US Futures Trade and Quote Minute Bar

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

The U.S. Futures Trade and Quote Minute Bar dataset provides one-minute aggregated, event-based bar derived from intraday trade and quote (TAQ) activity for CME-listed futures contracts. Each one-minute interval contains 50+ analytical and statistical fields, including Open, High, Low, and Close (OHLC) values calculated using both trade executions and quote updates. In addition to standard OHLC measures, the dataset includes VWAP, minimum and maximum bid-ask spreads, and buy- and sell-side aggressor trade counts, enabling detailed analysis of liquidity, order-flow imbalance, and short-horizon futures market behavior. The dataset is constructed from consolidated futures TAQ data and is designed to support intraday futures analytics, execution research, and quantitative modeling, where both trade activity and quote dynamics are required at minute resolution.

For more details, please refer to the dataset documentation: US Futures Trade and Quote 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: ESH6

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: 2010-01-03

BarDateTimedate-time

The timestamp of the bar start (CST)

Example: 2010-01-03 16:15:00

Tickerstring

Symbol name

Example: 6AH0

BaseSymbolstring

Base product name

Example: 6A

OpenBidTimeOffsetnumber

Time of the open bid price

Example: 0.041

OpenBidPricenumber

The NBBO bid price as of the bar open

Example: 0.8888

OpenBidSizeinteger

Total number of shares from all exchanges with OpenBidPrice

Example: 1

OpenAskTimeOffsetnumber

Time of the open ask price

Example: 0.05

OpenAskPricenumber

The NBBO ask price as of the bar open

Example: 0.892

OpenAskSizeinteger

Total number of shares from all exchanges with OpenAskPrice

Example: 2

OpenTradeTimeOffsetnumber

Time of the first trade

Example: 0

OpenTradePricenumber

Price of the first trade

Example: 0

OpenTradeSizeinteger

Number of shares of the first trade

Example: 0

HighBidTimeOffsetnumber

Time of the highest NBBO bid price

Example: 0.041

HighBidPricenumber

The highest NBBO bid price

Example: 0.8888

HighBidSizeinteger

Total number of shares from all exchanges with HighBidPrice

Example: 1

HighAskTimeOffsetnumber

Time of the highest NBBO ask price

Example: 0.05

HighAskPricenumber

The highest NBBO ask price

Example: 0.892

HighAskSizeinteger

Total number of shares from all exchanges with HighAskPrice

Example: 2

HighTradeTimeOffsetnumber

Time of the highest trade

Example: 0

HighTradePricenumber

The highest trade price

Example: 0

HighTradeSizeinteger

Number of shares of the highest trade

Example: 0

LowBidTimeOffsetnumber

Time of the lowest NBBO bid price

Example: 0.041

LowBidPricenumber

The lowest NBBO bid price

Example: 0.8888

LowBidSizeinteger

Total number of shares from all exchanges with LowBidPrice

Example: 1

LowAskTimeOffsetnumber

Time of the lowest NBBO ask price

Example: 0.05

LowAskPricenumber

The lowest NBBO ask price

Example: 0.892

LowAskSizeinteger

Total number of shares from all exchanges with LowAskPrice

Example: 2

LowTradeTimeOffsetnumber

Time of the lowest trade

Example: 0

LowTradePricenumber

The lowest trade price

Example: 0

LowTradeSizeinteger

Number of shares of the lowest trade

Example: 0

CloseBidTimeOffsetnumber

Time of the close bid price

Example: 47.021

CloseBidPricenumber

The NBBO bid price as of bar close

Example: 0.8888

CloseBidSizeinteger

Total number of shares from all exchanges with CloseBidPrice

Example: 2

CloseAskTimeOffsetnumber

Time of the close ask price

Example: 0.05

CloseAskPricenumber

The NBBO ask price as of bar close

Example: 0.892

CloseAskSizeinteger

Total number of shares from all exchanges with CloseAskPrice

Example: 2

CloseTradeTimeOffsetnumber

Time of last trade

Example: 0

CloseTradePricenumber

Price of last trade

Example: 0

CloseTradeSizeinteger

Number of shares of last trade

Example: 0

MinSpreadnumber

Minimum Bid-Ask spread size

Example: 0.0032

MaxSpreadnumber

Maximum Bid-Ask spread size

Example: 0.0032

VolumeWeightPricenumber

Volume-weighted average price

Example: 0

TotalRegularQuotesinteger

The number of Regular Bid/Ask quotes during the bar period

Example: 3

TotalQuantityinteger

Total number of shares traded

Example: 0

BuyAggressorQuantityinteger

The number of shares traded with "Aggressor on Buy"

Example: 0

SellAggressorQuantityinteger

The number of shares traded with "Aggressor on Sell"

Example: 0

NoAggressorQuantityinteger

The number of shares traded without Aggressor side

Example: 0

TotalTradesinteger

Total number of trades

Example: 0

BuyAggressorTradesinteger

The number of "Aggressor on Buy" trades

Example: 0

SellAggressorTradesinteger

The number of "Aggressor on Sell" trades

Example: 0

NoAggressorTradesinteger

The number of trades without Aggressor side

Example: 0

]

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": "2010-01-03",
      "BarDateTime": "2010-01-03 16:15:00",
      "Ticker": "6AH0",
      "BaseSymbol": "6A",
      "OpenBidTimeOffset": 0.041,
      "OpenBidPrice": 0.8888,
      "OpenBidSize": 1,
      "OpenAskTimeOffset": 0.05,
      "OpenAskPrice": 0.892,
      "OpenAskSize": 2,
      "OpenTradeTimeOffset": 0,
      "OpenTradePrice": 0,
      "OpenTradeSize": 0,
      "HighBidTimeOffset": 0.041,
      "HighBidPrice": 0.8888,
      "HighBidSize": 1,
      "HighAskTimeOffset": 0.05,
      "HighAskPrice": 0.892,
      "HighAskSize": 2,
      "HighTradeTimeOffset": 0,
      "HighTradePrice": 0,
      "HighTradeSize": 0,
      "LowBidTimeOffset": 0.041,
      "LowBidPrice": 0.8888,
      "LowBidSize": 1,
      "LowAskTimeOffset": 0.05,
      "LowAskPrice": 0.892,
      "LowAskSize": 2,
      "LowTradeTimeOffset": 0,
      "LowTradePrice": 0,
      "LowTradeSize": 0,
      "CloseBidTimeOffset": 47.021,
      "CloseBidPrice": 0.8888,
      "CloseBidSize": 2,
      "CloseAskTimeOffset": 0.05,
      "CloseAskPrice": 0.892,
      "CloseAskSize": 2,
      "CloseTradeTimeOffset": 0,
      "CloseTradePrice": 0,
      "CloseTradeSize": 0,
      "MinSpread": 0.0032,
      "MaxSpread": 0.0032,
      "VolumeWeightPrice": 0,
      "TotalRegularQuotes": 3,
      "TotalQuantity": 0,
      "BuyAggressorQuantity": 0,
      "SellAggressorQuantity": 0,
      "NoAggressorQuantity": 0,
      "TotalTrades": 0,
      "BuyAggressorTrades": 0,
      "SellAggressorTrades": 0,
      "NoAggressorTrades": 0
    }
  ],
  "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-futures/fut-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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