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ElkassabgiData
A growing family of free academic data libraries: finance, economics, and beyond (ElkassabgiData).
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Documentation Overview
HF Data Library
Free 1-minute OHLCV bars for 1,391 U.S. stocks and ETFs, December 2002 → present, updated daily.
Website / downloads: https://hfdatalibrary.com · API: https://api.hfdatalibrary.com · DOI: 10.5281/zenodo.19501605
Data sources
| Period | Source | Coverage |
|---|---|---|
| Dec 2002 – Mar 2022 | PiTrading (consolidated tape, CTA/UTP) | All U.S. equity exchanges |
| Mar 2022 – present | IEX Exchange market data (HIST pcap files) | IEX exchange only, ~2–3% of consolidated volume — a reference point, not the full tape |
Post–March 2022 bars reflect IEX-only trading activity. Some tickers have no IEX trades on a given day. See Known Issues before using the post-2022 segment for research.
Upstream source attribution (required)
Bars dated 2022-03-07 onward are derived from IEX market data. If you redistribute or provide access to this data, include:
Data provided for free by IEX. By accessing or using IEX Historical Data, you agree to the IEX Historical Data Terms of Use.
IEX retains all rights in the underlying securities information.
License
The compilation, documentation, and pre-2022 portion are licensed CC BY 4.0 — cite Elkassabgi, A. (2026). HF Data Library: Free 1-Minute Intraday U.S. Equity Data. Zenodo. https://doi.org/10.5281/zenodo.19501605. Post–March 2022 bars additionally remain subject to the IEX Historical Data Terms of Use above.
Repository contents
This repo holds the website (index.html, pages/), the Cloudflare Worker API (api/), and the daily data pipeline (pipeline/ — IEX HIST pcap download, Go TOPS parser, bar building, 9-step cleaning, R2 upload). The data itself is distributed from https://hfdatalibrary.com, not from this repository.
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