Sold by: algoseek
Deployed on AWS
One-minute bars with 60+ data fields to provide insights into market microstructure and dynamics. FINRA/TRF trades are excluded.
Overview
EQUITY TRADE AND QUOTE MINUTE BAR EXCLUDING TRF Data Product Overview
algoseek Equity Trade and Quote Minute Bar contains 60+ data points, from traditional Open/High/Low/Close/Volume to statistics on spread, trades at bid/mid/ask, quote count, tick count, repeat uptick/downtick volume, time-weighted bid/ask, etc. Data is in nanosecond timestamp and continuous bar time and includes all listed and delisted stocks, ETNs, ETFs, ADRs, and warrants, etc., 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.
For more details, please refer to algoseek’s US Equity Trade+Quote 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.
Details
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Pricing
This product is available free of charge. Free subscriptions have no end date and may be canceled any time.
Additional AWS infrastructure costs may apply. Use the AWS Pricing Calculator to estimate your infrastructure costs.
Dimensions summary
This listing is offered at no charge. It covers one month of 2020 US equity trade and quote minute bar data in CSV format, with off-exchange trades reported to FINRA Trade Reporting Facilities excluded. Pricing carries a single dimension with no tiers, quantity choices, or usage add-ons. You get the specified month of data under this free option, so there is no scaling logic or metered billing to weigh. Because only one dimension exists, there are no size, term, or volume variations to compare.
Top-of-mind questions for buyers
You get one calendar month of 2020 US equity minute bar data in CSV. Each one-minute bar carries market microstructure metrics like spread and order-flow measures. 'Excluding TRF' means off-exchange trades reported to FINRA Trade Reporting Facilities are removed, leaving a view of exchange-only trading activity.
The dataset uses a continuous minute-bar timeline. When no trading or quote updates happen in a given minute, the most recent bid and ask values carry forward. This produces a gap-free time series across the month, which simplifies joins and downstream model building.
No. This listing is free and covers historical data only. Historical US equity data carries no exchange licensing fees, so the price is all-inclusive for the single month provided. There is no metered usage, no per-user charge, and no recurring billing on this option.
algoseek.com+2
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Vendor refund policy
Refunds are not offered for this product
Legal
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Content disclaimer
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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 Two Months Equity Trade+Quote Minute Bar excluding TRF | All historical revisions | All future revisions | Not included | Not included |
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Vendor resources
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