Underlying Equity and ETF trades with trade price and size, trade condition, exchange/venue and National Best Bid and Offer (NBBO)
This data set covers U.S. Equities and ETFs primary listed on national equity exchanges (excludes OTC) during Regular Trading Hours (RTH).
Reference:
File specification
Exchange ID Mappings
Trade Condition ID Mappings
Subscription:
Daily 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.
File Size Estimates:
All symbols, annual disk space ~100GB (compressed)
Fields: