FD

one-off downloadable historical intraday US market-data archive: tick

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one-off downloadable historical intraday US market-data archive: tick (executed trades + Level-1 bid/ask quotes) and 1-minute bars from 2010 covering 5,000 stock/ETF tickers (all Russell 3000 incl. S&P 500), 115 US indices, 130 futures, 70 FX pairs, 50 cryptos and EOD options on 5,800+ tickers, ~2.4 TB compressed CSV

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Universe, instruments and categories.

GICS sectors
equitiesexchange-traded fundsequity indicesfuturesforeign exchangecryptocurrencylisted options
Instruments
tick data (trade prints)Level-1 bid/ask quotes1-minute intraday barsend-of-day options datacompany fundamentals/earnings
Categories
historical market-data archive (bulk download bundles)
Regions
USOther
Sample tickers
AAPLMSFTNVDAAMZNSPYQQQ

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  • Dataset
  • Data dictionary
  • Coverage
  • Provenance
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