Equities delivers institutional-grade US stock market data sourced directly from NYSE, Nasdaq, CBOE, and every US equity venue. This is the raw market microstructure data that professional traders use — tick-by-tick prints, Level 2 order book depth, auction imbalances, and trading halts.
It goes beyond basic price data. You can pull the actual trade tape filtered to block-sized prints, see the full order book at any historical moment, track opening and closing auction imbalances in real time, and identify every halt and resume event with precise duration calculations. All data is historical, making it ideal for research, backtesting, and post-trade analysis.
What you can do
- trade_tape — tick-by-tick institutional trades filtered by size, side, and time window
- order_book_depth — Level 2 snapshot (top 10 bids/asks) at any historical datetime
- price_history_pro — consolidated OHLCV from exchange feeds at 1-minute, 1-hour, or 1-day intervals
- auction_imbalance — opening and closing auction imbalance data from Nasdaq and NYSE
- trading_halts — halt and resume events with duration calculations
- nbbo_history — National Best Bid and Offer time series as a chart or tick-level table
Who it's for
Quantitative researchers, algorithmic traders, market microstructure analysts, and financial data engineers who need exchange-sourced equity data rather than delayed or aggregated feeds.
How to use it
- For institutional order flow, call trade_tape with a ticker symbol, date, and minimum share size.
- For price research, call price_history_pro with a symbol and interval.
- For auction analysis, call auction_imbalance to see supply/demand imbalances at open and close.
Getting started
Connect your data account to unlock historical market data access, then call trade_tape with any US equity ticker.
