Features of level 1 on-exchange pricing data

Dataset based on daily analysis of level 1 quote data from US exchanges. Includes all standard metrics such as open / high / low/ close price, but also weighted price averages in different trading phases and on different exchanges, as well as filtered according to the trade type.

Coverage

Wide US equity universe

Length of history

More than 10 years

Update frequency

Daily

Delivery frequency

Daily

Delivery Format

Database

Securities Mapping

Ticker

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