Equity Reference
U.S. equity reference data since 2007. Security masters, adjustment factors, shares outstanding, IPOs, index constituents, and identifier mappings.
algoseek’s U.S. equity reference data provides the foundational identifiers, corporate action records, and security metadata required to build and maintain accurate, continuous time series across the full universe of U.S. exchange-listed equities. Coverage begins in 2007 and is updated daily.
The security master is built, maintained, and quality-controlled entirely in-house from multiple sources. It maps every listed and delisted security to stable internal identifiers (SecId), persistent cross-lifecycle identifiers (ASID), and industry-standard codes including FIGI and ISIN. Corporate action adjustment factors are available in basic, cumulative, daily cumulative, and event-level detail formats, enabling split-adjusted and dividend-adjusted price data across the full history.
Additional reference datasets cover shares outstanding (basic and detailed with event-level change attribution), IPO records with underwriter details, point-in-time index constituents for major benchmarks (S&P 500, NASDAQ 100, Russell 1000/2000, Dow Jones), ticker-to-SecId and FIGI-to-SecId lookup files, market holidays, trading halts, and OTC compliance attributes.
All reference datasets track delisted and merged stocks and historical identifier changes, enabling survivorship-bias-free research and audit-ready data governance.
Security Master & Lookups#
3 items
Corporate Actions#
2 items
Fundamentals#
2 items
Market Events#
5 items
Market Structure & Compliance#
1 item