US Consolidated Equities (exc. OTC) Sample#

A subset of symbols from the US SIP for trading between January 2,2024 and March 31, 2024

  • Country: USA United States [US]

  • Mkt Hours: 09:30-16:00

  • Time Zone: America/New_York

  • Start Date: 20240102

  • Real Time Available: No

  • Bars Available: Yes

  • Book Depth Available: No


Details are provided below


Includes the following coverage:

US_COMP_SAMPLE - Coverage#

Security Type

# of Symbols

% of Total

ETF

1

0.2%

Equity

501

99.8%

Total

502

100%

Consists of 3 Databases



US_COMP_SAMPLE#

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

  • QTE - Best bid / offer quotes

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

  • TRD - Trades




US_COMP_SAMPLE_BARS#

Database includes the following Tables:

  • 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_SAMPLE_DAILY#

Database includes the following Tables:

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

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