Data Overview

1,391 U.S. equities and ETFs. 1-minute bars. December 2002 through present.

1,391

Tickers

1.53B

Bars (Clean)

5,847

Trading Days

27

Academic Variables

Coverage by liquidity quintile

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.

Data sources

PiTrading (pre-March 2022)

Consolidated tape data derived from CTA (NYSE-listed) and UTP (Nasdaq-listed) feeds. 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)

IEX Exchange HIST (post-March 2022)

Full-depth pcap files from the IEX exchange, parsed into one-minute OHLCV bars. IEX represents ~2–3% of consolidated volume. Single-exchange view, not full tape.

Coverage: March 2022 – present (updated weekly)

Available timeframes

All three versions (Raw, Clean, Filled) 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
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