AlgoSeek

US Equities Trade Only

The U.S. Equities Trade-Only dataset provides a tick-by-tick record of executed trades for U.S. exchange-listed equity securities, derived from the consolidated Equity SIP Last Sale. The dataset captures trades executed on all U.S. public equity exchanges, as well as off-exchange trades reported to FINRA Trade Reporting Facilities (TRF). For each trade, core attributes such as price, size (volume), market center, and sales condition codes are provided, enabling detailed analysis of execution act

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

The U.S. Equities Trade-Only dataset provides a tick-by-tick record of executed trades for U.S. exchange-listed equity securities, derived from the consolidated Equity SIP Last Sale. The dataset captures trades executed on all U.S. public equity exchanges, as well as off-exchange trades reported to FINRA Trade Reporting Facilities (TRF). For each trade, core attributes such as price, size (volume), market center, and sales condition codes are provided, enabling detailed analysis of execution activity and trade reporting context. Data spans the entire trading session, including pre-market (from 4:00 a.m.), regular market hours, and after-hours trading (through 8:00 p.m.), offering a complete view of daily trade flow without quote information. The dataset is delivered as trade-only data (no bids or asks), making it suitable for execution analysis, volume studies, and trade-based signal research where quote dynamics are not required.

For more details, please refer to the dataset documentation: US Equities Trade Only Guide.

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#

Path Parameters#

    trade_date Trade Daterequired

    Trading date in YYYY-MM-DD format

    Example: 2024-01-15
    ticker Tickerrequired

    Dataset's security identifier

    Example: AAPL

Query Parameters#

    adjusted Adjusted

    Flag to indicate whether to return adjusted price and volume data

    Default value: false
    Examples:

    Return the adjusted data

    Example: true
    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 format (default)

    Example: json

Responses#

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

Schema
    data object[]required
  • Array [
    • TradeDatedate

    The trading day

    Example: 2023-08-02
    EventDateTimedate-time

    Event timestamp (EST) with a nanosecond resolution (milliseconds before 2016)

    Example: 2023-08-02 12:29:37.425851482
    EventTypestring

    The type of the trade event

    Example: TRADE
    Tickerstring

    Symbol name

    Example: AAPL
    ASIDinteger

    A unique identifier for a security

    Example: 1010000000001033
    Pricenumber

    The price of Trade. Can be up to 4 decimal places for sub-penny prices

    Example: 191.935
    Quantityinteger

    The number of shares

    Example: 1
    Exchangestring

    The exchange or reporting venue

    Example: FINRA
    ConditionCodeinteger

    Condition flags applicable to the trade encoded as unsigned int

    Example: 2147483649
  • ]
    • 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

Authorization: X-API-KEY#

name: X-API-KEYtype: apiKeyin: header
var client = new HttpClient();
var request = new HttpRequestMessage(HttpMethod.Get, "https://api.devalgoseek.com/api/v1/data/us-equity/eq-trades/:trade_date/: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());
Request
Base URL
https://api.devalgoseek.com
Auth
Parameters
— pathrequired
— pathrequired
— query
— query
— query
— query
— query
— query
Column Filters
Accept
Response

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

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