sale. The dataset captures trades executed on all U.S. public equity exchanges, as well as off-exchange trades reported to FINRA Trade Reporting Facilities (TRF). For each trade, core attributes such as price, size (volume), market center, and sales condition codes are provided, enabling detailed analysis of execution activity and trade reporting context. Data spans the entire trading session, including pre-market (from 4:00 a.m.), regular market hours, and after-hours trading (through 8:00 p.m.), offering a complete view of daily trade flow without quote information. The dataset is delivered as trade-only data (no bids or asks), making it suitable for execution analysis, volume studies, and trade-based signal research where quote dynamics are not required.
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