data / prices / px.eq.us.minute
US Equities · 1-minute OHLCV px.eq.us.minute
Minute-resolution bars, regular session.
PIT · Pro tier · 2003-01 → today · 412B rows
Coming soon — not served by the API yet.
Methodology
Bars are timestamped at the start of the interval in US/Eastern and cover the regular session only; extended hours are a separate package rather than a flag, so an intraday backtest cannot silently pick up pre-market prints. The session calendar applied is the one in force on the bar's date, which is what keeps half-days and unscheduled closures from shifting every later bar in the day. Aggregated prints carry their trade count so a bar built from one large cross is distinguishable from one built from thousands of small trades.
Schema
| Column | Type | Role |
|---|---|---|
as_of_ts | timestamp | knowledge time · UTC |
effective_ts | timestamp | bar start · US/Eastern |
symbol | string | ticker in force on effective_ts |
figi | string | stable instrument id |
open | float64 | first trade in the bar |
high | float64 | bar high |
low | float64 | bar low |
close | float64 | last trade in the bar |
volume | int64 | shares in the bar |
trade_count | int32 | prints aggregated |
vwap | float64 | volume-weighted price |
Use cases
- Intraday signal research at minute resolution.
- Measure execution slippage against a same-day VWAP.
- Aggregate up to any coarser interval from a single source.
Background
- Point-in-time market data: as-of dates, restatements, and adjustments
- Dollar bars vs time bars vs volume bars
Related packages
- px.eq.us.daily — US Equities · Daily OHLCV
- px.eq.us.extended — Premarket / postmarket prices