Dataset of Daily Buy, Sell, and Net USD Flows for 2,000 U.S. Listed Firms from NASDAQ, Russell, and S&P 500 (2015–2025)

This dataset contains firm-level, daily observations of capital flow activity for approximately 2,000 publicly traded companies listed on the NASDAQ, Russell 3000, and S&P 500 indices between 2015 and 2025. Each record corresponds to one trading day per firm and reports the following variables: date – trading day in YYYY-MM-DD format buy_flow_usd – total value of buy-side transactions (USD) sell_flow_usd – total value of sell-side transactions (USD) net_flow_usd – difference between buy and sell flows (positive = inflow; negative = outflow) trades – number of executed trades during the trading day The data were constructed from aggregated trade-level information using intraday transaction records obtained from official exchange data feeds. All flows are expressed in nominal USD. This dataset can be used to study market liquidity, institutional trading behavior, investor sentiment, and capital movement patterns across major U.S. indices. It supports replication of research on daily capital flows, market microstructure, and cross-sectional determinants of liquidity.