Living errata. Every discovered issue documented with date and resolution.
Every bar comes from IEX Exchange HIST, which records IEX's own trading activity only (~2–3% of consolidated volume). Please read the details below before using this data in research.
Status: Known limitation, documented
Coverage: IEX Exchange only — approximately 2–3% of total consolidated volume — from March 7, 2022.
The data comes from IEX Exchange HIST, which provides publicly available pcap captures of IEX's own trading activity. IEX is the only U.S. exchange that makes its historical data freely available and allows redistribution.
What this means for researchers:
When IEX data is appropriate:
When IEX data is NOT appropriate:
How to identify the data source: Each bar has a source column; every bar is source="iex" (IEX Exchange HIST).
Consolidated tape data (CTA/UTP) is owned by NYSE and Nasdaq. Providers who redistribute it charge licensing fees and prohibit re-redistribution in their terms of service. IEX Exchange HIST is the only U.S. equity exchange that makes its historical data freely available and permits redistribution with attribution. This is a trade-off between coverage and accessibility. Data provided for free by IEX. By accessing or using IEX Historical Data, you agree to the IEX Historical Data Terms of Use.
Researchers who require full consolidated tape data should supplement this library with institutional access to WRDS/TAQ or similar licensed sources.
Status: Known limitation, documented 2026-08-22
Bars are built from IEX TOPS Trade Report messages only. IEX trade-break messages are not consumed, so a print that the exchange later busts or corrects remains in the minute bar. Erroneous prints are therefore caught, if at all, by the generic outlier filters in the Clean version (steps 7 and 8) rather than by a corrections feed. Researchers whose designs are sensitive to busted trades should take this into account.
Status: Clarification, documented 2026-08-22; corrected 2026-10-05 (this entry previously said that neither version holds after-hours bars)
Neither Raw nor Clean contains a bar outside 09:30–16:00 ET. Clean removes such bars by rule (step 1), but Raw has none to remove: raw bars are built only from trades at or after 09:30 and before 16:00 ET (bars labelled 09:30 to 15:59). In the full served raw files of SOXL and AAPL, read on 2026-10-05, 0 of 387,925 and 0 of 445,966 bars fall outside that window. The window is the same on every day: on the nine NYSE early-close days in the data (13:00 ET close; 2022-11-25, 2023-07-03, 2023-11-24, 2024-07-03, 2024-11-29, 2024-12-24, 2025-07-03, 2025-11-28, 2025-12-24), trades printed at or after 13:00 ET are kept in both versions (43 SOXL and 21 AAPL raw bars, all between 13:00 and 13:59; 19 of the 21 AAPL bars are also in Clean). Researchers who need regular-session bars only should drop bars at or after 13:00 ET on those days. The Data Versions page previously listed “outside-hours bars” among Raw’s contents; that was wrong and has been corrected.
Status: Changed 2026-10-06 (this replaces the entry of 2026-10-05, which described a dividend adjustment that ended on March 27, 2026)
Until October 6, 2026 the bars from March 7, 2022 to March 27, 2026 carried a backward adjustment for cash dividends and most spin-offs, and the bars after that date did not. The series changed its price basis in the middle. I rebuilt that period from the IEX trade prices, so the whole series is now on one basis: prices and volumes are adjusted for stock splits and for nothing else.
What changed in the data: a price before a split is the traded price divided by the split ratio, and its volume is multiplied by it (a 4-for-1 split divides earlier prices by 4; a 1-for-10 reverse split multiplies them by 10). There are 168 such splits in 145 tickers through October 2, 2026. A price is no longer scaled for dividends or spin-offs, so on an ex-date it falls as it did in the market (for example T on April 11, 2022, GE on January 4, 2023 and DD on November 3, 2025). Prices from March 2022 to March 2026 are therefore higher than in files downloaded before October 6, 2026: across all 1,253 tickers the close of a ticker’s first day is higher by 6.2% at the median (5th to 95th percentile: 0.0% to 22.7%), and the prices of 105 tickers did not change. Raw bars after March 27, 2026 did not change.
What this means for research: every return in the data is now a price return. For total returns, add distributions from your own source. Files downloaded before October 6, 2026 are on the old mixed basis; do not combine them with new files. I find splits from the IEX prices. A stock dividend, or a split of an unusual ratio that I have not found, is not adjusted and shows as a price change. Volumes are split-adjusted whole shares, and a traded minute never shows less than 1 share, so the early bars of funds with many reverse splits are small: SOXS has four reverse splits (20,000 to 1 in total at the start of the series), and 42% of its bars from March 7, 2022 to March 27, 2026 show 1 share.
Clean was cleaned again as a whole on the new basis: its prices change with the basis, and a small number of minutes enter or leave it (for AAPL, 138 entered and 94 left, of 433,540). Most move because the outlier filters see different prices. Some move although no price changed, because the whole file is now cleaned in one pass and not day by day: after March 27, 2026, 2,112 minutes entered Clean and 166 left, in 651 tickers. The 5-minute to monthly bars and the daily variables are recomputed from the new bars.
Two splits fall together with another event, so the adjusted price still moves at them. AMC made a 1-for-10 reverse split on August 24, 2023. That day was also the record date of a share payment to holders, and its preferred equity units were due to convert into common stock on the next day; the adjusted close falls 26% on August 24. GSK consolidated its shares 4-for-5 when it separated Haleon on July 18, 2022; the adjusted close falls 17% from July 18 to July 25, 2022, and GSK has no bars on the four sessions between. A separation of a company is not a split: CTVA fell on October 1, 2026 with the separation of its seed business, and that fall is in the data.
Status: Known limitation, documented 2026-10-06
The IEX HIST record of December 23, 2024 is short. All three feeds that IEX publishes for that day are about a fifth of the size of the session before (the feed I use is 1.58 GB, against 8.27 GB for December 20). Of the 33,042 one-minute bars of that session, 33,022 fall between 09:30 and 10:22 ET; the other 20 are single bars of SPY, BAC and AAPL between 12:08 and 13:45. I cannot fill the rest of the session from IEX HIST. Daily bars and daily variables of that date are built from less than one hour of trading: treat them as incomplete.
Status: Fixed 2026-09-09 (seven tickers) and 2026-10-05 (eight more); documented 2026-10-07
An exchange can give a ticker symbol to a new security after the old one has left it. The files were built by ticker symbol alone, so from the day a symbol changed hands the series of the old security received the trades of the new one. GOLD is the one ticker of the 15 whose series continues after the symbol changed hands: it follows Barrick, which has traded under the symbol B since May 9, 2025. On December 2, 2025 the symbol GOLD passed to Gold.com, Inc. In the file that was served before the fix of September 9, 2026, the bars from December 2, 2025 to September 4, 2026 were Gold.com’s: 38,865 one-minute bars in Raw. The daily close moved from 42.34 on December 1 to 29.815 on December 2, 2025. After that fix GOLD had no bars from March 30 to September 4, 2026, until October 6, 2026 (the next entry).
Rows dated on or after the dates below belonged to the other security. Each count is the number of such one-minute bars in Raw in the served file: just before the fix for the first group, on October 2, 2026 for the second.
Three of these files had a second error: the whole history of the old security was on a wrong scale. For PARA the daily update read the price difference between the two securities as a 6-for-1 split. A PARA file served between the daily update of August 12, 2026 and the fix of September 9, 2026 holds every price of the old security at one sixth of its value and every volume at six times. In such a file the Raw close of August 6, 2025 is 1.845; the right value is 11.07. For IPW and SKK, stock splits of the new owner were applied to the old security: from September 5, 2026 to their fix, IPW prices were 72 times too high and SKK prices 10 times too high, with volumes lower by the same factor (rounded to whole shares). No bar in such a file is right.
What the files hold now: GOLD continues as Barrick’s series. Six series stop on the last session of their own security: FB on June 8, 2022, BBBY on May 2, 2023, RCD on June 6, 2023, VRM on November 29, 2024, PARA on August 6, 2025 and WOLF on September 26, 2025. For VRM and WOLF the new security is the same company’s new stock: the old shares were cancelled in a reorganization and new shares took the symbol. The series follows the old shares. The other eight (STI, IPW, SKK, USLV, INFO, UGLD, KNOW and CRED) had their last session before March 7, 2022, the first day of the dataset, and are no longer in it.
What this means for research: the other security’s bars were also in Clean (fewer, because the cleaning rules removed some), in the 5-minute to monthly bars and in the daily variables. If you hold a file of one of these tickers from before its fix date, do not use it. Download the ticker again if it is still in the dataset. The daily update now drops the trades that the new owners of these 15 symbols print.
Status: Fixed 2026-10-06
BRK-B, BF-B, PRN- and GOLD had no bars from March 30 to September 4, 2026. PSTG had none from April 17, BK from May 21 and LC from June 22, each to October 2, 2026. The cause was the symbol: the dataset writes BRK-B, BF-B and PRN- where IEX writes BRK.B, BF.B and PRN; GOLD’s company now trades as B; and PSTG, BK and LC changed their IEX symbols (to P, BNY and HAPN). I added the missing sessions from the IEX HIST record: 221,672 one-minute bars. LC has no IEX trade on June 22, 2026, the day of its symbol change, and has no bars that day.
This page will be updated as issues are discovered. Check back after each data update.
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