Select your own custom interval from 1 minute to end-of-day on equities and ETFs.

Each interval snapshot includes open, high, low and closing prices (OHLC), trading volume, Volume Weighted Average Price (VWAP), and underlying equity bid/ask.

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

Subscription:

Intraday or nightly file delivery

Historical Data:

Available from 2010 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.

Reference:

File specification

Fields:

• Underlying Symbol
• Quote Datetime
• Open
• High
• Low
• Close
• Trade Volume
• VWAP
• Bid
• Ask