US Equities Daily OHLC Adjusted

How to use it

Times are local US Eastern clock times (DST-aware), not UTC. Treat TRADE NB / NBBO-flagged rows as the backtest-grade subset. Cancellations reference earlier trades and can arrive hours later, so aggregate only after the session closes. Prices are unadjusted unless the dataset name says Adjusted; join us-equities-*-adjustment-factors on SecId for adjustment.

Typical use

Backtesting, execution and microstructure research, feature engineering for US equities.

Limitations

Delivered as recorded from the source feed: AlgoSeek does not remove crossed or locked quotes, bad prints, or out-of-sequence packets unless contracted to. Consumers own cleaning. Sample channel: S3 CSV (sample_channel s3/cloud_storage, eq_daily_ohlc_adj_tradedate.csv, 100 rows, all 2023-08-02); this dataset does not ship an ArdaDB sample (its unadjusted sibling does). The JSON preview is identical to the CSV. Empty cells = no qualifying trade: in the sample Open/Close are empty on 2 rows, High/Low on 6 rows, FINRA volume (and its Adj) on 6 rows; the matching *Adj cells are empty too. High/Low can be empty while Open/Close are populated (e.g. AACT: open 10.175, close 10.18, no High/Low). Low <= Open,Close <= High is NOT guaranteed: among the 94 sample rows with all four raw prices present, 12 have High below max(Open, Close) and 13 have Low above min(Open, Close) (Open/Close use primary-exchange auctions; High/Low exclude FINRA, odd lots, extended-hours and special-price trades). Backward adjustment: *Adj values for a past date are expressed in the terms of the latest corporate-event state, so they change when a later event occurs (per the Adjustment Factors guides algoseek rebuilds when a new event arrives); the OHLC guide states no restatement policy or as-of date. Guide v1.1.0 (2026-02-09) began including the partial-liquidation event in price adjustment.

Coverage

SIP (Consolidated Feed) trades for all securities listed on US public exchanges (common stocks, ETFs, ETNs, ADRs, funds), built with algoseek's Open/High/Low/Close logic, raw and backward-adjusted side by side. History start not stated.

Answers to common questions

What time zone are the timestamps in?

US Eastern local time with daylight saving (the guides label it EST/ET).

Are prices adjusted for splits and dividends?

Only in datasets whose name contains Adjusted; all others are as traded.

Usage constraints

• Licensed vendor data: never export raw rows to a tenant-local destination or include them verbatim in a public artifact; serve only through entitlement-checked platform reads.
• Do not treat the vendor's `Ticker` as a stable identity across time; join on an AlgoSeek security key (SecId or ASID, which are distinct) or the platform symbol mapping.

Known issues (8)

• Primary key is inferred; AlgoSeek's guide does not name one.
• Documentation discrepancyField order: the guide says SecId-aggregated files use TradeDate, Ticker, SecId and tradedate-aggregated files put SecId second; the sample (named ..._tradedate.csv, one row per ticker for one date) is TradeDate, Ticker, SecId.
• Documentation discrepancyThe guide's volume section and Table 3 refer to ListedMarketHoursVolume, ListedTotalVolume, FinraMarketHoursVolume and FinraTotalVolume, which are Daily TAQ columns and not part of this dataset; 'tOpenindPrints' and 'tDerivativelyPrices' are typos for tOpeningPrints / tDerivativelyPriced.
• Documentation discrepancyProduct page says 'Files are systematically categorized by date and ticker' (on the unadjusted page) while the guide describes tradedate and secid aggregations; this adjusted page does not repeat the sentence.
• Documentation discrepancyGuide says rows are 'individual events (see Table 1)'; rows are per-security daily bars (carried-over text).
• Documentation discrepancyGuide has no 'Missing' column; the sample uses empty cells for missing values (6 of 100 rows have empty High/Low/FINRA fields) whereas the ArdaDB sibling prints 0.
• Documentation discrepancySample prices print with variable width ('122', '128.72'), unlike the fixed-width industry-standard adjusted sample.
• Documentation discrepancyNo history start date is given in the guide or on the product page.