Introduction to the algoseek Datasets API Platform

Welcome to the algoseek Datasets API! This RESTful service is designed to provide developers, quantitative researchers, and data scientists with seamless, programmatic access to institutional-grade historical market data.

Core Concepts#

• Base URL: All API requests should be directed to the primary server: https://api.devalgoseek.com.

• Data Structure: The API is structured around different asset classes and data types, including US Equities (Tick, Intraday Bar, Daily), Equity Options, Futures, and extensive Reference data (like Corporate Actions and Security Master lookups).

• Standard Query Parameters: Most data-retrieval endpoints share a common set of query parameters to help you filter and shape your results:

  • columns: A comma-separated list of specific fields you want to return (e.g., TradeDate,Ticker,OpenPrice).

  • sort: Sorts your results. Use a + prefix for ascending order (default) or a - prefix for descending order (e.g., -TradeDate). Multiple fields can be separated by commas.

  • response_format: Determines the format of the returned data. Acceptable values are json (default), csv, or csv_gzip.

• Pagination: To handle large datasets, the API uses limit/offset pagination:

  • limit: The maximum number of records to return (defaults to 1000, max 10000).
  • offset: The number of records to skip before returning results (defaults to 0).