AlgoSeek Equity Trade and Quote Minute Bar US coverage
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下载链接:
https://datarade.ai/data-products/algoseek-equity-trade-and-quote-minute-bar-algoseek
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资源简介:
Information-rich minute bar with 61 data fields and continuous bar time, designed for machine learning, AI, backtesting and research. Apart from OHLC (Open, High, Low, Close), also includes spread information, trades at bid/mid/ask, quote count, tick count, FINRA volume, repeat uptick/downtick volume, time-weighted bid/ask, etc., to provide insights into the market activity. Millisecond timestamp before Dec 31 2015 and nanosecond timestamp since Jan 1 2016.
提供机构:
AlgoSeek



