Flat Files/Stocks Minute Aggregates

Stocks Minute Aggregates

Candlesticks with open, high, low, close, and volume at per minute granularity across all U.S. equities, made available as a daily downloadable S3 file.

Company Tickers

10,413

Coverage Start

September 1, 2003

Available

End of day

Rows

350 Billion+

Region

United States

Resolution

Minute

Documentation

Sample file
tickervolumeopenclosehighlowwindow_starttransactions
MSFT1975276.75275.52276.75275.25167999040000000000083
MSFT2349275.2274.46275.2274.46167999046000000000099
MSFT1739274.54274.5274.54274.15167999052000000000055
MSFT731275274.53275274.33167999058000000000021
MSFT255274.66274.65274.66274.65167999064000000000010
MSFT305274.9274.9274.9274.9167999088000000000015
MSFT541274.9274.91274.91274.9167999094000000000011
MSFT465274.92274.9274.92274.9167999100000000000012
MSFT71327527527527516799910600000000007
MSFT394275.11275.11275.11275.1116799911200000000008

Columns

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 nanosecond timestamp for the start of the aggregate window.


transactions - integer

The number of transactions in the aggregate window.