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Product Details
Equity & ETF Trades
  • equities
  • etfs
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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:

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

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