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Ledgerwell MarketsVerified4.3(3) United StatesDemo listing

US equities 1-minute bars and end-of-day prices with corporate actions

Consolidated 1-minute OHLCV bars and official end-of-day prices for every US-listed stock, ETF and ADR, including delisted names, with splits, dividends and symbol changes.

Stock market data Free sample Well documented
from $750 / month

Spec sheet

Data product · Listing updated 11 Nov 2026

Coverage
1 country

Show the country
North America (1)

United States

History
Since 1998
Update frequency
Daily

Prior-session files by 06:00 ET; delayed API lags 15 minutes

Volume
2.5B records

About 9,800 active and 14,000 delisted securities; 2.5 billion 1-minute bars

Suitable for

Startups, Small and medium businesses, Mid-market, Enterprises, Academia and research

Delivery methods
  • Amazon S3
  • Snowflake share
  • REST API
  • SFTP
Formats
  • Parquet
  • CSV
  • JSON
Data source

Consolidated US equity tape and primary-exchange official closing prices

Collection method

Direct SIP and exchange feed ingestion with trade-condition filtering

Overview

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.

Data dictionary

13 fields as documented by Ledgerwell Markets.

FieldTypeDescriptionExample
ledgerwell_idstringPermanent security ID that survives ticker and CUSIP changes—
tickerstringTicker symbol valid on the bar date—
bar_startdatetimeUTC timestamp of the first second in the bar—
opennumberFirst eligible trade price in the bar—
highnumberHighest eligible trade price in the bar—
lownumberLowest eligible trade price in the bar—
closenumberLast eligible trade price, or official close for daily rows—
volumeintegerShares traded across all venues—
vwapnumberVolume-weighted average price for the bar—
trade_countintegerNumber of eligible trades—
adj_factornumberCumulative split and dividend adjustment factor—
action_typestringCorporate action type (split, dividend, spin_off, merger, symbol_change, delisting)—
ex_datedateEx-date of the corporate action—

Sample

Real rows from the provider's sample file. Personal data is masked before anything is shown.

sample.csv8 columns · showing 4 of 4 rows
Sample preview: first 4 rows of sample.csv
ledgerwell_idstringtickerstringbar_startstringopenstringhighstringlowstringclosestringvolumestring
LW000184DEMO2026-10-30T13:30:00Z42.1042.2542.0542.1818400
LW000184DEMO2026-10-30T13:31:00Z42.1842.3142.1642.2912950
LW002711EXMPL2026-10-30T13:30:00Z118.40118.62118.11118.576420
LW009310SMPL2026-10-30T13:30:00Z7.827.857.797.8051200

Pricing

Prices in USD, as published by Ledgerwell Markets

  • Monthly licence

    end-of-day prices and corporate actions

    from $750
  • Monthly licence

    1-minute bars plus end-of-day prices

    from $2,400
  • Yearly licence

    full history and daily updates for one legal entity

    from $24,000
Free trial available

Converted amounts use DataStoa display rates and are approximate. Ledgerwell Markets quotes the final price, taxes and terms.

Request detailed pricing

Coverage

1 country.

North America

1 country
  • United States

Time coverage: 1998 to present.

Quality

Provider-reported

AccuracyShare of records the provider has checked as correct.
99.9%
CompletenessShare of expected records present.
99.6%

Latency: Prior-session files by 06:00 ET; delayed API lags 15 minutes

DataStoa has not audited these figures. Ask the provider how they are measured, or test them on a sample.

Licensing and usage rights

The licence is agreed directly between you and Ledgerwell Markets. This summary is provider-reported; the linked terms prevail.

  • Internal analytics
  • Use in commercial products
  • Research use

Not listed: AI / ML model training, AI retrieval and grounding, redistribution allowed, marketing and outreach. Ask Ledgerwell Markets if you need any of these.

About Ledgerwell Markets

Ledgerwell MarketsVerified provider

Point-in-time US equities, fundamentals and estimates for quants

Ledgerwell Markets delivers clean, point-in-time market data for systematic investors: consolidated US equity prices, standardized fundamentals and consensus estimates on one security master. Every dataset keeps as-first-published history, so backtests only see what was known at the time.

Also available on: Snowflake Marketplace, AWS Data Exchange, Databricks Marketplace

Typical reply time
Within 4 hours
Response rate
92%
Certifications
SOC 2, ISO 27001
Privacy compliance
CCPA / CPRAProvider-reported

Reviews

What buyers say about Ledgerwell Markets. Reviews cover the provider, not only this listing.

4.3
4.3

from 3 reviews

Data quality
4.7
Volume and coverage
4.3
Value for money
3.7
Customer service
4.3
  • 3.8 Verified purchaseDemo listing11 Nov 2026

    Solid estimates, steep for a small fund

    Consensus and revision history are clean and the surprise calculations match our own. For a team of three the price of the individual-estimates tier is hard to justify, so we stayed on consensus only. They did offer a shorter first term.

    Data quality
    4/5
    Volume and coverage
    4/5
    Value for money
    3/5
    Customer service
    4/5

    Martin H., Portfolio manager, Boutique asset manager

  • 4.3 Verified purchaseDemo listing11 Nov 2026

    Corporate actions file fixed our end-of-day pipeline

    Splits and dividends arrive with ex-dates a day ahead, so our adjusted prices no longer break on Monday mornings. One-minute bars have occasional gaps on very illiquid names, which is expected but worth knowing.

    Data quality
    5/5
    Volume and coverage
    4/5
    Value for money
    4/5
    Customer service
    4/5

    Grace O., Data engineer, Retail brokerage app

  • 4.8 Verified purchaseDemo listing11 Nov 2026

    Point-in-time fundamentals that really are point in time

    Restatements are kept as separate vintages with the original filing timestamp, so our backtests finally stopped leaking future information. Delisted companies are in the history, which matters for survivorship. Onboarding took two calls and a well-documented schema file.

    Data quality
    5/5
    Volume and coverage
    5/5
    Value for money
    4/5
    Customer service
    5/5

    Daniel K., Quant researcher, Systematic hedge fund

Questions buyers ask