Flat Files/Stocks Minute Candlesticks

Stocks Minute Candlesticks

60.3 GB

8 columns

From Sep 10, 2003

Candlesticks with open, high, low, close, and volume at per minute granularity across all U.S. equities.

Tickers

32,345+

Rows

350 Billion+

Coverage Start

Sep 10, 2003

Region

United States

Available

End of day

Resolution

Nanosecond

Sample Data

CSV sample file
tickervolumeopenclosehighlowwindow_starttransactions
MSFT1975276.75275.52276.75275.25167999040000083
MSFT2349275.2274.46275.2274.46167999046000099
MSFT1739274.54274.5274.54274.15167999052000055
MSFT731275274.53275274.33167999058000021
MSFT255274.66274.65274.66274.65167999064000010
MSFT305274.9274.9274.9274.9167999088000015
MSFT541274.9274.91274.91274.9167999094000011
MSFT465274.92274.9274.92274.9167999100000012
MSFT71327527527527516799910600007
MSFT394275.11275.11275.11275.1116799911200008

Documentation

ticker - string

The exchange symbol that this item is traded under.


volume - number

The trading volume of the symbol in the given time period.


open - number

The open price for the symbol in the given time period.


close - number

The close price for the symbol in the given time period.


high - number

The highest price for the symbol in the given time period.


low - number

The lowest price for the symbol in the given time period.


window_start - timestamp - integer

The Unix millisecond timestamp for the start of the aggregate window.


transactions - integer

The number of transactions in the aggregate window.