financialCryptoSpartan/stocks_bars_1mstocksetfohlcvminute-barsalpacatime-seriesquantitative-financebacktestingparquet
US Stocks & ETFs 1-Minute Bars (2016–Present)
About this data
Minute-level OHLCV bars for US stocks and ETFs from 2016 onward, scraped from the Alpaca Markets Historical Bars API. Parquet format, 100M+ rows, MIT licensed.
Schema
| Name | Type | Description |
|---|---|---|
| open | DOUBLE | Opening price in USD for the 1-minute bar. |
| high | DOUBLE | Highest price in USD traded within the 1-minute bar. |
| low | DOUBLE | Lowest price in USD traded within the 1-minute bar. |
| close | DOUBLE | Closing price in USD for the 1-minute bar. |
| volume | UINTEGER | Total number of shares traded during the 1-minute bar. |
| trade_count | UINTEGER | Number of individual trades executed during the 1-minute bar. |
| vol_weighted_avg_price | DOUBLE | Volume-weighted average price in USD for the 1-minute bar. |
| timestamp | TIMESTAMP WITH TIME ZONE | Bar start time in UTC with millisecond precision. |
| ticker | VARCHAR | Stock or ETF ticker symbol. |
| name | VARCHAR | Company or ETF full name. |
Sample Data
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