US Equities Daily SSR Circuit Breakers

How to use it

Rows are effective-dated. Answer point-in-time questions with the row in force on the as-of date, never the latest row. SecId and ASID are both durable AlgoSeek security keys but different values (the ASID lookup links them); tickers are reused across companies, so resolve a ticker to a key with a trade date.

Typical use

Point-in-time security identity, corporate-action adjustment, and universe construction for US equities.

Limitations

Vendor-curated reference data: rows can be restated when AlgoSeek learns of a late or corrected event, so land each delivery as a snapshot rather than overwriting history. Point-in-time: TriggerTime is the intraday moment the SSR was triggered on TradeDate; the restriction (short sales only above the national best bid) applies for the rest of that day and the next trading day per the page, so the second-day restriction must be derived (the guide does not say it is emitted as its own row). 15 of 100 sample rows have TriggerTime exactly 09:30:00 - the guide does not say whether these are opening-print triggers or carry-over restrictions. Identifiers: SecId (algoseek) and Ticker (as of TradeDate) only; no ASID, CUSIP or ISIN. Name and PrimaryExchange are as of TradeDate ('Primary listing exchange on the TradeDate'). Row order in the sample is ascending TriggerTime within the file; the guide does not promise any sort order. One row per SecId per TradeDate in the sample (100 unique SecIds), but uniqueness is not stated in the guide. Universe includes non-common instruments (warrants and units, e.g. CLNNW, FFIEW, BITE.WS) listed on NASDAQ/NYSE/AMEX/ARCA/BATS.

Coverage

SSR executions on NYSE-listed securities from 2015-03-25 and Nasdaq-listed securities from 2011-02-28 (guide); both exchanges are combined in one file per trading date.

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 (5)

• Primary key is inferred; AlgoSeek's guide does not name one.
• Documentation discrepancyGuide intro says data is available from NYSE (2015-03-25) and NASDAQ (2011-02-28), but PrimaryExchange values include AMEX (also in the guide's own Table 1), and the sample adds BATS and ARCA; the guide does not enumerate the value set.
• Documentation discrepancyGuide intro words the trigger as the price dropping 'below 10% from the previous close' with the restriction lasting 'up to 2 trade days'; the page states a -10% decline with the restriction for the rest of the day and the following day. The threshold wording is not precise about whether exactly 10% triggers.
• Documentation discrepancyPage says the dataset identifies securities for which the circuit breaker 'was in effect', while the guide and TriggerTime describe the trigger event; the guide does not say whether the second restricted day (carry-over) is listed again.
• Documentation discrepancyGuide gives no Missing column and does not state the time zone of TriggerTime.