US Consolidated Equities (exc. OTC)#

Consolidated data from all US equities exchanges excluding OTC traded securities. Provides from the US SIP (CTA/UTP)

  • Country: USA United States [US]

  • Mkt Hours: 09:30-16:00

  • Time Zone: America/New_York

  • Start Date: 19930104

  • Real Time Available: Yes

  • Bars Available: Yes

  • Book Depth Available: No


Details are provided below


Includes the following coverage:

US_COMP - Coverage#

Security Type

# of Symbols

% of Total

ADR

403

3.03%

Corporate Bond

57

0.43%

ETF

5662

42.51%

ETN

45

0.34%

ETV

90

0.68%

Equity

5267

39.54%

Fund

335

2.52%

Preferred Stock

430

3.23%

Right

121

0.91%

Structured Product

155

1.16%

Unit

310

2.33%

Unknown

13

0.1%

Warrant

432

3.24%

Total

13320

100%

Consists of 6 Databases



US_COMP#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • LULD - Limit Up / Limit Down price levels

  • MKT - Market phase / instrument status information

  • NBBO - National Best Bid / Offer quotes

  • NBBO_COMP - Best National Best Bid / Offer quotes from Even and Odd Lots

  • QTE - Best bid / offer quotes

  • QTE_COMP - Best Bid & Offer Quotes from Even and Odd Lots

  • STAT - Static data, e.g. ISIN, description, security type

  • TRD - Trades




US_COMP_BARS#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • LAT_1M - 1-minute Latency bars for real time delivered data

  • MKT - Market phase / instrument status information

  • QTE_1M - 1-minute quote bars

  • TRD_1D - Daily trade bars

  • TRD_1M - 1-minute trade bars

  • VWAP_1H - 1-hour VWAP bars




US_COMP_DAILY#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • EVENT - Events such as Earnings, and Company Conference Calls

  • STAT - Static data, e.g. ISIN, description, security type




US_COMP_LATEST#

Database includes the following Tables:

  • SNAP - Latest Trade & Quote / NBBO Prices for all Instruments in the venue

  • SNAP_NBBO - Latest NBBO for all Instruments in the venue

  • SNAP_TRD - Latest Trade Prices for all Traded Instruments in the venue




US_COMP_MKT_SHARE#

Database includes the following Tables:

  • QTE_NBBO_DAY - Daily Quote Metrics by Venue related to the NBBO

  • TRD_NBBO_DAY - Daily Trade Metrics by Venue related to the NBBO




US_COMP_TCA#

Database includes the following Tables:

  • TRD_TCA - Trades enriched with pravailing quotes / nbbo and offsets