
Overview
EQUITY TRADE AND QUOTE Data Product Overview
algoseek Equity Trade and Quote dataset is "as-is" intraday market data collected from live SIP feed, including all trades and top-of-book quotes from all U.S. exchanges and FINRA with nanosecond timestamp, NBBO and trade/quote conditions. Data contains all U.S. listed and delisted stocks, ETFs, ETNs, ADRs, warrants, etc. since 2007, and covers the full trading session from pre-market to after-hours.
For more details, please refer to algoseek’s US Equity Trade and Quote 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 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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You will receive access to the following data sets.
Data set name | Type | Historical revisions | Future revisions | Sensitive information | Data dictionaries | Data samples |
|---|---|---|---|---|---|---|
2020 FAANG Equity Trade+Quote | All historical revisions | All future revisions | Not included | Not included |
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