Understanding the algoseek API Dataset Schema

This tutorial explains the URL Path Architecture for the algoseek Datasets API. Unlike fixed-endpoint APIs, algoseek uses a hierarchical structure where the URL itself changes based on the Asset Class and the Granularity (Data Type) of the dataset you are accessing.

The Base URL Pattern#

Every data request follows this fundamental structure:

`https://api.devalgoseek.com/api/v1/data/{asset-class}/{dataset-name}/{path-parameters}`

• {asset-class}: The broad category (e.g., us-equity, us-futures).
• {dataset-name}: The specific dataset identifier (e.g., eq-taq, eq-daily-ohlc).
• {path-parameters}: Variable components that depend on the data type.

Path Structures by Data Type#

The structure of the URL depends heavily on how the data is partitioned. High-granularity data (like Ticks) requires specific path parameters for performance, while low-granularity data (like Daily OHLC) uses query parameters.

Tick and Trade Data (High Granularity)#

For datasets with millions of records per day, the API requires the trade_date and ticker to be part of the URL path. This ensures efficient routing and faster response times.

Pattern: .../{asset-class}/{dataset-name}/{TradeDate}/{ticker}

• Example: /api/v1/data/us-equity/eq-taq/2023-03-13/AAPL
• Used for: Trade and Quote (TAQ), Trade-only Tick, and OTC Quote data.

Intraday Bar Data (Medium Granularity)#

Intraday bars (e.g., 1-minute aggregates) partition by ticker in the path, but handle dates via query parameters.

Pattern: .../{asset-class}/{dataset_text_id}/{ticker}

• Example: /api/v1/data/us-equity/eq-taq-1min/AAPL?TradeDate=2023-03-15
• Used for: 1-minute TAQ bars, extended hours bars.

Daily, Reference, and Corporate Action Data (Low Granularity)#

For data that doesn't change intraday, the path ends at the dataset-name. Filtering is handled entirely through query parameters like ticker, trade_date, or start_date.

Pattern: .../{asset-class}/{dataset-name}

• Example: /api/v1/data/us-equity/eq-daily-ohlc?Ticker=TSLA&TradeDate=2023-03-01
• Used for: OHLC, Security Master, Dividends, Splits, and IPO data.

Common Asset Classes#

When constructing your URL, you must use the correct asset class prefix:

Summary Table: URL Logic#