HF Data Library intraday US equities

Name: HF Data Library intraday US equities
Creator: HF Data Library intraday US equities
License: https://creativecommons.org/licenses/by/4.0/

Open · redistributedCreative Commons Attribution 4.0 (CC BY 4.0)equities

Source: HF Data Library (CC BY 4.0)

Redistributable. This source is served as canonical Parquet under the license below, with attribution and provenance preserved.

Important notes

SURVIVORSHIP BIAS: the ticker universe is a ~2023 snapshot of then-active U.S. symbols. Securities that delisted, merged, or were renamed BEFORE that snapshot are absent, so historical cross-sections are biased toward survivors. Do NOT treat the panel as a point-in-time-complete record of the market.
Spliced series: bars before 2022 and from 2022 onward (IEX Exchange HIST) come from different feeds; the splice point is a known seam. Per-segment provenance is carried so each observation's true origin is recoverable.
Intraday microstructure: 1-minute OHLCV bars carry cleaning flags (volume spikes, stale quotes, auction prints, splice artifacts); a single venue's tape is not the full consolidated NBBO.

Coverage

Series catalogued

1,391

Frequencies

1-minute

Distinct geographies

Licensing & provenance

License: Creative Commons Attribution 4.0 (CC BY 4.0)
License URL: https://creativecommons.org/licenses/by/4.0/
Required attribution: Source: HF Data Library (CC BY 4.0)
Redistribution: Permitted (served here)
Commercial use: Yes
Modification: Permitted

How to cite

Elkassabgi High-Frequency Equity Data Library (1-minute U.S. equity bars; post-2022 data from IEX Exchange HIST). Compiled by Ahmed Elkassabgi, University of Central Arkansas.

Processing: 1-minute OHLCV bars assembled per symbol, cleaned (volume-spike / stale-quote / auction / splice-artifact flags), spliced across feeds with the 2022 IEX Exchange HIST cutover, and stored per ticker. Compiled by the Elkassabgi Data Library.

Access & mirrors

Download: Select & download hf_equities series as CSV →
API: Get a free API key, then GET /v1/series/<id>.csv
Canonical landing: https://econdatalibrary.com/hf_equities.html

Structured metadata

schema.org/Dataset (Google Dataset Search)

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Croissant (ML-ready, schema.org JSON-LD)

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Part of the Econ Data Library catalog · metadata generated 2026-07-14 from the central registry · browse all datasets