US Equities Trade Only Minute Bar

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

The U.S. Equities Trade-Only Minute Bar dataset provides a minute-by-minute summary of executed trades for U.S. exchange-listed equities, constructed exclusively from trade data (no quotes). Each one-minute interval includes Open, High, Low, Close, and Volume (OHLCV) metrics, along with VWAP and trade count, offering a concise yet informative view of intraday trading activity without the complexity of quote-based analytics. The dataset is derived from the consolidated Equity Securities Information Processor (SIP) trade feed and includes all eligible trades, covering on-exchange executions as well as off-exchange trades reported to FINRA Trade Reporting Facilities (TRF). Coverage spans all exchange-traded 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 Only Minute Bar Guide (algoseek and Excluding FINRA TRF aggregation logic), US Equities Industry Standard Trade Only Minute Bar Guide (Industry Standard 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.

Industry Standard#

Replicates the approach used by the industry's largest screen data vendor, which is also considered an industry standard by many professionals. The approach varies from modern calculations because it was set back in the 1990s in terms of the types of exchange flags that are included/excluded; see the specification for details.

Note: This dataset has an adjusted version available. By default, the endpoint returns price and volume values 'as-is' based on information published on the exchange. The adjusted version includes backward-adjusted data that accounts for corporate actions such as dividends and stock splits, which affect fields based on price and volume. You can control this behavior by using the adjusted query parameter in your API requests.

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#

Query Parameters#

adjusted Adjusted

Flag to indicate whether to return adjusted price and volume data

Default value: false

Examples:

Adjustment enabled
Adjustment disabled

Return the adjusted data

Example: true

Return unadjusted data (default behavior)

Example: false

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_trades_1min_AggregationLogic

Possible values: [algoseek, no_finra_trf, industry_std]

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

FirstTradePricenumber

Price of the first trade

Example: 195.04

HighTradePricenumber

Trade with the highest price

Example: 195.18

LowTradePricenumber

Trade with the lowest price

Example: 194.8

LastTradePricenumber

Price of the last trade

Example: 194.91

VolumeWeightPricenumber

Volume-weighted average price

Example: 194.99545

Volumeinteger

Total number of shares traded

Example: 848436

TotalTradesinteger

Total number of trades

Example: 7183

]

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,
      "FirstTradePrice": 195.04,
      "HighTradePrice": 195.18,
      "LowTradePrice": 194.8,
      "LastTradePrice": 194.91,
      "VolumeWeightPrice": 194.99545,
      "Volume": 848436,
      "TotalTrades": 7183
    }
  ],
  "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-trades-1min");
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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