Equity Reference Market Structure & Compliance
Market structure and compliance data for U.S. equities: SSR circuit breakers, OTC tier classification, Caveat Emptor, and market holidays since 2007.
Regulatory and market structure reference data for U.S. equities since 2007.
Datasets include Short Sale Rule (SSR) circuit breaker records identifying securities under Regulation SHO Rule 201 restrictions, OTC market compliance data covering tier classification, Caveat Emptor status, and penny stock indicators for approximately 22,000 OTC securities, and market holidays with early close schedules dating back to 1998.
These datasets support regulatory compliance, execution constraint modelling, and stock market trading calendar integration for backtesting and time series analysis.
Market Holidays#
The U.S. Equities Market Holidays dataset provides authoritative reference information on trading calendar events that affect U.S. equities and equity options markets, including full market holidays and early market closes. The dataset delivers a historical record of market schedules from 1998 to the present, enabling accurate modeling of trading availability, session boundaries, and non-trading days. It is designed to support time-series analysis, back-testing, and operational systems that require precise awareness of market open, close, and holiday conditions. While U.S. market calendars are publicly available, this dataset consolidates and structures the information into a machine-readable, historical reference format, optimized for systematic ingestion and long-term analysis.