About US Equities
The US Equities dataset by AlgoSeek is survivorship bias-free daily coverage of every stock traded in the US Securities Information Processors (SIP) CTA/UTP feed since 2007. The dataset covers approximately 27,500 securities, starts in January 2007, and is delivered in any resolution from tick to daily. The Data is collected from the full SIP feed via our Equinix co-located servers, including all trades and quotes published to every exchange as well as FINRA. Over-the-Counter (OTC) trades are not included.
This dataset depends on the US Equity Security Master dataset because the US Equity Security Master dataset contains information on splits, dividends, and symbol changes.
AlgoSeek is a leading historical intraday US market data provider offering the most comprehensive and detailed market data and analytics products in the financial industry covering Equities, Futures, Options, cash FOREX, and Cryptocurrencies. AlgoSeek data is built for quantitative trading and machine learning. For more information about AlgoSeek, visit algoseek.com.
QuantConnect was founded in 2012 to serve quants everywhere with the best possible algorithmic trading technology. Seeking to disrupt a notoriously closed-source industry, QuantConnect takes a radically open-source approach to algorithmic trading. Through the QuantConnect web platform, more than 50,000 quants are served every month.
The AlgoSeek US Equities dataset enables researchers to accurately design Equity trading strategies. Examples include:
- Momentum strategies using historical returns on the premise that the momentum will continue
- Value strategies using fundamental factors on the premise that the price of undervalued securities will rise
- Factor investing with periodic rebalancing
Freely harness terabytes of US Equities data in the QuantConnect Cloud for your backtesting and live trading purposes.
US Equity Tick resolution archives in LEAN format for on premise backtesting and research. One file per ticker/day.
6 QCC/fileLEAN CLI
US Equity Second resolution archives in LEAN format for on premise backtesting and research. One file per ticker/day.
5 QCC/fileLEAN CLI
US Equity Minute resolution archives in LEAN format for on premise backtesting and research. One file per ticker/day.
5 QCC/fileLEAN CLI
US Equity Hourly resolution archives in LEAN format for on premise backtesting and research. One file per ticker.
300 QCC/fileLEAN CLI
US Equity Daily resolution archives in LEAN format for on premise backtesting and research. One file per ticker.
100 QCC/fileLEAN CLI
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