# Generated by tools/build_contracts.py from tools/algoseek_catalog.py -- do not edit by hand. # Open Data Contract Standard v3.2.0 (https://bitol-io.github.io/open-data-contract-standard/). apiVersion: v3.2.0 kind: DataContract id: urn:alphaswarm:datacontract:algoseek:us-equities-industry-standard-daily-ohlc-adjusted name: AlgoSeek US Equities Industry Standard Daily OHLC Adjusted version: 0.1.0 status: draft domain: market-data tags: - algoseek - licensed-data - equity - us - daily_bar description: purpose: One row is one security on one trading day with industry-standard OHLCV and VWAP values, delivered both raw and backward-adjusted for corporate actions. Used for continuous, comparable daily price histories across splits, dividends and other capital changes. usage: 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_ind_std_adj.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. Raw columns (Open ... DailyVWAP) and adjusted columns (*Adj) are delivered together; raw values are unadjusted. Adjusted volumes are whole shares. Backward adjustment: values for past dates are expressed in the terms of the latest corporate-event state, so *Adj values for a historical date change when a later event occurs (per the Adjustment Factors guides, algoseek rebuilds when a new event arrives); the OHLC guide itself states no restatement policy or as-of date. Sample evidence: OpenAdj differs from Open on 6 of 100 rows (e.g. AA: 34.4250 -> 34.3236, ratio 0.99705) and volumes differ on 1 row (AAON 285,855 -> 190,570); ratios for the same ticker/date differ from the algoseek-logic adjusted sample (AA 0.98360), so the two samples were generated as of different dates or event sets.' authoritativeDefinitions: - type: businessDefinition url: https://algoseek.com/dataset/us-equities-industry-standard-daily-ohlc-adjusted/ - type: implementation url: https://algoseek.com/data-docs/equity-market-data/algoseek.US.Equity.Daily.OHLC.Industry.Standard.Adjusted.Guide.pdf - type: implementation url: https://algoseek.com/docs/rest-api/reference context: instructions: 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. verifiedStatements: - id: vs1 question: What time zone are the timestamps in? answer: US Eastern local time with daylight saving (the guides label it EST/ET). - id: vs2 question: Are prices adjusted for splits and dividends? answer: Only in datasets whose name contains Adjusted; all others are as traded. constraints: - id: c1 constraint: '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.' - id: c3 constraint: 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. servers: - server: algoseek-s3 type: s3 environment: vendor description: AlgoSeek flat-file delivery (the layout the schema below describes). location: s3://${ALGOSEEK_S3_BUCKET_EQ_DAILY_OHLC_IND_STD_ADJ}/ format: csv encoding: UTF-8 customProperties: - property: layout value: 'The guide describes plain-text CSV with a fixed header row and two aggregation options with identical fields: ''tradedate'' = one file with all symbols per trading day, ''secid'' = one file with all trading days for one SecId (e.g. SecId 33449 / AAPL, one year per file). Compression and bucket/key path are not stated.' - property: compression value: gzip - property: header value: true - property: entitlement value: Bucket access is granted per subscription; bucket names arrive with license provisioning. - server: algoseek-rest-api type: api environment: vendor description: AlgoSeek Datasets REST API (X-API-KEY header; JSON, CSV or gzipped CSV). Returns AlgoSeek's normalized API layout, which differs from the flat-file columns in this contract's schema. location: https://api.algoseek.com/v1/data/us-equity/daily-ohlc/:identifier?aggregation_logic=industry_std&adjusted=true customProperties: - property: auth value: X-API-KEY header issued by AlgoSeek - property: columnsEndpoint value: https://api.algoseek.com/v1/meta/datasets/{dataset_id}/columns - property: statusEndpoint value: https://api.algoseek.com/v1/meta/datasets/{dataset_id}/status - property: responseFormats value: - json - csv - csv_gzip - property: pagination value: offset + limit; tick endpoints take trade_date and identifier (Ticker or ASID) in the path schema: - name: us_equities_industry_standard_daily_ohlc_adjusted physicalName: eq_daily_ohlc_ind_std_adj physicalType: file logicalType: object businessName: US Equities Industry Standard Daily OHLC Adjusted description: One row is one security on one trading day with industry-standard OHLCV and VWAP values, delivered both raw and backward-adjusted for corporate actions. Used for continuous, comparable daily price histories across splits, dividends and other capital changes. dataGranularityDescription: one security (SecId/Ticker) x one trading day properties: - name: TradeDate logicalType: date logicalTypeOptions: format: yyyymmdd physicalType: string (yyyymmdd) (csv text) description: Trading date of the bar. primaryKey: true primaryKeyPosition: 1 required: true partitioned: true partitionKeyPosition: 1 customProperties: - property: evidence value: guide+sample - name: Ticker logicalType: string physicalType: string (csv text) description: Symbol name. customProperties: - property: evidence value: guide+sample - name: SecId logicalType: integer logicalTypeOptions: format: i64 physicalType: integer (csv text) description: algoseek unique security id; unchanged when the ticker changes. primaryKey: true primaryKeyPosition: 2 required: true partitioned: true partitionKeyPosition: 2 customProperties: - property: evidence value: guide+sample - name: Open logicalType: number physicalType: decimal (csv text) description: 'Opening price: first TRADE NB event from 09:30 ET, else first TRADE (Appendix B). Table 3 text wrongly says primary-exchange open.' customProperties: - property: unit value: USD - property: nullMeaning value: Blank if no valid trade after 09:30 ET (Appendix B); none empty in sample - property: evidence value: guide+sample - name: High logicalType: number physicalType: decimal (csv text) description: Highest qualifying trade price from 09:30 ET on any exchange or TRF (flag include/exclude lists), else highest TRADE NB; opening/closing trades count. customProperties: - property: unit value: USD - property: nullMeaning value: unstated; none empty in sample - property: evidence value: guide+sample - name: Low logicalType: number physicalType: decimal (csv text) description: Lowest qualifying trade price from 09:30 ET on any exchange or TRF (flag include/exclude lists), else lowest TRADE NB; opening/closing trades count. customProperties: - property: unit value: USD - property: nullMeaning value: unstated; none empty in sample - property: evidence value: guide+sample - name: Close logicalType: number physicalType: decimal (csv text) description: 'Closing price: last TRADE NB event of the day, else last TRADE; since 2026-02-23 NASDAQ-listed names use the official NASDAQ close when volume thresholds are met.' customProperties: - property: unit value: USD - property: nullMeaning value: Blank if no valid trade after 09:30 ET (Appendix B); none empty in sample - property: evidence value: guide+sample - name: MarketHoursVolume logicalType: integer logicalTypeOptions: format: i64 physicalType: integer (csv text) description: Total shares traded during regular market hours only (09:30-16:00 ET; to 13:00 on early closes). customProperties: - property: unit value: shares - property: evidence value: guide+sample - name: MarketHoursFinraVolume logicalType: integer logicalTypeOptions: format: i64 physicalType: integer (csv text) description: FINRA/TRF (off-exchange) shares traded during regular market hours. customProperties: - property: unit value: shares - property: nullMeaning value: unstated; none empty in sample - property: evidence value: guide+sample - name: DailyVolume logicalType: integer logicalTypeOptions: format: i64 physicalType: integer (csv text) description: Total shares traded for the whole day (pre-, regular and post-market). customProperties: - property: unit value: shares - property: evidence value: guide+sample - name: DailyFinraVolume logicalType: integer logicalTypeOptions: format: i64 physicalType: integer (csv text) description: FINRA/TRF shares traded for the whole day. customProperties: - property: unit value: shares - property: nullMeaning value: unstated; none empty in sample - property: evidence value: guide+sample - name: MarketHoursVWAP logicalType: number physicalType: decimal (csv text) description: Volume-weighted average trade price over regular hours plus the opening/closing cross (may print after 16:00 ET). customProperties: - property: unit value: USD - property: evidence value: guide+sample - name: DailyVWAP logicalType: number physicalType: decimal (csv text) description: Volume-weighted average trade price for the whole day including pre- and post-market trades. customProperties: - property: unit value: USD - property: evidence value: guide+sample - name: OpenAdj logicalType: number physicalType: decimal (csv text) description: Backward-adjusted opening price. customProperties: - property: unit value: USD - property: nullMeaning value: unstated; none empty in sample - property: evidence value: guide+sample - name: HighAdj logicalType: number physicalType: decimal (csv text) description: Backward-adjusted highest-trade price. customProperties: - property: unit value: USD - property: nullMeaning value: unstated; none empty in sample - property: evidence value: guide+sample - name: LowAdj logicalType: number physicalType: decimal (csv text) description: Backward-adjusted lowest-trade price. customProperties: - property: unit value: USD - property: nullMeaning value: unstated; none empty in sample - property: evidence value: guide+sample - name: CloseAdj logicalType: number physicalType: decimal (csv text) description: Backward-adjusted closing price. customProperties: - property: unit value: USD - property: nullMeaning value: unstated; none empty in sample - property: evidence value: guide+sample - name: MarketHoursVolumeAdj logicalType: integer logicalTypeOptions: format: i64 physicalType: integer (csv text) description: Backward-adjusted regular-market-hours volume. customProperties: - property: unit value: shares - property: evidence value: guide+sample - name: MarketHoursFinraVolumeAdj logicalType: integer logicalTypeOptions: format: i64 physicalType: integer (csv text) description: Backward-adjusted FINRA/TRF regular-market-hours volume. customProperties: - property: unit value: shares - property: nullMeaning value: unstated; none empty in sample - property: evidence value: guide+sample - name: DailyVolumeAdj logicalType: integer logicalTypeOptions: format: i64 physicalType: integer (csv text) description: Backward-adjusted whole-day volume. customProperties: - property: unit value: shares - property: evidence value: guide+sample - name: DailyFinraVolumeAdj logicalType: integer logicalTypeOptions: format: i64 physicalType: integer (csv text) description: Backward-adjusted FINRA/TRF whole-day volume. customProperties: - property: unit value: shares - property: nullMeaning value: unstated; none empty in sample - property: evidence value: guide+sample - name: MarketHoursVWAPAdj logicalType: number physicalType: decimal (csv text) description: Backward-adjusted VWAP over regular market hours. customProperties: - property: unit value: USD - property: evidence value: guide+sample - name: DailyVWAPAdj logicalType: number physicalType: decimal (csv text) description: Backward-adjusted VWAP for the whole trading day (the ind-std guide's table mislabels it DailyVWAP). customProperties: - property: unit value: USD - property: evidence value: guide+sample quality: - id: row_count_positive metric: rowCount mustBeGreaterThan: 0 dimension: completeness severity: error description: Every delivered partition (trade date, or snapshot) carries at least one row. - id: primary_key_unique metric: duplicateValues mustBe: 0 arguments: properties: - TradeDate - SecId dimension: uniqueness severity: error description: The declared primary key is unique within each delivered partition (one file or table snapshot). - id: bar_high_ge_low type: sql description: High is never below Low in the same row. query: SELECT COUNT(*) FROM {object} WHERE High IS NOT NULL AND Low IS NOT NULL AND High < Low mustBe: 0 dimension: accuracy severity: error - id: open_close_within_range type: sql description: 'Open and close usually sit inside the high-low range. Only a warning: some AlgoSeek aggregations take open/close from a different event set than high/low (seen in the Daily OHLC sample).' query: SELECT COUNT(*) FROM {object} WHERE Open > High OR Open < Low OR Close > High OR Close < Low mustBe: 0 dimension: accuracy severity: warning - id: DailyFinraVolume_non_negative type: sql description: DailyFinraVolume is never negative. query: SELECT COUNT(*) FROM {object} WHERE DailyFinraVolume < 0 mustBe: 0 dimension: accuracy severity: error - id: DailyVolume_non_negative type: sql description: DailyVolume is never negative. query: SELECT COUNT(*) FROM {object} WHERE DailyVolume < 0 mustBe: 0 dimension: accuracy severity: error - id: MarketHoursFinraVolume_non_negative type: sql description: MarketHoursFinraVolume is never negative. query: SELECT COUNT(*) FROM {object} WHERE MarketHoursFinraVolume < 0 mustBe: 0 dimension: accuracy severity: error - id: MarketHoursVolume_non_negative type: sql description: MarketHoursVolume is never negative. query: SELECT COUNT(*) FROM {object} WHERE MarketHoursVolume < 0 mustBe: 0 dimension: accuracy severity: error support: - channel: algoseek-support tool: email url: mailto:support@algoseek.com scope: issues description: Vendor support for data defects, missing days, and entitlement problems. team: name: AlphaSwarm data engineering slaProperties: - id: update_frequency property: frequency value: 1 unit: d driver: analytics - id: retention property: retention value: license-term description: Retention of landed copies is bounded by the AlgoSeek license; purge on termination. driver: regulatory customProperties: - property: vendor value: AlgoSeek - property: vendorDataGroup value: us-equity - property: vendorDatasetTextId value: eq_daily_ohlc_ind_std_adj - property: vendorSampleUrl value: https://as-metadata-services-assets.s3.amazonaws.com/sample_data/cloud_storage/eq_daily_ohlc_ind_std_adj.csv - property: assetClass value: equity - property: venues value: - FINRA TRF - property: coverage value: SIP (Consolidated Feed) trades for listed US stocks, ETNs, ETFs, ADRs and funds (page adds common and preferred stocks, warrants and units), with raw and backward-adjusted values side by side. History start not stated. - property: timezone value: America/New_York - property: sessionHours value: Pre-market 04:00:00-09:30:00 (excl.), market hours 09:30:00-16:00:00 (excl.), post-market 16:00:00-20:00:00 ET; market hours end 13:00:00 on early-close days; trades occasionally recorded several minutes after 20:00 - property: priceAdjustment value: 'adjusted (backward): raw Open/High/Low/Close/Volume/VWAP columns plus *Adj columns; events listed in the guide''s corporate-events table affect price and/or volume; no formula beyond ''backward adjusted'' is given' - property: licensedData value: true - property: evidenceGrade value: vendor-doc - property: knownIssues value: - Primary key is inferred; AlgoSeek's guide does not name one. - 'Doc discrepancy: Table 3''s last row is labelled ''DailyVWAP'' but is described as the backward-adjusted whole-day VWAP; the sample column is DailyVWAPAdj.' - 'Doc discrepancy: Field order: the guide says SecId-aggregated files use TradeDate, Ticker, SecId and tradedate-aggregated files put SecId second; the sample (one date, one row per ticker, i.e. tradedate-style) is TradeDate, Ticker, SecId.' - 'Doc discrepancy: Table 3 describes Open/Close as the ''Primary exchange opening/closing trade'' and points to sections ''Opening Trade Identification'' / ''Closing Trade Identification'' that do not exist; Appendices B and C define them as the first/last TRADE NB event from 09:30 (any venue). The guide has Appendices B and C but no Appendix A.' - 'Doc discrepancy: Bar Notes give sum(TradeSize) = MarketHoursVolume for both MarketHoursVWAP and DailyVWAP, although DailyVWAP is whole-day.' - 'Doc discrepancy: Guide cites ''individual events (see Table 3)'' for rows, but rows are per-security daily bars (text carried over from tick guides).' - 'Doc discrepancy: Decimal width: the sample prints Open/High/Low/Close (and Adj) at a fixed 4 decimals (122.0000) and VWAPs at 5 (126.75460), unlike the variable-width values of the ArdaDB sibling.' - 'Doc discrepancy: Guide has no ''Missing'' column, so null/empty behaviour is undocumented (Appendix B says Open/Close are empty if no valid trade after 09:30).' - 'Doc discrepancy: No history start date is given in the guide or on the product page.' contractCreatedTs: '2026-11-02T00:00:00Z'