Survivorship-bias-free US equity prices on a permanent security ID, built for backtesting and production analytics.
What's included
Intraday 1-minute bars (open, high, low, close, volume, VWAP and trade count) and official end-of-day prices for all US-listed common stocks, ETFs and ADRs, including roughly 14,000 delisted securities. A corporate actions file covers splits, cash and stock dividends, spin-offs, mergers, symbol changes and delistings, with ex-dates and cumulative adjustment factors so you can build adjusted or unadjusted series yourself.
How buyers use it
- Backtest intraday and daily strategies without survivorship bias
- Compute factor returns, volatility and liquidity metrics for risk models
- Power portfolio analytics and performance attribution in fintech products
- Reconcile internal pricing against an independent consolidated source
Coverage and methodology
Bars are built from the consolidated tape, which includes all US exchanges and reported off-exchange trades, and are filtered for out-of-sequence and erroneous prints using trade condition codes. End-of-day prices use the primary listing exchange's official close. Every security keeps one Ledgerwell ID through ticker and CUSIP changes. Intraday history starts in 2004 and daily history in 1998. Files for the previous session land by 06:00 US Eastern, and a 15-minute delayed REST endpoint covers the current session. Real-time display to retail users needs separate exchange licences, which we can help you arrange.