1,391 U.S. equities and ETFs. 1-minute bars. December 2002 through present.
Tickers
Bars (Clean)
Trading Days
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).
Tickers are sorted by average daily dollar volume into five quintiles. Data quality varies systematically with liquidity.
| Quintile | Tickers | Description | Avg. gap rate | Data completeness |
|---|---|---|---|---|
| Q5 (most liquid) | 278 | Large-cap, heavily traded (AAPL, MSFT, SPY...) | 2.1% | |
| Q4 | 278 | Mid-to-large cap | 8.4% | |
| Q3 | 279 | Mid-cap | 18.7% | |
| Q2 | 278 | Small-to-mid cap | 32.5% | |
| Q1 (least liquid) | 278 | Small-cap, thinly traded | 51.8% |
Gap rate = fraction of the 390-bar daily grid (09:30–15:59 ET) with no observed trade.
Full consolidated tape — CTA (NYSE-listed) and UTP (Nasdaq-listed) feeds. Captures all trades across all U.S. equity exchanges. Same underlying data as CRSP and TAQ. One-minute OHLCV bars, split and dividend adjusted.
Coverage: December 2002 – March 2022 (45 tickers back to January 1991)
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.
Both versions (Raw and Clean) are available in eight timeframes, aggregated from the base 1-minute bars: