AlgoSeek

US Equities Trading Halts

The U.S. Equities Trading Halts dataset provides comprehensive reference information on trading halt events affecting U.S. exchange-listed equities. It consolidates halt activity across all U.S. equity exchanges, delivering a unified view of market suspensions and resumptions. Each record includes the halt reason code, halt initiation timestamp, resumption timestamp, and security-level metadata, enabling precise measurement of halt duration and clear attribution of regulatory or exchange-initiat

GET 

https://api.devalgoseek.com/api/v1/data/us-equity-ref/eq-trading-halts#

The U.S. Equities Trading Halts dataset provides comprehensive reference information on trading halt events affecting U.S. exchange-listed equities. It consolidates halt activity across all U.S. equity exchanges, delivering a unified view of market suspensions and resumptions. Each record includes the halt reason code, halt initiation timestamp, resumption timestamp, and security-level metadata, enabling precise measurement of halt duration and clear attribution of regulatory or exchange-initiated actions. The dataset captures a wide range of halt scenarios, including regulatory halts, volatility-related pauses, news-pending halts, and operational interruptions. This dataset is designed to support market event analysis, trading system controls, compliance monitoring, and historical research, where accurate identification and timing of trading halts are critical.

For more details, please refer to the dataset documentation: US Equities Trading Halts 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#

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 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 [
  • Datedate

    The trading day

    Example: 2025-08-14
    SecIdinteger

    Algoseek security identifier

    Example: 8139569
    ASIDinteger

    A unique identifier for a security

    Example: 1010000000025154
    Symbolstring

    Ticker symbol of the security, such as AAPL, MSFT, etc.

    Example: BOWN
    OrigExchstring

    Exchange on which the trading halt originated. Usually a halt message is originated from the security primary listing exchange.

    Example: Nasdaq
    Planstring

    Plan under which the trading action was initiated (CTA or UTP).

    Example: UTP
    EodStatusstring

    Plan under which the trading action was initiated (CTA or UTP).

    Example: Halted
    HaltDatedate

    Date when the trading halt or pause began.

    Example: 2025-07-15
    HaltTimeExchstring

    Timestamp (nanosecond accuracy) provided by the originating exchange when the trading halt or pause was activated.

    Example: 17:45:19.241810737
    HaltTimeSipstring

    Timestamp (nanosecond accuracy) provided by the SIP when the halt message was disseminated.

    Example: 17:45:19.241868285
    CtaLastPricePreHaltnumber

    The Last Price represents the last price for that security either on a Consolidated or an indivisual Participant bases at the time the halt message is disseminated.

    Example:
    ResumeDatedate

    Date when trading of the security resumed.

    Example:
    UtpQuoteResumeTimeExchstring

    Timestamp (nanosecond accuracy) provided by the originating exchange when quotation for the security resumed (UTP plan issues only).

    Example:
    UtpQuoteResumeTimeSipstring

    Timestamp (nanosecond accuracy) provided by the SIP when the quotation resumption message was disseminated.

    Example:
    TradeResumeTimeExchstring

    Timestamp (nanosecond accuracy) provided by the originating exchange when the trading halt was deactivated and trading resumed.

    Example:
    TradeResumeTimeSipstring

    Timestamp (nanosecond accuracy) provided by the SIP when the trading resumption message was disseminated.

    Example:
    AsNormRsnCodestring

    Algoseek normalized reason code(s) for the trading action. If multiple reasons exist, codes are separated by semi-colons.

    Example:
    AsNormRsnstring

    Algoseek normalized reason description(s) for the trading action. If multiple reasons exist, descriptions are separated by semi-colons.

    Example:
    ExchRsnCodestring

    Exchange-provided reason code(s) for the trading halt. If multiple codes are disseminated, codes are separated by semi-colons.

    Example:
    HaltCaseSeqinteger

    Sequence number of the trading halt case, tracking the number of halts for a security during a trading session.

    Example: 1
    TotalMessagesinteger

    Total number of messages sent during the trading halt case.

    Example: 1
  • ]
  • 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-ref/eq-trading-halts");
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
— query
— query
— query
— query
— query
Column Filters
Accept
Response

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