Equity, ETF, & Index Trades

Indices
equities
etfs

Download sample

All underlying equity and ETF trades with trade price and size, trade condition, exchange/venue and National Best Bid and Offer (NBBO)

Reference:
Exchange ID Mappings
Trade Condition ID Mappings

Subscription:

Daily file delivery

Historical Data:

Available from 2004 to present

One file per day or month depending on your file grouping selection. Monthly grouping may not be available for orders with a large number of symbols.

Fields:

Underlying Symbol
Quote Datetime
Exchange
Trade Price
Trade Size
Trade Condition Id
Canceled Trade Condition Id
Bid
Ask

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Underlying Symbols * All Symbols Pick Symbols

Dates * Choose a single date by double-clicking the same day. Or choose a date range by clicking once on a start date, and then again on an end date. Date ranges can span multiple months and years.

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