US Equities Trade and Quote Extended Minute Bar

GET https://api.devalgoseek.com/api/v1/data/us-equity/eq-taq-1min-ext/:ticker#

The U.S. Equities Trade and Quote Extended Minute Bar dataset provides a high-resolution, analytics-rich minute-by-minute view of U.S. equity market activity, derived from consolidated trade and quote (TAQ) data. Each one-minute bar contains approximately 90 calculated metrics, capturing detailed price behavior, quote dynamics, and order-flow characteristics. In addition to standard Open, High, Low, Close, and Volume (OHLCV) measures, the dataset includes a broad set of market microstructure indicators, such as trade classification at bid/mid/ask, uptick and downtick counts, bid-ask spread analytics, and time-weighted bid and ask measures. These features are designed to support intraday liquidity analysis, signal research, and fine-grained behavioral modeling. The dataset uses a continuous minute-bar timeline. When no trading or quote updates occur during a given minute, the most recent bid and ask values are carried forward, ensuring a complete and gap-free time series that simplifies downstream joins and model construction. Data is derived from Equity Securities Information Processor (SIP) feeds and includes all eligible trades and top-of-book quotes, including off-exchange trades reported to FINRA Trade Reporting Facilities (TRF). Coverage spans all major U.S. equity issue types, including common and preferred stocks, ETFs, ETNs, ADRs, warrants, and units.

For more details, please refer to the dataset documentation: US Equities Trade and Quote Extended Minute Bar Guide.

Advanced Filtering

You can provide one or multiple filter expressions based on the dataset's columns to narrow down the results. For example, StartDate.gt=2023-01-01&StartDate.lt=2023-12-31, Ticker=AAPL.

Please refer to the Advanced Filtering Guide for the extensive reference.

Request#

Path Parameters#

ticker Tickerrequired

Dataset's security identifier

Example: AAPL

Query Parameters#

sort Sort

Sorting criteria for the results. Provide a column name with optional prefix '+' for ascending order, or prefix with '-' for descending order. Multiple sorting fields may be supported depending on the dataset. If sort prefix is not provided, the ascending order is applied.

columns Columns

A comma-separated list of columns to include in the response. Use this parameter to select only specific fields from the dataset. If not provided, all available columns will be returned.

offset Offset

Possible values: >= 0

Number of records to skip before returning results. To be used with the limit parameter for pagination. If not provided, defaults to 0.

Default value: 0

Example: 100

limit Limit

Possible values: >= 0 and <= 100000

Maximum number of records to return. Used to control response size and pagination. If not provided, a default limit is applied by the server.

Default value: 10000

Example: 100

response_format ResponseFormat

Possible values: [json, csv, csv_gzip]

The type of the data to return

Default value: json

Examples:

JSON
CSV Gzip

JSON format (default)

Example: json

Compressed CSV format

Example: csv_gzip

Responses#

JSON, CSV file, or gzip-compressed CSV file, depending on the value of response_format query parameter

application/json
text/csv
application/gzip

Schema
Example (auto)

Schema

data object[]required

Array [

TradeDatedate

The trading day

Example: 2023-06-20

BarDateTimedate-time

The timestamp of the bar start (EST)

Example: 2023-06-20 04:00:00

Tickerstring

Symbol name

Example: AAPL

ASIDinteger

A unique identifier for a security

Example: 1010000000001033

OpenBarTimeOffsetnumber

Time of the bar open

Example: 0

OpenBidPricenumber

The NBBO bid price as of the bar open

Example: 0

OpenBidSizeinteger

Total number of shares from all exchanges with OpenBidPrice

Example: 0

OpenAskPricenumber

The NBBO ask price as of the bar open

Example: 0

OpenAskSizeinteger

Total number of shares from all exchanges with OpenAskPrice

Example: 0

FirstTradeTimeOffsetnumber

Time of the first trade

Example: 0.006298846

FirstTradePricenumber

Price of the first trade

Example: 184.62

FirstTradeSizeinteger

Number of shares of the first trade

Example: 2

HighBidTimeOffsetnumber

Time of the highest NBBO bid price

Example: 33.78131918

HighBidPricenumber

The highest NBBO bid price

Example: 184.61

HighBidSizeinteger

Total number of shares from all exchanges with HighBidPrice

Example: 100

HighAskTimeOffsetnumber

Time of the highest NBBO ask price

Example: 0.090792355

HighAskPricenumber

The highest NBBO ask price

Example: 184.77

HighAskSizeinteger

Total number of shares from all exchanges with HighAskPrice

Example: 800

HighTradeTimeOffsetnumber

Time of the highest trade

Example: 0.034816096

HighTradePricenumber

The highest trade price

Example: 184.77

HighTradeSizeinteger

Number of shares of the highest trade

Example: 86

LowBidTimeOffsetnumber

Time of the lowest NBBO bid price

Example: 0.003601784

LowBidPricenumber

The lowest NBBO bid price

Example: 184.3

LowBidSizeinteger

Total number of shares from all exchanges with LowBidPrice

Example: 400

LowAskTimeOffsetnumber

Time of the lowest NBBO ask price

Example: 0.003672511

LowAskPricenumber

The lowest NBBO ask price

Example: 184.58

LowAskSizeinteger

Total number of shares from all exchanges with LowAskPrice

Example: 400

LowTradeTimeOffsetnumber

Time of the lowest trade

Example: 16.672314079

LowTradePricenumber

The lowest trade price

Example: 184.5

LowTradeSizeinteger

Number of shares of the lowest trade

Example: 5

CloseBarTimeOffsetnumber

Time of the bar close

Example: 59.999999999

CloseBidPricenumber

The NBBO bid price as of bar close

Example: 184.4

CloseBidSizeinteger

Total number of shares from all exchanges with CloseBidPrice

Example: 100

CloseAskPricenumber

The NBBO ask price as of bar close

Example: 184.64

CloseAskSizeinteger

Total number of shares from all exchanges with CloseAskPrice

Example: 500

LastTradeTimeOffsetnumber

Time of last trade

Example: 58.081899822

LastTradePricenumber

Price of last trade

Example: 184.64

LastTradeSizeinteger

Number of shares of last trade

Example: 1

MinSpreadnumber

Minimum NBBO Bid-Ask spread size

Example: 0.08

MaxSpreadnumber

Maximum NBBO Bid-Ask spread size

Example: 0.37

CancelSizeinteger

Total of number of shares canceled (when a previously reported trade is cancelled)

Example: 0

VolumeWeightPricenumber

Volume-weighted average price excluding FINRA/TRF trades

Example: 184.66526

FinraVolumeWeightPricenumber

Volume-weighted average price from FINRA/TRF trades

Example: 0

TotalVolumeWeightPricenumber

Volume-weighted average price from the Exchanges and off-exchange FINRA/TRF trades

Example: 184.66526

VolumeWeightPriceExcludePRPnumber

Volume-weighted price of all trades, but excluding with condition flag tPriorReferencePrice

Example: 184.66526

VolumeWeightSpreadnumber

Average bid/ask spread weighted by volumes of shares traded during the spread period

Example: 0.26702

VolumeWeightSpreadExcludePRPnumber

VWAP of Bid/Ask spread weighted by trade volume during spread period, but excluding trades with condition flag tPriorReferencePrice

Example: 0.26702

TradeAtBidinteger

Total trade volume at or below the bid price

Example: 12

TradeAtBidCountinteger

Sum of a number of trades that occurred at or below the bid (a trade reported/printed late can be below current bid)

Example: 3

TradeAtBidMidinteger

Total trade volume between the bid and mid price

Example: 447

TradeAtBidMidCountinteger

Sum of the number of trades that occurred between the bid and the midpoint

Example: 12

TradeAtMidinteger

Total trade volume at the mid price

Example: 0

TradeAtMidCountinteger

Sum of the number of trades that occurred at mid

Example: 0

TradeAtMidAskinteger

Total trade volume between the mid and ask price

Example: 30

TradeAtMidAskCountinteger

Sum of the number of trades that occurred between the mid and ask

Example: 13

TradeAtAskinteger

Total trade volume at or above the ask price

Example: 697

TradeAtAskCountinteger

Sum of a number of trades that occurred at or above the Ask

Example: 50

TradeAtCrossOrLockedinteger

Total trade volume when NBBO is locked or crossed

Example: 182

TradeAtCrossOrLockedCountinteger

Sum of the number of trades for the bar when NBBO is locked or crossed

Example: 23

Volumeinteger

Total number of shares traded excluding FINRA/TRF reported trades

Example: 1368

FinraVolumeinteger

Total number of shares traded reported by FINRA/TRF

Example: 0

TotalVolumeinteger

Total number of shares traded during the bar period from both Exchanges and off-exchange FINRA/TRF trades

Example: 1368

NBBOQuoteCountinteger

The number of Bid and Ask NNBO quotes during the bar period

Example: 239

TotalQuoteCountinteger

Total count top-of-book Bid and Ask from public exchanges for bar period

Example: 1080

ExchangesBidCountinteger

Number of Bids from top-of-book of all Public exchanges. Shows the number of times the Bid changed for all public exchanges

Example: 555

ExchangesAskCountinteger

Number of Asks from top-of-book of all Public exchanges. Shows the number of times Asks changed for all public exchanges

Example: 525

ExchangeTradeCountinteger

Total number of trades on public exchanges for bar period

Example: 101

FinraTradeCountinteger

Total number of FINRA/TRF trades for bar period

Example: 0

TotalTradesinteger

Total number of trades

Example: 101

OddLotTradeCountinteger

Number of OddLot trades during bar period

Example: 98

OddLotTotalSharesinteger

Total number of Odd Lot shares traded during bar period

Example: 868

PriorReferencePriceTradeCountinteger

Number of trades during bar period with condition flag tPriorReferencePrice, a sale condition that identifies a trade based on a price at a prior point in time

Example: 0

PriorReferencePriceTradeSharesinteger

Number of trades during bar period with condition flag tPriorReferencePrice, a sale condition that identifies a trade based on a price at a prior point in time

Example: 0

UptickVolumeinteger

Total number of shares traded with upticks

Example: 256

DowntickVolumeinteger

Total number of shares traded with downticks

Example: 429

RepeatUptickVolumeinteger

Total number of shares where trade price is the same (repeated) and last price change was up

Example: 492

RepeatDowntickVolumeinteger

Total number of shares where trade price is the same (repeated) and last price change was down

Example: 62

UnknownTickVolumeinteger

When the first trade of the day takes place, the tick direction is \u0022unknown\u0022 as there is no previous trade to compare it to

Example: 129

TradeToMidVolWeightnumber

The sum difference between each trade\u2019s price and NBBO midpoint at the time of the trade weighted by volume

Example: 4.48319

TradeToMidVolWeightRelativenumber

The sum difference between each trade\u2019s price and NBBO midpoint at the time of the trade relative to the spread and weighted by volume

Example: 0.17512

TimeWeightSpreadnumber

Spread during bar time weighted by time for each spread

Example: 0.28264

TimeWeightBidnumber

Time-weighted average price of the NBBO bid

Example: 184.45058

TimeWeightBidSizenumber

The time-weighted average size of National Best Bid during the bar period

Example: 118

TimeWeightAsknumber

Time-weighted average price of the NBBO ask

Example: 184.73281

TimeWeightAskSizenumber

Time-weighted average size of National Best Ask during bar period

Example: 460

SpreadValidTimeinteger

Total number of milliseconds during bar time that the spread was defined as valid for use in fields requiring a spread calculation

Example: 59912

RelativeSpreadAveragenumber

The Relative Spread is the Bid/Ask spread relative to the midpoint price at time t for a trade. It shows how wide the spread is compared to the price. For each minute, the average of the Relative Spreads for each trade is calculated

Example: 0.00104

TradeCumulDistributionToBidstring

Cumulative distribution volume of Trade price relative to the Bid during the bar period with 0 being trade at Bid and 1 being trade at Ask. Cumulative distribution created with percentage probabilities of 0:0.05:0.1:0.20:0.40:0.60:0.80:0.90:0.95:1

Example: 12:112:112:237:364:466:468:468:475:1153

RetailTRFBuySizestring

Estimated number of shares that are Buy retail order flow. Retail trades are identified using TRF trades executed sub-penny within a specific range

Example:

RetailTRFSellSizestring

Estimated number of shares that are Sell retail order flow. Retail trades are identified using TRF trades executed sub-penny within a specific range

Example:

]

pagination objectrequired

offsetinteger

The number of records skipped to fetch the current page

Default value: 0

limitintegerrequired

The maximum number of records in the current page

next_offsetinteger

The number of records to skip to fetch the next page

{
  "data": [
    {
      "TradeDate": "2023-06-20",
      "BarDateTime": "2023-06-20 04:00:00",
      "Ticker": "AAPL",
      "ASID": 1010000000001033,
      "OpenBarTimeOffset": 0,
      "OpenBidPrice": 0,
      "OpenBidSize": 0,
      "OpenAskPrice": 0,
      "OpenAskSize": 0,
      "FirstTradeTimeOffset": 0.006298846,
      "FirstTradePrice": 184.62,
      "FirstTradeSize": 2,
      "HighBidTimeOffset": 33.78131918,
      "HighBidPrice": 184.61,
      "HighBidSize": 100,
      "HighAskTimeOffset": 0.090792355,
      "HighAskPrice": 184.77,
      "HighAskSize": 800,
      "HighTradeTimeOffset": 0.034816096,
      "HighTradePrice": 184.77,
      "HighTradeSize": 86,
      "LowBidTimeOffset": 0.003601784,
      "LowBidPrice": 184.3,
      "LowBidSize": 400,
      "LowAskTimeOffset": 0.003672511,
      "LowAskPrice": 184.58,
      "LowAskSize": 400,
      "LowTradeTimeOffset": 16.672314079,
      "LowTradePrice": 184.5,
      "LowTradeSize": 5,
      "CloseBarTimeOffset": 59.999999999,
      "CloseBidPrice": 184.4,
      "CloseBidSize": 100,
      "CloseAskPrice": 184.64,
      "CloseAskSize": 500,
      "LastTradeTimeOffset": 58.081899822,
      "LastTradePrice": 184.64,
      "LastTradeSize": 1,
      "MinSpread": 0.08,
      "MaxSpread": 0.37,
      "CancelSize": 0,
      "VolumeWeightPrice": 184.66526,
      "FinraVolumeWeightPrice": 0,
      "TotalVolumeWeightPrice": 184.66526,
      "VolumeWeightPriceExcludePRP": 184.66526,
      "VolumeWeightSpread": 0.26702,
      "VolumeWeightSpreadExcludePRP": 0.26702,
      "TradeAtBid": 12,
      "TradeAtBidCount": 3,
      "TradeAtBidMid": 447,
      "TradeAtBidMidCount": 12,
      "TradeAtMid": 0,
      "TradeAtMidCount": 0,
      "TradeAtMidAsk": 30,
      "TradeAtMidAskCount": 13,
      "TradeAtAsk": 697,
      "TradeAtAskCount": 50,
      "TradeAtCrossOrLocked": 182,
      "TradeAtCrossOrLockedCount": 23,
      "Volume": 1368,
      "FinraVolume": 0,
      "TotalVolume": 1368,
      "NBBOQuoteCount": 239,
      "TotalQuoteCount": 1080,
      "ExchangesBidCount": 555,
      "ExchangesAskCount": 525,
      "ExchangeTradeCount": 101,
      "FinraTradeCount": 0,
      "TotalTrades": 101,
      "OddLotTradeCount": 98,
      "OddLotTotalShares": 868,
      "PriorReferencePriceTradeCount": 0,
      "PriorReferencePriceTradeShares": 0,
      "UptickVolume": 256,
      "DowntickVolume": 429,
      "RepeatUptickVolume": 492,
      "RepeatDowntickVolume": 62,
      "UnknownTickVolume": 129,
      "TradeToMidVolWeight": 4.48319,
      "TradeToMidVolWeightRelative": 0.17512,
      "TimeWeightSpread": 0.28264,
      "TimeWeightBid": 184.45058,
      "TimeWeightBidSize": 118,
      "TimeWeightAsk": 184.73281,
      "TimeWeightAskSize": 460,
      "SpreadValidTime": 59912,
      "RelativeSpreadAverage": 0.00104,
      "TradeCumulDistributionToBid": "12:112:112:237:364:466:468:468:475:1153",
      "RetailTRFBuySize": "",
      "RetailTRFSellSize": ""
    }
  ],
  "pagination": {
    "limit": 1000,
    "next_offset": 2000,
    "offset": 1000
  }
}

Schema
Example (auto)

Schema

stringbinary

"string"

Schema
Example (auto)

Schema

stringbinary

"string"

Validation Error

application/json

Schema
Example (auto)

Schema

detail object[]

Array [

loc object[]required

Array [

anyOf

string
integer

string

]

msgstringrequired

typestringrequired

inputInput

ctxobject

]

{
  "detail": [
    {
      "loc": [
        "string",
        0
      ],
      "msg": "string",
      "type": "string",
      "ctx": {}
    }
  ]
}

Authorization: X-API-KEY#

name: X-API-KEYtype: apiKeyin: header

HTTPCLIENT
RESTSHARP

var client = new HttpClient();
var request = new HttpRequestMessage(HttpMethod.Get, "https://api.devalgoseek.com/api/v1/data/us-equity/eq-taq-1min-ext/:ticker");
request.Headers.Add("Accept", "application/json");
request.Headers.Add("X-API-KEY", "<X-API-KEY>");
var response = await client.SendAsync(request);
response.EnsureSuccessStatusCode();
Console.WriteLine(await response.Content.ReadAsStringAsync());

Response

Click the Send API Request button above and see the response here!

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US Equities Shares Outstanding Detailed

US Equities Trade Only Minute Bar