The Stock OHLCV Feed provides the second, minute, hourly and daily open, high, low, close, and volume aggregated data for trades 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 fields of the OHCLV data feed describe the aggregated trading activity that takes place within a 1-second / 1-minute / 1-hour / 1-day window. The field names and descriptions can be found below:
- EV: Event Type
- X: Exchange
- T: Ticker
- TP: Ticker Pair
- O: Open
- H: High
- L: Low
- C: Close
- V: Volume
- TS: Timestamp