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US Equity Trade+Quote Minute Bar | from 2020 + daily updates (CSV)

Provided By: algoseek

US Equity Trade+Quote Minute Bar | from 2020 + daily updates (CSV)

Provided By: algoseek

Historical US Equity Continuous OHLC Minute Bars with 60+ data fields providing insights into market microstructure and dynamics with daily updates for all listed stocks, ETNs, ETFs, ADRs, and funds from 16+ US exchanges and marketplaces from 2020.

Product offers

The following offers are available for this product. Choose an offer to view the pricing and access duration options for the offer. Select an offer and continue to subscribe. Your subscription begins on the date that your request is approved by the provider. Additional taxes or fees might apply.

Public offer

Payment schedule: Upfront payment | Offer auto-renewal: Supported
$7,320 for 12 months

Overview

EQUITY TRADE AND QUOTE MINUTE BAR Data Product Overview

This dataset is based on trades and top-of-book quotes and contains 60+ data points ranging from the traditional Open/High/Low/Close/Volume to statistics on spreads, trades at bid/mid/ask, quote count, tick count, FINRA volume, repeat uptick/downtick volume, time-weighted bid/ask, etc. Data is in nanosecond timestamps with continuous bar time and includes all listed and delisted stocks, ETNs, ETFs, ADRs, and warrants, etc. from January 2020 to the present.

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+Quote Minute Bar Guide .

Need Help?

If you have questions about this dataset or need custom bars with different intervals, data fields and/or event inclusion/exclusion rules, please reach out to our team of experts using the following contact details:

support@algoseek.com
sales@algoseek.com
+1 646 583 1832

About Company

algoseek is a leading market and reference data provider for quantitative trading and research. We provide the most comprehensive and information-rich 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.

Provided By
Fulfillment Method
AWS Data Exchange

Data sets (4)

You will receive access to the following data sets

Revision access rules
All historical revisions | All future revisions
Name
Type
Data dictionary
AWS Region
2023 US Equity Trade+Quote Minute Bar Zipday
Not included
US East (N. Virginia)
2022 US Equity Trade+Quote Minute Bar Zipday
Not included
US East (N. Virginia)
2021 US Equity Trade+Quote Minute Bar Zipday
Not included
US East (N. Virginia)
2020 US Equity Trade+Quote Minute Bar Zipday
Not included
US East (N. Virginia)

Usage information

By subscribing to this product, you agree that your use of this product is subject to the provider's offer terms including pricing information and Data Subscription Agreement . Your use of AWS services remains subject to the AWS Customer Agreement  or other agreement with AWS governing your use of such services.

Support information

Support contact email address
Support contact URL
Refund policy
Refunds are not offered for this product
General AWS Data Exchange support