US Stocks — Intraday and End-of-Day OHLCV

Schema

Data formats

• Intraday bars (1-minute, 5-minute, 30-minute, 1-hour): the timestamp has the date and time, yyyy-MM-dd HH:mm:ss (US Eastern).
• End-of-day bars (daily): the timestamp is the date only, yyyy-MM-dd, with no time.
• Columns: timestamp, open, high, low, close, volume (shares), the same at every frequency.

Intraday bars (1-minute example)

timestamp,open,high,low,close,volume
2026-10-02 04:00:00,331.05,331.5019,330.88,331.17,12161
2026-10-02 04:01:00,331.33,331.59,330.55,331.31,3745
2026-10-02 04:02:00,331.21,331.58,330.55,331.05,6707

End-of-day bars (daily)

timestamp,open,high,low,close,volume
2026-10-02,333.26,334.54,330.61,333.69,33278552
2026-10-05,332.815,336.21,331.65,332.89,34400850

One CSV per ticker, frequency and adjustment type, delivered as bulk zip archives. Delisted tickers carry a -DELISTED suffix (e.g. ZZ-DELISTED).

Methodology

Every ticker comes in three variants: unadjusted (1-minute and daily bars only), split-adjusted, and split + dividend-adjusted. For splits and reverse splits, all earlier prices are adjusted by the split ratio, and volumes are adjusted by the same ratio. For dividends, all prices before the ex-dividend date are multiplied by 1 − (dividend ÷ prior close). The prior close is the last traded price on the day before the ex-date, not the regular-session close. Volumes are adjusted too. Since August 2023, splits and dividends have been taken directly from SEC filings rather than third-party feeds. Bars cover the extended session, including pre- and post-market trades.

Intended uses

• Training and evaluating forecasting and time-series models
• Building reinforcement-learning environments and market simulators
• Backtesting and quantitative research

Known limitations

• Bars with zero volume are left out rather than filled, so a gap in the sequence means no trades. Gaps are most common in small caps and in pre- and post-market hours.
• Trading halts, such as the March 2020 market-wide circuit breakers, show up as gaps.
• Errors in corporate-action data, such as a wrong ex-date or split ratio, are the most common correction. They mostly affect very small-cap tickers.
• Unadjusted data is only available as 1-minute and daily bars.

How to cite

@misc{frd_us_stocks_intraday,
  title  = {US Stocks — Intraday and End-of-Day OHLCV},
  author = {FirstRate Data},
  year   = {2026},
  url    = {https://firstratedata.com/ai/datasets/us-stocks-intraday}
}