Flat Files/Stocks Quotes

Stocks Quotes

8.7 TB

14 columns

From Sep 10, 2003

Top of book quotes with nanosecond timestamps from all major U.S. exchanges and darkpools, including NYSE, Nasdaq, Cboe, Finra, and more.

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
Tickerask_exchangeask_priceask_sizebid_exchangebid_pricebid_sizeconditionsindicatorsparticipant_timestampsequence_numbersip_timestamptapetrf_timestamp
MSFT19001900191679990340007888000941167999034001008459830
MSFT8008001916799903400862050001714167999034008753986230
MSFT00012275.332116799904000044522513178167999040000446815130
MSFT11277.01312275.332116799904000183720963886167999040001872651830
MSFT11277.01812275.332116799904000183728643890167999040001873238130
MSFT11276.4112275.332116799904000189401603939167999040001929180230
MSFT11276.4111275.351116799904000189811203940167999040001933260930
MSFT11276.18111275.351116799904000189877763941167999040001934333530
MSFT11276.2111275.351116799904000237276164348167999040002408051830
MSFT11276.23211275.351116799904000237742084351167999040002412508230

Documentation

ticker - string

The exchange symbol that this item is traded under.


ask_exchange - integer

The ask exchange ID.


ask_price - number

The ask price.


ask_size - number

The ask size. This represents the number of round lot orders at the given ask price. The normal round lot size is 100 shares. An ask size of 2 means there are 200 shares available to purchase at the given ask price.


bid_exchange - integer

The bid exchange ID.


bid_price - number

The bid price.


bid_size - number

The bid size. This represents the number of round lot orders at the given bid price. The normal round lot size is 100 shares. A bid size of 2 means there are 200 shares for purchase at the given bid price.


conditions - integer

A list of condition codes. If there are multiple conditions, they will appear in quotations, separated by commas.


indicators - integer

A list of indicator codes. If there are multiple indicators, they will appear in quotations, separated by commas.


participant_timestamp - integer

The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the trade was actually generated at the exchange.


sequence_number - integer

The sequence number represents the sequence in which trade events happened. These are increasing and unique per ticker symbol, but will not always be sequential (e.g., 1, 2, 6, 9, 10, 11). Values reset after each trading session/day.


sip_timestamp - integer

The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it.


tape - integer

There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C.

  • Tape A is NYSE listed securities
  • Tape B is NYSE ARCA / NYSE American
  • Tape C is NASDAQ

trf_timestamp - integer

The nanosecond accuracy TRF (Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this trade.