HF Data Library: High-Frequency U.S. Equity Data (1-Minute OHLCV)

The HF Data Library is a free, research-grade collection of 1-minute OHLCV data for U.S. equities and ETFs, built from IEX Exchange HIST trade reports, from March 7, 2022 through the present.

Notice (October 2026): downloads are paused while the database is restructured. When downloads return, the dataset will contain IEX Exchange HIST data only. Earlier history is no longer offered.

Two cleaning versions are provided:

• Raw: bars as built from the IEX trade reports, no modifications
• Clean: a documented cleaning pipeline applied

Source: IEX Exchange HIST only. IEX is roughly 2–3% of consolidated U.S. volume.

The data is distributed in Parquet and CSV formats via hfdatalibrary.com. 25 pre-computed academic variables per ticker per day are included (volatility, spreads, jump detection, liquidity, autocorrelation, returns).

Intended for academic and research use.

Attribution — all bars are derived from IEX market data. Data provided for free by IEX. By accessing or using IEX Historical Data, you agree to the IEX Historical Data Terms of Use (https://www.iex.io/legal/hist-data-terms). The CC BY 4.0 grant covers the compilation and documentation.