AlgoSeek

Advanced API Data Filtering Operators

The following section explains how to apply column-level modifiers to fine-tune your data requests using the algoseek Datasets API. By appending specific operators to column names in your query string, you can filter for specific price ranges, volume thresholds, or ticker patterns directly at the endpoint level.

The following section explains how to apply column-level modifiers to fine-tune your data requests using the algoseek Datasets API. By appending specific operators to column names in your query string, you can filter for specific price ranges, volume thresholds, or ticker patterns directly at the endpoint level.

Supported Filter Operations#

The following modifiers are supported based on the column's data type:

Info

Range types include numeric, date, and timestamp, while Text represents String and Enums.

Operation SyntaxOperation NameSupported TypesExample Syntax
{Column}.eqEqualRange, TextTicker.eq=AAPL
{Column}.gtGreater thanRangePrice.gt=150.00
{Column}.geGreater than or Equal toRangeQuantity.ge=500
{Column}.ltLess thanRangeVolume.lt=1000
{Column}.leLesser than or Equal toRangeTradeDate.le=2024-01-01
{Column}.likePattern matchTextTicker.like=TSL*
{Column}.ilikePattern match (case-insensitive)TextTicker.ilike=aap*
{Column}.inPattern match inTextTicker.in=AAPL,MSFT

1. Equality Operations (.eq)#

Filters for an exact match. If no modifier is provided, the API defaults to equality.

  • Filter by specific Ticker: Find records for a specific asset.

Example: Exact Ticker match#

curl -X --get \
https://api.devalgoseek.com/api/v1/data/us-equity/eq-trades-1min \
--data 'Ticker.eq=TSLA' \
-H "X-API-KEY: YOUR_API_KEY"

Example: Match specific Condition Code#

curl -X --get \
https://api.devalgoseek.com/api/v1/data/us-equity/eq-trades/2023-03-01/AAPL \
--data 'ConditionCode.eq=1' \
-H "X-API-KEY: YOUR_API_KEY"

2. Range Operations (.gt, .ge, .lt, .le)#

Used on numeric columns (Price, Quantity, Volume) or dates to set thresholds.

  • Minimum Price: Find assets trading above a certain value.
  • Maximum Quantity: Filter out large "block" trades.
  • Date Ceiling: Limit results to a specific historical cutoff.

Example: Price greater than 148#

curl -X --get \
https://api.devalgoseek.com/api/v1/data/us-equity/eq-trades/2023-03-01/AAPL \
--data 'Price.gt=148' \
-H "X-API-KEY: YOUR_API_KEY"

Example: Quantity less than or equal to 100#

curl -X --get \
https://api.devalgoseek.com/api/v1/data/us-equity/eq-trades/2023-03-01/AAPL \
--data 'Quantity.le=100' \
-H "X-API-KEY: YOUR_API_KEY"

3. Pattern & List Operations (.like, .ilike, .in)#

Use these for flexible text searching or requesting multiple items at once.

  • Prefix Matching: Find all tickers starting with specific letters (use * as a wildcard).
  • Case-Insensitive Search: Search names without worrying about capitalization.
  • Batch Request: Retrieve data for multiple tickers in a single call.

Example: Tickers starting with 'ETF'#


curl -X --get \
https://api.devalgoseek.com/api/v1/data/us-equity-ref/eq-shares-outst-detail \
--data 'Name.like=ETF*' \
-H "X-API-KEY: YOUR_API_KEY"

Example: Multiple specific tickers#

curl -X --get \
https://api.devalgoseek.com/api/v1/data/us-equity/eq-daily-ohlc \
--data 'Ticker.in=AAPL,AMZN,IBM' \
-H "X-API-KEY: YOUR_API_KEY"

4. Advanced: Combining Filters#

Same-Column Combinations (Creating a Window)#

You can apply multiple modifiers to the same column to create a specific range, such as a price corridor.

  • Price Corridor: Find trades between $150 and $160.
  • Volume Window: Isolate medium-sized trades (e.g., between 500 and 1,000 shares).

Example: Price between 140 and 150#

curl -X --get \
https://api.devalgoseek.com/api/v1/data/us-equity/eq-trades/2023-03-01/AAPL \
--data 'Price.gt=140' \
--data 'Price.lt=150' \
-H "X-API-KEY: YOUR_API_KEY"

Example: Quantity between 500 and 1000#

curl -X --get \
https://api.devalgoseek.com/api/v1/data/us-equity/eq-trades/2023-03-01/AAPL \
--data 'Quantity.ge=500' \
--data 'Quantity.le=1000' \
-H "X-API-KEY: YOUR_API_KEY"

Multi-Column Filtering#

Apply filters across different fields to isolate highly specific market events.

  • Large Trades on Specific Venue: Large AAPL trades executed on the FINRA exchange.
  • Specific Sector/Industry Search: Find "National Commercial Banks" within the "Finance" sector in the Security Master.

Example: Large trades on FINRA exchange#

curl -X --get \
https://api.devalgoseek.com/api/v1/data/us-equity/eq-trades/2023-03-01/AAPL \
--data 'Quantity.gt=10000' \
--data 'Exchange.eq=FINRA' \
-H "X-API-KEY: YOUR_API_KEY"

Example: Sector and Industry filter (using * wildcard)#

curl -X --get \
https://api.devalgoseek.com/api/v1/data/us-equity-ref/eq-sec-master \
--data 'Sector.ilike=*Finance*' \
--data 'Industry.eq=National%20Commercial%20Banks' \
-H "X-API-KEY: YOUR_API_KEY"