Equity Reference Market Events
U.S. equity market event data: trading halts with reason codes, ticker change announcements, and delistings. Exchange and SEC-verified since 2007.
Event-level datasets covering trading halts, ticker changes, and delistings for U.S. exchange-listed equities since 2007.
The trading halts dataset provides consolidated halt events with reason codes, halt timestamps, and resumption times across all exchanges. The announcements dataset covers ticker symbol changes and delistings sourced from official exchange listings and SEC filings, with announcement dates, effective dates, and previous/new identifiers.
These datasets support compliance monitoring, event-driven research, and any workflow requiring accurate records of when and why securities stopped or resumed trading.
Announcements#
The U.S. Equities Announcements dataset provides authoritative coverage of listing-related corporate announcements for equities traded on U.S. public exchanges, with a specific focus on ticker symbol changes and delistings. For ticker change events, the dataset includes the announcement date, effective date, and both the previous and new ticker symbols. For delisting events, it captures the announcement and effective dates along with the delisting exchange. Equities traded on the OTC market are not included. Data is sourced and cross-verified from official exchange listing announcements and company SEC filings, ensuring accuracy and consistency. The dataset is updated daily starting January 2022 to reflect newly announced or effective changes
IPO#
The U.S. Equities IPO dataset provides comprehensive reference information on Initial Public Offering (IPO) events for equities listed on U.S. public exchanges, excluding securities traded on the OTC market. IPO records typically available several days prior to the first trading day. Key fields include ticker symbol, algoseek SecId, ISIN, and first trading date, enabling early identification and accurate tracking of newly listed securities. Additionally, the dataset supports IPO status tracking, allowing users to distinguish between completed IPOs, postponed offerings, and other listing outcomes. This makes the dataset suitable for monitoring new listings, conducting event-driven research, and maintaining accurate security master records.
Daily SSR Circuit Breakers#
The U.S. Equities Daily SSR Circuit Breakers dataset provides daily reference information on U.S. equity securities subject to the SEC Short Sale Rule (SSR), also known as Regulation SHO Rule 201. The SSR is triggered when a security experiences a significant intraday price decline (-10%), after which short sale executions are subject to price test restrictions. Once triggered, the rule restricts short sales to prices above the current National Best Bid (NBB) for the remainder of the trading day and the following trading day. This dataset identifies securities for which the SSR circuit breaker was in effect, enabling users to account for regulatory trading constraints in execution logic, compliance monitoring, and historical analysis. Data is published on a daily basis and is designed to support institutional trading systems, risk controls, and post-trade analysis involving short sale activity.
IPO Detailed#
The U.S. Equities IPO (Detailed) dataset provides comprehensive reference information on Initial Public Offering (IPO) events for equities listed on U.S. public exchanges, excluding securities traded on the OTC market. Like the basic IPO dataset, records are typically available several days prior to the first trading day, enabling early identification and monitoring of upcoming offerings. Core fields include ticker symbol, algoseek SecId, ISIN, first trading date, and IPO status indicators that track outcomes such as completed, postponed, or otherwise modified offerings. In addition to these core attributes, the detailed dataset includes expanded offering-level metadata, such as par value, initial offering price, and underwriter information. This enhanced field coverage supports deeper analysis of IPO structure, pricing context, and issuance characteristics, and is well suited for research, security master enrichment, and historical event analysis.
Trading Halts#
The U.S. Equities Trading Halts dataset provides comprehensive reference information on trading halt events affecting U.S. exchange-listed equities. It consolidates halt activity across all U.S. equity exchanges, delivering a unified view of market suspensions and resumptions. Each record includes the halt reason code, halt initiation timestamp, resumption timestamp, and security-level metadata, enabling precise measurement of halt duration and clear attribution of regulatory or exchange-initiated actions. The dataset captures a wide range of halt scenarios, including regulatory halts, volatility-related pauses, news-pending halts, and operational interruptions. This dataset is designed to support market event analysis, trading system controls, compliance monitoring, and historical research, where accurate identification and timing of trading halts are critical.