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End-of-Day Equity Quotes – Subscription

The equity quotes end-of-day files, recap the day’s trading activity in the underlying security. Open, high, low, close, trading volume and VWAP are included with two NBBO snapshots, one at 15:45 and another at the market close (market closing time is product dependent). Sign up for a one month or one year subscription and receive a daily delivery of your files via our FTP site. Effective February 5, 2020 on half trading days, the value in the "1545" column will be taken at 12:45 pm ET and the column name of 1545 will be unchanged.

From June 15th onward the ‘close’ for End-of-Day Equity Quotes will represent the Last Traded Price during Regular Trading Hours for the symbol. There will be an additional file called UnderlyingEODSummaries_YYYY-MM-DD.zip that will contain closing marks for the day per symbol/exchange with an identification which exchange is the primary listed market for the underlying.
Fields include:

Underlying EOD file

  • Underlying Symbol
  • Quote Date
  • Open
  • High
  • Low
  • Close
  • Trade Volume
  • VWAP
  • Best Bid 1545
  • Best Ask 1545
  • Best Bid Eod
  • Best Ask Eod

 

Underlying EOD Summary file

  • underlying_symbol
  • quote_datetime
  • open_or_close
  • exchange_id
  • trade_price
  • trade_condition_id
  • primary_exchange_ind
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