Flat Files/Stocks Trades

Stocks Trades

2.3 TB

13 columns

From Sep 10, 2003

Tick-level trades with nanosecond timestamps from all major U.S. exchanges and darkpools, including NYSE, Nasdaq, Cboe, Finra, and more.




350 Billion+

Coverage Start

Sep 10, 2003


United States


End of day



Sample Data

CSV sample file


ticker - string

The exchange symbol that this item is traded under.

conditions - integer

A list of condition codes. If there are multiple conditions, they will appear in quotations, separated by commas. See Trade Conditions for Polygon.io’s definitions of each condition.

correction - integer

The trade correction indicator.

exchange - integer

The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.

id - string

The Trade ID which uniquely identifies a trade. These are unique per combination of ticker, exchange, and TRF. For example: A trade for AAPL executed on NYSE and a trade for AAPL executed on NASDAQ could potentially have the same Trade ID.

participant_timestamp - integer

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

price - number

The price of the trade. This is the actual dollar value per whole share of this trade. A trade of 100 shares with a price of $2.00 would be worth a total dollar value of $200.00.

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.

size - number

The size of a trade (also known as volume).

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_id - integer

The ID for the Trade Reporting Facility where the trade took place.

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.