Our database of historical intraday U.S. Equity Data contains all listed NYSE, AMEX, NASDAQ equities, including trading on regional exchanges, from January 1, 1993.
Special Notes About U.S. Equity Data
File Size Requirements – Market data sets vary greatly in size. Please read our Technical Paper, File Storage Requirements for High Frequency Data, for more information.
Download Sample Trade and Quote Equity Data
Survivorship Bias-Free Data
An added benefit of ordering all available symbols for our U.S. Equities or U.S. Options products is the inclusion of symbols that are no longer traded due to mergers, acquisitions, delistings, etc. An often ignored, but significant source of variation between theoretical and actual trading results, Survivorship Bias occurs when models are developed, tested, and optimized using only currently-traded symbols. When you order all symbols in either data set, you receive both active and inactive (no longer traded) companies, thus eliminating Survivorship Bias from your analysis. For more information, please read our Technical Paper entitled, Survivorship Bias in the Development of Equity Trading Systems.
One-Minute Equity Data (OMED)
For traders and analysts who measure frequency in minutes or hours rather than seconds or fractions of seconds, our One-minute Equity Data (OMED) is a gigabyte solution to the terabyte problem of archiving and processing tick-by-tick data. OMED includes trade data only (i.e. OMED includes no bid/ask quote data), and each one-minute interval includes Date, Time, Open, High, Low, Close, and Volume.
