US Futures Trade Only

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

The U.S. Futures Trade-Only dataset provides tick-level intraday trade data for CME-listed futures contracts, constructed by filtering quote events from the consolidated trade and quote (TAQ) feed. Each record represents an executed trade and includes core execution attributes such as price, quantity, trade aggressor flag (indicating whether the buyer or seller initiated the trade), and exchange condition codes, which provide additional context about trade execution. Trades are timestamped with millisecond resolution, enabling high-precision sequencing and detailed intraday analysis. The dataset covers major futures contracts traded on U.S. exchanges, including products listed on CME, CBOT, COMEX, and NYMEX. Data is organized in UTC, with local exchange timestamps in Chicago time (CT) included to align with standard futures-market conventions. By excluding quote updates, the dataset offers a focused view of pure trade activity, suitable for execution analysis, volume studies, and trade-based signal research.

For more details, please refer to the dataset documentation: US Futures Trade Only 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#

trade_date Trade Daterequired

Trading date in YYYY-MM-DD format

Example: 2024-01-15

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: 2023-08-02

EventDateTimedate-time

Event timestamp (CST) with a nanosecond resolution

Example: 2023-08-02 11:13:59.737000000

Tickerstring

Symbol name

Example: ESU3

BaseSymbolstring

Base product name

Example: ES

SecurityIDinteger

Internal security ID used by AlgoSeek

Example: 3445

EventTypestring

TypeMask field converted to text

Example: TRADE AGRESSOR ON BUY

Pricenumber

The price of corresponding event

Example: 4535.75

Quantityinteger

Total number of contracts traded or quoted at this price

Example: 8

Ordersinteger

The number of orders currently in the marketplace (relates quotes only, 0 for trades)

Example: 5

Flagsinteger

A flag as bit mask for extra information about the message

Example: 0

TypeMaskinteger

This is the event type and it is an 8-bit mask

Example: 162

]

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",
      "EventDateTime": "2023-08-02 11:13:59.737000000",
      "Ticker": "ESU3",
      "BaseSymbol": "ES",
      "SecurityID": 3445,
      "EventType": "TRADE AGRESSOR ON BUY",
      "Price": 4535.75,
      "Quantity": 8,
      "Orders": 5,
      "Flags": 0,
      "TypeMask": 162
    }
  ],
  "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-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());

Response

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

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