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sp_daily_bars by CloudQuant

Dataset Name: sp_daily_bars

Group: market_data
Vendor: CloudQuant
Symbol Set: Global Equities
Asset Class: Equity
Data Update Time(s): 4am Daily
Data Update Frequency: day

Only Available To Properly Licenced Researchers

Important Licensing Dataset Notes

This dataset is only available to data analysts, and Traders who have worked with CloudQuant to set up the proper licensing. Please contact Sales directly at to inquire about this dataset.

SP Daily Bars

Data Contained in this Dataset

Column Type Description
_seq uint Internal sequence number used to keep data rows in order
timestamp string Timestamp of the Data - America/New York Time.
muts uint64 Microseconds Unix Timestamp. An integer representation of a timestamp with microsecond precision that can be compared directly to other timestamps.
symbol string Trading Symbol or Ticker
securityname string
companyname string The Company’s Name. May be formal/legal name or some derivative of the company's name.
exchange string Exchange Identifier for the data source. This may contain the Market Identifier Code (MIC), or and exchange nmemonic (eg. NYSE, TSE, ASX...) or a dataset specific code provided by the data vendor.
open double
high double High Price for the given time period
low double Low price for the given period
mid double
close double Close Price
bid double The best price for which somebody is willing to buy something, whether it be a security, asset, commodity, service, or contract.
ask double Ask Price
volume int64
adjustmentfactor double Adjustment Factor
vwap double Volume Weighted Average Price
pacvertofeedpop int
tradingitemstatusid int
primaryflag int
securitysubtypename string
currency_code string Currency Code
isin string International Securities Identification Number. An international code which identifies a securities issue
exchange_iso_country string ISO Country Code for the exchange
tradingitemid int64
securityid int64 Security Identification Code for the data source vendor
exchangeid int Exchange Identifier
currencyid int
companyid int64 The Capital IQ unique company identifier. This field is useful for referencing data from Capital IQ that may contain a numeric code for the company.

Important Dataset Notes

This dataset is not available for direct online purchase. Please contact sales directly at The data is available through our normal sales department who can provide you with current pricing and a quote for accessing this valuable dataset. This may be due to a number of reasons such as dataset intended use, size of the company (or investment fund) using the dataset, or for simple legal requirements that CloudQuant needs to ensure are in place prior to licensing the dataset to you.