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US Equities Trade Only Second Bar Excluding FINRA/TRF Trades

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/v1/data/us-equity/trades-1sec-nofinra/:identifier

The U.S. Equities Trade-Only Second Bar (Excluding FINRA/TRF Trades) dataset provides a one-second summary of executed trades for U.S. exchange-listed equities, constructed exclusively from on-exchange trade activity. Each one-second interval includes Open, High, Low, Close, and Volume (OHLCV) metrics, along with VWAP and trade count, delivering a high-resolution intraday view of trading activity based solely on lit exchange executions. Off-exchange trades reported to FINRA Trade Reporting Facilities (TRF) are explicitly excluded, enabling clean isolation of exchange-driven price formation and volume. The dataset is derived from the consolidated Equity Securities Information Processor (SIP) trade feed and covers all public-traded U.S. equity issue types, including common and preferred stocks, ETFs, ETNs, ADRs, warrants, and units.

For more details, please refer to the dataset documentation: US Equities Trade Only Second Bar Excluding FINRA/TRF Trades Guide.

Advanced Filtering

You can provide one or multiple filter expressions based on the dataset's columns to narrow down the results. For example, StartDate.gt=2023-01-01&StartDate.lt=2023-12-31, Ticker=AAPL.

Please refer to the Advanced Filtering Guide for the extensive reference.

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Responses​

JSON, CSV file, or gzip-compressed CSV file, depending on the value of response_format query parameter