algoseek Equity Trade Only dataset is "as-is" intraday market data collected from real-time SIP feed, containing all trades from all U.S. exchanges and FINRA, with nanosecond timestamp and sale condition modifiers normalized into a 4-byte bitmask. Data includes FAANG stocks for 2020, and covers the full trading session from pre-market to after-hours.
Data is organized into one ZIP file per trading day with one file per ticker in CSV file.
For more details and the full list of fields for this dataset, please refer to algoseek’s Equity Trade Only Guide.
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algoseek is a leading market and reference data provider for quantitative trading and research. We provide the most comprehensive and information-rich market data products in the financial markets covering all major asset classes from Equities, Options, and Futures to Cryptocurrencies, and all data formats from tick-level data to aggregations such as minute bars and EOD.
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This listing is offered at no cost. It provides a single 2020 dataset of US equity trade-only records in CSV format. There is one option with no tiers, instance sizes, or usage add-ons to compare. You download the file and pay nothing. Because it is a fixed historical sample covering one year, pricing does not scale with usage, users, or volume. No exchange fees apply to this historical data.
Top-of-mind questions for buyers
What data does this free file contain, and what does one record represent?
The file holds US equity trade-only records for the 2020 FAANG stocks in CSV format. Each record represents a single executed trade derived from the SIP Last Sale feed, including on-exchange and off-exchange trades across the full session, from pre-market to after-hours.
Are there exchange fees or ongoing charges on this historical trade data?
No. This is historical data, and no exchange fees apply to it. The file is offered at no cost with no ongoing charges. Exchange fees only apply to real-time or delayed streaming feeds, which this listing does not include.
Does cost change if my team grows or I download the file repeatedly?
No. The file is free, so cost does not scale with the number of users, downloads, or data volume. It is a fixed 2020 sample, not a metered feed. Nothing you do with the download triggers a charge.
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