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 US Eastern Time and another at the market close (market closing time is product dependent). The ‘close’ represents the last traded price during Regular Trading Hours (RTH) for the symbol.

We also include a supplementary file that contains opening and closing marks for the day per symbol/exchange, and identifies the primary listed market for the underlying.

This data set covers U.S. Equities and ETFs primary listed on national equity exchanges (excludes OTC) during Regular Trading Hours (RTH).

Subscription:

Daily file delivery

Historical Data:

Available from January 2010 to present

Reference:

File specification

Field List:

Underlying EOD File

• Underlying Symbol
• Quote Date
• Open
• High
• Low
• Close
• Trade Volume
• VWAP
• Best Bid 1545
• Best Ask 1545
• Best Bid Eod
• Best Ask Eod

Underlying EOD Summary file

• Underlying Symbol
• Quote DateTime
• Open or Close
• Exchange Id
• Trade Price
• Trade Condition Id
• Primary Exchange