
Overview
EQUITY TRADE ONLY MINUTE BAR EXCLUDING TRF Data Product Overview
algoseek Equity Trade Only Minute Bar is a trade-based bar data including Open/High/Low/Close/Volume, VWAP, and Total Trades information for each minute. Data includes all listed and delisted stocks, ETNs, ETFs, ADRs, etc., from all listed exchanges since January 2007.
This minute bar includes trades only from listed exchanges; TRF reports from dark pools, OTC, and broker-dealer internal crosses are excluded.
Data is organized into one ZIP file per trading day with one file per ticker in CSV file.
For more details, please refer to algoseek’s US Equity Trade Only Minute Bar excluding TRF Guide
Need Help?
If you have questions 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 Two Months Equity Trade Only Minute Bar excluding TRF | All historical revisions | All future revisions | Not included | Not included |
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