IEX Exchange HIST

IEX Exchange HIST

Free T+1 downloads of IEX Exchange's recorded TOPS and DEEP US equities feeds as pcap files: IEX's own trading only, not the consolidated tape. The index and files download without a key (checked Oct 27, 2026). IEX requires a citation if you distribute or provide access to it.

IEX Exchange publishes free historical market data: daily pcap files of the equities feeds it disseminates, available T+1. The download page is https://iextrading.com/trading/market-data/ and the file list behind it is a JSON index (listed under Endpoints). IEX says the files are the binary output of each data feed, captured when IEX sends the feed over its IEX Transport Protocol (IEX-TP), and that firms must use the matching specification versions to decode each pcap. File names carry the versions: 20170515_IEXTP1_DEEP1.0.pcap.gz is the DEEP data file from May 15, 2017 in IEX-TP v1 and DEEP v1.0.

What is in the index (checked Oct 27, 2026): TOPS files (top-of-book quotes and last sale) from Dec 12, 2016, and DEEP files (price-aggregated depth of book) from May 15, 2017, so DEEP starts about five months after TOPS. The index also lists DPLS files from Oct 1, 2024 and DPLC files from Aug 7, 2026; IEX's HIST page does not say what they are. The data covers IEX's own trading only. IEX's terms say it "does not reflect trading activity on markets other than IEX" and is "a reference point only, rather than as a basis for making trading decisions". IEX's connectivity page lists Options HIST as coming soon, so there are no options files yet.

Files are large and grow with IEX's volume. In the index, a TOPS or DEEP day was about 0.2 to 1.1 GB in 2017 and 8 to 21 GB in 2026 (median about 12 GB); for Oct 26, 2026 the TOPS file was 12.6 GB and the DEEP file 13.5 GB. The index lists some tiny files (TOPS v1.5 stubs of about 250 bytes in Nov 2017, and files dated on 16 Saturdays, all under 60 MB), and both TOPS v1.5 and v1.6 files exist for some 2017 days, so check a file's size and version before you rely on a day. A HEAD request returns the size without downloading the file, as in the snippet below.

Terms: IEX's Historical Data Terms of Use at https://www.iex.io/legal/hist-data-terms say: "If you distribute, sell, lease, furnish, or otherwise permit or provide access to Investors’ Exchange LLC (“IEX”) historical data, you must cite IEX as the source with the following text and link: “Data provided for free by IEX. By accessing or using IEX Historical Data, you agree to the IEX Historical Data Terms of Use.”" The terms also say IEX keeps the exclusive proprietary rights in the data, and that it is provided "as is".

Limits and access: IEX does not state a rate or download limit for these files, and its pages do not say in words that no key or sign-up is needed. On Oct 27, 2026 the index loaded, and the start of a file downloaded, without a key or login (we did not download a whole file). IEX states the files are available on a T+1 basis; the Oct 26, 2026 files were already listed the next morning.

Coverage

Daily pcap files (gzip) of the equities feeds IEX Exchange disseminates, available T+1: TOPS (top-of-book quotes and last sale) from Dec 12, 2016, and DEEP (price-aggregated depth of book) from May 15, 2017, per IEX's file index (checked Oct 27, 2026). IEX's own trading only, not the consolidated tape. The index also lists DPLS (from Oct 1, 2024) and DPLC (from Aug 7, 2026) files; IEX's HIST page does not say what they are. Files grow with IEX's volume: about 0.2 to 1.1 GB per TOPS or DEEP day in 2017, and 8 to 21 GB (median about 12 GB) in 2026. Some early files are tiny, and there are no Options files yet (IEX lists Options HIST as coming soon).

Good for

• Study quote and trade messages from one US exchange, from Dec 2016 (TOPS) or May 2017 (DEEP), with a decoder you write or adopt for IEX's published TOPS and DEEP specifications
• Check a day's file size and version from the index before you decide whether to download it
• Keep a dated, citable copy of IEX's own feed history next to free daily prices from other sources

Verdict

Only IEX's own trading, not the consolidated tape: IEX's terms call the data "a reference point only". The files are large binary pcaps (about 12 GB per TOPS or DEEP day in 2026) that you decode yourself with the matching IEX-TP and TOPS or DEEP specification version. Cite IEX if you distribute or provide access to the data.

Endpoints