Sold by: algoseek
Deployed on AWS
Historical US Equity Continuous OHLC Minute Bars with 60+ data fields providing insights into market microstructure and dynamics for FAANG for 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 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 data for FAANG stocks, i.e., Facebook (FB), Amazon (AMZN), Apple (AAPL), Netflix (NFLX) and Alphabet (GOOG).
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 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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Dimensions summary
This listing is offered at no cost. It is a free sample of the US Equity Trade and Quote Extended Minute Bar dataset, limited to 2020 FAANG stocks in CSV format. There is a single pricing dimension with no term commitment, no user tiers, and no usage-based charges. You get access to the sample data without any billing. There are no paid options or add-ons to select within this listing.
Top-of-mind questions for buyers
You get a CSV sample of the US Equities Trade and Quote Extended Minute Bar dataset. It is limited to 2020 FAANG stocks. Each one-minute bar carries about 90 calculated metrics, including OHLCV, bid-ask spread analytics, trade classification, and time-weighted quote measures.
No. This listing carries a single free dimension with no term commitment, no user tiers, and no usage-based charges. You access the sample without billing. There is nothing to meter, upgrade, or renew within this listing.
Each bar covers one minute of US equity market activity from consolidated trade and quote data. The timeline is continuous. When no trading or quote update occurs in a minute, the last bid and ask carry forward, so the series stays gap-free.
algoseek.com
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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 |
|---|---|---|---|---|---|---|
2020 FAANG Equity Trade+Quote Minute Bar | All historical revisions | All future revisions | Not included | Not included |
Resources
Vendor resources
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