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
10,413Coverage Start
September 1, 2003Available
End of dayRows
350 Billion+Region
United StatesResolution
MinuteDocumentation
Sample file| ticker | volume | open | close | high | low | window_start | transactions |
|---|---|---|---|---|---|---|---|
| MSFT | 1975 | 276.75 | 275.52 | 276.75 | 275.25 | 16799904000000000 | 83 |
| MSFT | 2349 | 275.2 | 274.46 | 275.2 | 274.46 | 16799904600000000 | 99 |
| MSFT | 1739 | 274.54 | 274.5 | 274.54 | 274.15 | 16799905200000000 | 55 |
| MSFT | 731 | 275 | 274.53 | 275 | 274.33 | 16799905800000000 | 21 |
| MSFT | 255 | 274.66 | 274.65 | 274.66 | 274.65 | 16799906400000000 | 10 |
| MSFT | 305 | 274.9 | 274.9 | 274.9 | 274.9 | 16799908800000000 | 15 |
| MSFT | 541 | 274.9 | 274.91 | 274.91 | 274.9 | 16799909400000000 | 11 |
| MSFT | 465 | 274.92 | 274.9 | 274.92 | 274.9 | 16799910000000000 | 12 |
| MSFT | 713 | 275 | 275 | 275 | 275 | 16799910600000000 | 7 |
| MSFT | 394 | 275.11 | 275.11 | 275.11 | 275.11 | 16799911200000000 | 8 |
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.