Flat Files

Flat Files

Access the data you need with our S3 file interface - a seamless extension of your subscription. Included in all our paid API plans, flat file downloads offer convenient alternatives to APIs. The depth of your file access directly mirrors the tier of your subscription.


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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.

tickerconditionscorrectionexchangeidparticipant_timestamppricesequence_numbersip_timestampsizetapetrf_idtrf_timestamp
MSFT12,371111679990400018025984276.16155016799904000183813295530
MSFT12811679990400000110000276.751556167999040003483979610030
MSFT12,37821679990400000110000276.75155716799904000348498855030

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.

Tickerask_exchangeask_priceask_sizebid_exchangebid_pricebid_sizeconditionsindicatorsparticipant_timestampsequence_numbersip_timestamptapetrf_timestamp
MSFT19001900191679990340007888000941167999034001008459830
MSFT8008001916799903400862050001714167999034008753986230
MSFT00012275.332116799904000044522513178167999040000446815130

60.3 GB

8 columns

From Sep 10, 2003

Candlesticks with open, high, low, close, and volume at per minute granularity across all U.S. equities.

tickervolumeopenclosehighlowwindow_starttransactions
MSFT1975276.75275.52276.75275.25167999040000083
MSFT2349275.2274.46275.2274.46167999046000099
MSFT1739274.54274.5274.54274.15167999052000055

739.8 MB

8 columns

From Sep 10, 2003

Candlesticks with open, high, low, close, and volume at per day granularity across all U.S. equities.

tickervolumeopenclosehighlowwindow_starttransactions
BCC24827461.6861.9962.56561.4116800336000004073
CLDX88295835.0334.7835.8134.3916800336000009971
TRND208426.7326.766226.766226.7201168003360000011