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 Eastern Time and another at the market close (market closing time is product dependent). On half trading days, the value in the "1545" fields will be taken at 12:45 pm ET but the field names will remain the same.
The ‘close’ represents the Last Traded Price during Regular Trading Hours for the symbol. There will be an additional file called UnderlyingEODSummaries_YYYY-MM-DD.zip that will contain closing marks for the day per symbol/exchange with an identification which exchange is the primary listed market for the underlying.
Available as one-time historical purchase and ongoing daily file subscription
Underlying EOD File
Underlying EOD Summary file