Sold by: algoseek
Deployed on AWS
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.
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.
Details
New
Introducing multi-product solutions
You can now purchase comprehensive solutions tailored to use cases and industries.
Features and programs
Financing for AWS Marketplace purchases
AWS Marketplace now accepts line of credit payments through the PNC Vendor Finance program. This program is available to select AWS customers in the US, excluding NV, NC, ND, TN, & VT.
Pricing
Pricing is based on the duration and terms of your contract with the vendor. This entitles you to a specified quantity of use for the contract duration. If you choose not to renew or replace your contract before it ends, access to these entitlements will expire.
Additional AWS infrastructure costs may apply. Use the AWS Pricing Calculator to estimate your infrastructure costs.
Dimension | Cost/12 months |
|---|---|
ProductAccess | $7,320.00 |
Vendor refund policy
Refunds are not offered for this product
Legal
Vendor terms and conditions
Upon subscribing to this product, you must acknowledge and agree to the terms and conditions outlined in the vendor's End User License Agreement (EULA) .
Content disclaimer
Vendors are responsible for their product descriptions and other product content. AWS does not warrant that vendors' product descriptions or other product content are accurate, complete, reliable, current, or error-free.
Delivery details
AWS Data Exchange (ADX)
AWS Data Exchange is a service that helps AWS easily share and manage data entitlements from other organizations at scale.
Additional details
You will receive access to the following data sets.
Data set name | Type | Historical revisions | Future revisions | Sensitive information | Data dictionaries | Data samples |
|---|---|---|---|---|---|---|
2021 US Equity Trade+Quote Minute Bar Zipday | All historical revisions | All future revisions | Not included | Not included | ||
2020 US Equity Trade+Quote Minute Bar Zipday | All historical revisions | All future revisions | Not included | Not included | ||
2022 US Equity Trade+Quote Minute Bar Zipday | All historical revisions | All future revisions | Not included | Not included | ||
2023 US Equity Trade+Quote Minute Bar Zipday | All historical revisions | All future revisions | Not included | Not included |
Resources
Vendor resources
Similar products
Nexusguard , Application protection, DNS protection and Origin protection solutions
Propensity model that determines the probability that a consumer uses Lyft
Parakeet transcribes audio into text, using spaces and apostrophes where needed
IBM Cloudability for US Federal is an industry-leading cloud cost management and optimization tool that enables technology, finance, and agency teams to maximize the value of their public cloud strategy.
Propensity model that determines the probability that a consumer is Macy's Clothing Shopper