korzo: Stock Trades Feed

Query near real-time stock trades across all 16 US exchanges

Description:

The Stock Trades Feed provides the trade activity across all 16 US exchanges. By removing the need to build customized exchange integration feeds, Korzo empowers data scientists and quants with normalized data to facilitate feature engineering, statistical analyses, and the development of machine learning models.

The field names and descriptions can be found below:

– EV: Event Type
– X: Exchange
– XV: Exchange Venue
– T: Ticker
– TP: Ticker Pair
– P: Price
– Q: Size
– SD: Side (buy/sell)
– SQ: Sequence
– ID: Identifier
– MS: Timestamp (milliseconds)
– NS: Timestamp (nanoseconds)
– TS: Timestamp

About the Provider

Empowering people on their journey to unlocking wealth by providing premium financial data feeds, APIs and AI-powered robo-advisors.

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