US Equities Trade and Quote Minute Bar

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

The U.S. Equities Trade and Quote Minute Bar dataset provides a minute-by-minute analytical view of U.S. equity market activity, derived from consolidated trade and quote (TAQ) data. Each one-minute bar contains approximately 60 calculated metrics, summarizing intraday price behavior, quote dynamics, and trading activity. In addition to standard Open, High, Low, Close, and Volume (OHLCV) measures, the dataset includes market microstructure indicators such as trade classification at bid/mid/ask, uptick and downtick statistics, bid-ask spread measures, and time-weighted bid and ask metrics. These features support intraday liquidity analysis, signal development, and short-horizon market studies without the complexity of tick-level data. The dataset uses a continuous minute-bar timeline. When no qualifying trade or quote updates occur during a given minute, the most recent bid and ask values are carried forward, ensuring a complete, gap-free time series that simplifies downstream joins and modeling. 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 U.S. public-traded 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 Minute Bar Guide (algoseek and Excluding FINRA TRF aggregation logic).

Aggregation Logic Options#

This dataset is available with different aggregation logic variants, which may affect how certain data fields are calculated.

algoseek#

algoseek core team comes from a high-frequency background and uses accepted de facto standards for calculating OHLC bars. See documentation for details on included/excluded fields.

Excluding FINRA TRF#

Excludes all trades that are done off the public ("lit") exchanges. These trades from dark pools, internal crossing, OTC deals, etc. These are trades that are not normally possible to participate in, so they can skew the backtesting if Client is only executing on public exchanges. Removing these trades provides a more realistic view of actual trades taking place, but does lose insight into the whole market.

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

aggregation_logic eq_taq_1min_AggregationLogic

Possible values: [algoseek, no_finra_trf]

Aggregation logic variant of the dataset

Default value: algoseek

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: 2023-08-02

BarDateTimedate-time

The timestamp of the bar start (EST)

Example: 2023-08-02 09:30:00

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: 194.98

OpenBidSizeinteger

Total number of shares from all exchanges with OpenBidPrice

Example: 1000

OpenAskPricenumber

The NBBO ask price as of the bar open

Example: 195.1

OpenAskSizeinteger

Total number of shares from all exchanges with OpenAskPrice

Example: 300

FirstTradeTimeOffsetnumber

Time of the first trade

Example: 0.014475656

FirstTradePricenumber

Price of the first trade

Example: 195.04

FirstTradeSizeinteger

Number of shares of the first trade

Example: 100

HighBidTimeOffsetnumber

Time of the highest NBBO bid price

Example: 12.135221447

HighBidPricenumber

The highest NBBO bid price

Example: 195.17

HighBidSizeinteger

Total number of shares from all exchanges with HighBidPrice

Example: 100

HighAskTimeOffsetnumber

Time of the highest NBBO ask price

Example: 1.210477396

HighAskPricenumber

The highest NBBO ask price

Example: 195.19

HighAskSizeinteger

Total number of shares from all exchanges with HighAskPrice

Example: 2700

HighTradeTimeOffsetnumber

Time of the highest trade

Example: 1.211722289

HighTradePricenumber

The highest trade price

Example: 195.18

HighTradeSizeinteger

Number of shares of the highest trade

Example: 39

LowBidTimeOffsetnumber

Time of the lowest NBBO bid price

Example: 54.761933543

LowBidPricenumber

The lowest NBBO bid price

Example: 194.79

LowBidSizeinteger

Total number of shares from all exchanges with LowBidPrice

Example: 500

LowAskTimeOffsetnumber

Time of the lowest NBBO ask price

Example: 50.78799885

LowAskPricenumber

The lowest NBBO ask price

Example: 194.81

LowAskSizeinteger

Total number of shares from all exchanges with LowAskPrice

Example: 100

LowTradeTimeOffsetnumber

Time of the lowest trade

Example: 50.787492243

LowTradePricenumber

The lowest trade price

Example: 194.8

LowTradeSizeinteger

Number of shares of the lowest trade

Example: 2

CloseBarTimeOffsetnumber

Time of the bar close

Example: 59.999999999

CloseBidPricenumber

The NBBO bid price as of bar close

Example: 194.9

CloseBidSizeinteger

Total number of shares from all exchanges with CloseBidPrice

Example: 300

CloseAskPricenumber

The NBBO ask price as of bar close

Example: 194.92

CloseAskSizeinteger

Total number of shares from all exchanges with CloseAskPrice

Example: 800

LastTradeTimeOffsetnumber

Time of last trade

Example: 59.973818199

LastTradePricenumber

Price of last trade

Example: 194.91

LastTradeSizeinteger

Number of shares of last trade

Example: 100

MinSpreadnumber

Minimum NBBO Bid-Ask spread size

Example: 0.01

MaxSpreadnumber

Maximum NBBO Bid-Ask spread size

Example: 0.12

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: 194.99778

NBBOQuoteCountinteger

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

Example: 10498

TradeAtBidinteger

Total trade volume at or below the bid price

Example: 585766

TradeAtBidMidinteger

Total trade volume between the bid and mid price

Example: 31663

TradeAtMidinteger

Total trade volume at the mid price

Example: 71547

TradeAtMidAskinteger

Total trade volume between the mid and ask price

Example: 42982

TradeAtAskinteger

Total trade volume at or above the ask price

Example: 98737

TradeAtCrossOrLockedinteger

Total trade volume when NBBO is locked or crossed

Example: 17741

Volumeinteger

Total number of shares traded excluding FINRA/TRF reported trades

Example: 713900

TotalTradesinteger

Total number of trades

Example: 7183

FinraVolumeinteger

Total number of shares traded reported by FINRA/TRF

Example: 134536

FinraVolumeWeightPricenumber

Volume-weighted average price from FINRA/TRF trades

Example: 194.98306

UptickVolumeinteger

Total number of shares traded with upticks

Example: 74596

DowntickVolumeinteger

Total number of shares traded with downticks

Example: 572129

RepeatUptickVolumeinteger

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

Example: 89084

RepeatDowntickVolumeinteger

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

Example: 112627

UnknownTickVolumeinteger

When the first trade of the day takes place, the tick direction is "unknown" as there is no previous trade to compare it to

Example: 0

TradeToMidVolWeightnumber

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

Example: -6.58991

TradeToMidVolWeightRelativenumber

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

Example: -2.29876

TimeWeightBidnumber

Time-weighted average price of the NBBO bid

Example: 194.92949

TimeWeightAsknumber

Time-weighted average price of the NBBO ask

Example: 194.95437

]

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": "2023-08-02",
      "BarDateTime": "2023-08-02 09:30:00",
      "Ticker": "AAPL",
      "ASID": 1010000000001033,
      "OpenBarTimeOffset": 0,
      "OpenBidPrice": 194.98,
      "OpenBidSize": 1000,
      "OpenAskPrice": 195.1,
      "OpenAskSize": 300,
      "FirstTradeTimeOffset": 0.014475656,
      "FirstTradePrice": 195.04,
      "FirstTradeSize": 100,
      "HighBidTimeOffset": 12.135221447,
      "HighBidPrice": 195.17,
      "HighBidSize": 100,
      "HighAskTimeOffset": 1.210477396,
      "HighAskPrice": 195.19,
      "HighAskSize": 2700,
      "HighTradeTimeOffset": 1.211722289,
      "HighTradePrice": 195.18,
      "HighTradeSize": 39,
      "LowBidTimeOffset": 54.761933543,
      "LowBidPrice": 194.79,
      "LowBidSize": 500,
      "LowAskTimeOffset": 50.78799885,
      "LowAskPrice": 194.81,
      "LowAskSize": 100,
      "LowTradeTimeOffset": 50.787492243,
      "LowTradePrice": 194.8,
      "LowTradeSize": 2,
      "CloseBarTimeOffset": 59.999999999,
      "CloseBidPrice": 194.9,
      "CloseBidSize": 300,
      "CloseAskPrice": 194.92,
      "CloseAskSize": 800,
      "LastTradeTimeOffset": 59.973818199,
      "LastTradePrice": 194.91,
      "LastTradeSize": 100,
      "MinSpread": 0.01,
      "MaxSpread": 0.12,
      "CancelSize": 0,
      "VolumeWeightPrice": 194.99778,
      "NBBOQuoteCount": 10498,
      "TradeAtBid": 585766,
      "TradeAtBidMid": 31663,
      "TradeAtMid": 71547,
      "TradeAtMidAsk": 42982,
      "TradeAtAsk": 98737,
      "TradeAtCrossOrLocked": 17741,
      "Volume": 713900,
      "TotalTrades": 7183,
      "FinraVolume": 134536,
      "FinraVolumeWeightPrice": 194.98306,
      "UptickVolume": 74596,
      "DowntickVolume": 572129,
      "RepeatUptickVolume": 89084,
      "RepeatDowntickVolume": 112627,
      "UnknownTickVolume": 0,
      "TradeToMidVolWeight": -6.58991,
      "TradeToMidVolWeightRelative": -2.29876,
      "TimeWeightBid": 194.92949,
      "TimeWeightAsk": 194.95437
    }
  ],
  "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/: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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