Changelog

October 6, 2026 — One price basis: stock splits only

• I rebuilt the bars from March 7, 2022 to March 27, 2026 from the IEX trade prices. The whole series is now adjusted for stock splits only. The dividend and spin-off adjustment that this period carried is removed, so its prices are higher for every ticker that paid a distribution, and every return is a price return (see Known Issues).
• Files downloaded before October 6, 2026 are on the old basis. Do not combine them with files downloaded since.
• Seven tickers (BRK-B, BF-B, PRN-, GOLD, PSTG, BK and LC) had missing sessions between March and October 2026. I filled them from the IEX HIST record: 221,672 one-minute bars.
• Downloads are open again since October 6, 2026.

October 3, 2026 — IEX segment only

• The dataset now holds the IEX Exchange HIST segment only (March 7, 2022 onward); earlier data is no longer offered.
• Downloads and new sign-ups were paused while every file was rebuilt from the IEX data. The rebuild finished on October 5, 2026, and new sign-ups reopened that day.

v1.0 — April 9, 2026 (Initial release)

• 1,391 U.S. equities and ETFs
• Two cleaning versions: Raw and Clean
• Coverage: January 1991 through April 2026 (majority from December 2002)
• Included an earlier consolidated-tape segment (withdrawn on October 3, 2026) and IEX exchange data from March 2022
• Nine-step cleaning pipeline
• 25 pre-computed academic variables per ticker per day
• Parquet file format
• REST API with JSON, CSV, and parquet response formats

Data processing timeline