We provide daily end-of-day (EOD) captured data for US Equity and Option markets from CTA (CQS, CTS), UTP (UQDF, UTDF) and OPRA. All trades are marked with nanosecond resolution. Available for FTP download or delivery in the cloud (AWS, Azure, Google Cloud).

Equities EOD Summary Information

  • open / close / high / low
  • volume at close / corrected volume
  • bid/ask at 4pm
  • bid/ask at close
  • listing venue

Preliminary available by 4:45PM
Final available by 10PM
Historical available from July 2014

Options EOD Summary Information:

  • open / close / high / low
  • volume at close / corrected volume
  • bid/ask at 4pm
  • bid/ask at close
  • open interest

Final available by 10PM
Historical available from July 2014

Trades and Quotes (TAQ)
A full history of daily Trades and Quotes. BBO, NBBO, Consolidated NBBO, and Trades for Equity Exchanges.

Historical available from July 2014