• Twitter YouTube Facebook LinkedIn Apps RSS Feed

Historical Equity & ETF Data

End-of-Day Equity Quotes

The equity quotes end-of-day files, recap the day’s trading activity in the underlying security. Open, high, low, close, trading volume and VWAP are included with two NBBO snapshots, one at 15:45 and another at 16:00.

Equity & ETF Quotes Intervals

Select your own custom interval from 1 minute to end-of-day. Open, high, low, close, trading volume, VWAP, and underlying market (bid and ask) are included in each interval calculation.

Equity & ETF Trades Data

See every underlying trade in an underlying security. Trade price, trade size, trade condition, the trading venue and national best bid and offer are included in each record.

VIX Spot Values

VIX index (spot) values are the intraday values of the index only. This data is available starting from January, 1992. The frequency of the VIX index values is every minute for data prior to 2004 and every 15 seconds, including milliseconds, from 2004 and after.