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 2015.
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 2015 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
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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 | $10,800.00 |
Dimensions summary
This listing is sold as a single contract for the US Equity Trade and Quote Extended Minute Bar dataset. You license the data for a fixed term rather than paying per unit of usage. The contract includes the full historical archive from 2015 plus daily automated updates for the life of the license. Delivery is by CSV. Billing starts after a 30-day setup window, and there are no exchange fees on historical data. Because only one dimension is offered, pricing does not scale across tiers or sizes; you commit to this dataset under one agreement.
Top-of-mind questions for buyers
Each one-minute bar holds around 90 calculated fields. Beyond Open, High, Low, Close, and Volume, you get trade classification at bid, mid, and ask, uptick and downtick counts, bid-ask spread analytics, and time-weighted bid and ask measures. Empty minutes carry forward the last bid and ask, so the series has no gaps.
No. This historical dataset carries no exchange fees; the contract price is all-inclusive. Exchange fees only apply to real-time streaming feeds, which are licensed separately. Delivery here is CSV of the historical archive plus daily updates, so no separate exchange licensing is required.
You delete the raw algoseek data at term end. Anything you derived stays with you: signals, statistical outputs, sampled data, and outputs that cannot be reverse-engineered back into the raw feed. During the term you can download as much as you want and store it on any infrastructure you control.
algoseek.com+2
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Vendor refund policy
Refunds are not offered for this product
Legal
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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 |
|---|---|---|---|---|---|---|
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 | ||
2019 US Equity Trade+Quote Minute Bar Zipday | All historical revisions | All future revisions | Not included | Not included | ||
2015 US Equity Trade+Quote Minute Bar Zipday | All historical revisions | All future revisions | Not included | Not included | ||
2016 US Equity Trade+Quote Minute Bar Zipday | All historical revisions | All future revisions | Not included | Not included | ||
2017 US Equity Trade+Quote Minute Bar Zipday | All historical revisions | All future revisions | Not included | Not included | ||
2018 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
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