Full US Tape

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NYSE · Nasdaq · Cboe · IEX · MEMXOff-exchange prints. One-minute bars.

Computed features. Quality. Provenance. Context. Volume. Returns and volatility. Bands. Trend. Parkinson. Garman-Klass. ATR. RSI. MACD. Stochastic. VWAP. Amihud. Structure. Divergence. Spreads. Kyle's lambda. Trade intensity. Multi-day realized volatility. Money flow. Accumulation-distribution. Beta. Relative strength. Fundamentals. Earnings proximity. Implied volatility. Put-call ratio.