Equity & ETF Trades
  • equities
  • etfs

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).

File specification
Exchange ID Mappings
Trade Condition ID Mappings


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)


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

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Warning: Data is unavailable for either specific dates or symbols from your selection. Show excluded symbols and dates here.
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