Data Overview

1,253 U.S. equities and ETFs. 1-minute bars. March 7, 2022 through present (IEX Exchange HIST).

1,253

Tickers

295.2M

Bars (Clean)

1,150

Trading Days

25

Academic Variables

Browse the full ticker list — searchable and filterable by sector, type (Stock/ETF), and index membership (S&P 500, Nasdaq 100, Dow 30).

Coverage by liquidity quintile

Tickers are sorted by average daily dollar volume on IEX into five groups of near-equal size. Data quality varies systematically with liquidity: IEX carries a small share of the trading in each name, so a thinly traded ticker has no IEX trade in most minutes. The figures cover March 7, 2022 to October 5, 2026; they are not recomputed with each daily update.

Quintile Tickers Avg. daily dollar volume on IEX Avg. gap rate Minutes with a trade
Q5 (most liquid) 250 $17.2M and above 10.0%
Q4 250 $8.1M to $17.1M 18.6%
Q3 251 $3.2M to $8.0M 27.6%
Q2 251 $285K to $3.2M 61.0%
Q1 (least liquid) 251 below $285K 94.8%

Gap rate = fraction of the daily grid (390 one-minute bars, 09:30–15:59 ET; fewer on an early-close day for a ticker that trades through the short session) with no observed trade, in the Raw version. It is averaged over the sessions on which the ticker has at least one bar, then over the tickers of the group. A session with no IEX trade at all is not in the average: in Q1 a ticker has a bar on 79.6% of the sessions between its first and last bar, on average; in every other group the share is above 99%. Dollar volume is the trading on IEX only, not the consolidated volume.

Data sources

Important: Every bar is from IEX Exchange only (~2–3% of consolidated volume). See Known Issues for detailed implications for research.

IEX Exchange HIST

Single exchange only — IEX Exchange pcap files, parsed into one-minute OHLCV bars. IEX represents approximately 2–3% of consolidated volume. Volume and trade counts are substantially lower than the full tape. Some tickers may have no IEX trades on a given day.

Coverage: March 2022 – present (updated daily)

IEX Exchange HIST is the only free, redistributable source of U.S. equity intraday data.

Data provided for free by IEX. By accessing or using IEX Historical Data, you agree to the IEX Historical Data Terms of Use.

Available timeframes

Both versions (Raw and Clean) are available in eight timeframes, aggregated from the base 1-minute bars:

1-min
Base data
5-min
15-min
30-min
Hourly
Daily
Weekly
Monthly
Download Data Read Documentation