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.

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
tickerconditionscorrectionexchangeidparticipant_timestamppricesequence_numbersip_timestampsizetapetrf_idtrf_timestamp
MSFT12,371111679990400018025984276.16155016799904000183813295530
MSFT12811679990400000110000276.751556167999040003483979610030
MSFT12,37821679990400000110000276.75155716799904000348498855030
MSFT12,37831679990400000110000276.715581679990400034864884530
MSFT12,37841679990400000110000276.7155916799904000348690441030
MSFT12,37851679990400000110000276.6915601679990400034875659130
MSFT12,37861679990400000110000276.6915611679990400034882414330
MSFT12,37871679990400000110000276.69156216799904000348865934030
MSFT12,37881679990400000110000276.64156316799904000348933184030
MSFT12,37891679990400067336000276.52158216799904000675448132730

Documentation

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.