{"openapi":"3.1.0","info":{"title":"datasets-api","summary":"algoseek's RESTful API service for datasets","description":"\nWelcome to the algoseek Datasets API. This RESTful service is engineered to provide developers, quantitative researchers, and data scientists with seamless, programmatic access to institutional-grade historical market data. Whether you are backtesting systematic trading models, conducting academic research, or building financial applications, this API delivers high-fidelity datasets directly into your workflows.\n","version":"0.5.1"},"servers":[{"url":"https://api.algoseek.com"}],"paths":{"/v1/account/my":{"get":{"tags":["identity-access"],"summary":"Get current identity","description":"Returns details about the account that owns the API key used to authenticate the request","operationId":"get_current_identity_v1_account_my_get","responses":{"200":{"description":"Successful Response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/IdentitySelfOut"}}}},"403":{"description":"Forbidden","content":{"application/json":{"examples":{"missing_api_key":{"summary":"Missing API key","value":{"detail":"Not authenticated"}},"invalid_api_key":{"summary":"Invalid or revoked API key","value":{"detail":"Invalid api key"}},"ip_not_allowed":{"summary":"IP address not allowed","value":{"detail":"Forbidden: IP address not allowed"}},"quota_exceeded":{"summary":"Usage quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000 / 1000 requests."}}}}}}},"security":[{"APIKeyAuth":[]}]}},"/v1/account/my/quotas":{"get":{"tags":["identity-access"],"summary":"Get usage quotas","description":"Returns the API usage summary for the current month and current minute, along with the usage limits. \n\n**Note:** the monthly limit is refreshed at the beginning of each month. \n\n**Important:** the quotas are applied across all API keys in your account.","operationId":"get_my_quotas_v1_account_my_quotas_get","responses":{"200":{"description":"Successful Response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/IdentityQuotasClientOut"}}}},"403":{"description":"Forbidden","content":{"application/json":{"examples":{"missing_api_key":{"summary":"Missing API key","value":{"detail":"Not authenticated"}},"invalid_api_key":{"summary":"Invalid or revoked API key","value":{"detail":"Invalid api key"}},"ip_not_allowed":{"summary":"IP address not allowed","value":{"detail":"Forbidden: IP address not allowed"}},"quota_exceeded":{"summary":"Usage quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000 / 1000 requests."}}}}}}},"security":[{"APIKeyAuth":[]}]}},"/v1/account/my/api-keys":{"get":{"tags":["identity-access"],"summary":"List api keys","description":"Retrieves the list of API keys associated with this account","operationId":"get_my_api_keys_v1_account_my_api_keys_get","responses":{"200":{"description":"Successful Response","content":{"application/json":{"schema":{"items":{"$ref":"#/components/schemas/ApiKeyOutMe"},"type":"array","title":"Response Get My Api Keys V1 Account My Api Keys Get"}}}},"403":{"description":"Forbidden","content":{"application/json":{"examples":{"missing_api_key":{"summary":"Missing API key","value":{"detail":"Not authenticated"}},"invalid_api_key":{"summary":"Invalid or revoked API key","value":{"detail":"Invalid api key"}},"ip_not_allowed":{"summary":"IP address not allowed","value":{"detail":"Forbidden: IP address not allowed"}},"quota_exceeded":{"summary":"Usage quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000 / 1000 requests."}}}}}}},"security":[{"APIKeyAuth":[]}]}},"/v1/account/my/data-access-rules":{"get":{"tags":["identity-access"],"summary":"List dataset access rules","description":"Retrieves the list of datasets with their access constraints","operationId":"get_my_dataset_access_rules_v1_account_my_data_access_rules_get","responses":{"200":{"description":"Successful Response","content":{"application/json":{"schema":{"items":{"$ref":"#/components/schemas/MetaDatasetAccessRuleOut"},"type":"array","title":"Response Get My Dataset Access Rules V1 Account My Data Access Rules Get"}}}}},"security":[{"APIKeyAuth":[]}]}},"/v1/meta/datasets":{"get":{"tags":["dataset-info"],"summary":"List datasets","description":"Retrieves the list of all datasets available via API","operationId":"list_meta_datasets_v1_meta_datasets_get","responses":{"200":{"description":"Successful Response","content":{"application/json":{"schema":{"items":{"$ref":"#/components/schemas/MetaDatasetListOut"},"type":"array","title":"Response List Meta Datasets V1 Meta Datasets Get"}}}},"403":{"description":"Forbidden","content":{"application/json":{"examples":{"missing_api_key":{"summary":"Missing API key","value":{"detail":"Not authenticated"}},"invalid_api_key":{"summary":"Invalid or revoked API key","value":{"detail":"Invalid api key"}},"ip_not_allowed":{"summary":"IP address not allowed","value":{"detail":"Forbidden: IP address not allowed"}},"quota_exceeded":{"summary":"Usage quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000 / 1000 requests."}}}}}}},"security":[{"APIKeyAuth":[]}]}},"/v1/meta/datasets/my":{"get":{"tags":["dataset-info"],"summary":"List my datasets","description":"Retrieves the list of datasets available for the current identity","operationId":"list_meta_my_datasets_v1_meta_datasets_my_get","responses":{"200":{"description":"Successful Response","content":{"application/json":{"schema":{"items":{"$ref":"#/components/schemas/MetaDatasetListOut"},"type":"array","title":"Response List Meta My Datasets V1 Meta Datasets My Get"}}}},"403":{"description":"Forbidden","content":{"application/json":{"examples":{"missing_api_key":{"summary":"Missing API key","value":{"detail":"Not authenticated"}},"invalid_api_key":{"summary":"Invalid or revoked API key","value":{"detail":"Invalid api key"}},"ip_not_allowed":{"summary":"IP address not allowed","value":{"detail":"Forbidden: IP address not allowed"}},"quota_exceeded":{"summary":"Usage quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000 / 1000 requests."}}}}}}},"security":[{"APIKeyAuth":[]}]}},"/v1/meta/datasets/{dataset_id}/info":{"get":{"tags":["dataset-info"],"summary":"Get dataset info","description":"Retrieves the dataset metadata details","operationId":"get_meta_dataset_info_v1_meta_datasets__dataset_id__info_get","security":[{"APIKeyAuth":[]}],"parameters":[{"name":"dataset_id","in":"path","required":true,"schema":{"type":"string","description":"A short internal dataset identifier (unique).","title":"Dataset Id"},"description":"A short internal dataset identifier (unique).","example":"US1032"}],"responses":{"200":{"description":"Successful Response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/MetaDatasetInfoOut"}}}},"403":{"content":{"application/json":{"examples":{"missing_api_key":{"summary":"Missing API key","value":{"detail":"Not authenticated"}},"invalid_api_key":{"summary":"Invalid or revoked API key","value":{"detail":"Invalid api key"}},"ip_not_allowed":{"summary":"IP address not allowed","value":{"detail":"Forbidden: IP address not allowed"}},"quota_exceeded":{"summary":"Usage quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000 / 1000 requests."}}}}},"description":"Forbidden"},"404":{"content":{"application/json":{"examples":{"dataset_not_found":{"summary":"Dataset not found","value":{"detail":"The dataset with the specified id is not found"}}}}},"description":"Not Found"},"422":{"description":"Validation Error","content":{"application/json":{"schema":{"$ref":"#/components/schemas/HTTPValidationError"}}}}}}},"/v1/meta/datasets/{dataset_id}/columns":{"get":{"tags":["dataset-info"],"summary":"List dataset columns","description":"Retrieves the list of dataset's columns (fields) with data types and descriptions","operationId":"get_columns_list_for_dataset_v1_meta_datasets__dataset_id__columns_get","security":[{"APIKeyAuth":[]}],"parameters":[{"name":"dataset_id","in":"path","required":true,"schema":{"type":"string","description":"A short internal dataset identifier (unique).","title":"Dataset Id"},"description":"A short internal dataset identifier (unique).","example":"US1032"}],"responses":{"200":{"description":"Successful Response","content":{"application/json":{"schema":{"type":"array","items":{"$ref":"#/components/schemas/MetaDataColumnOut"},"title":"Response Get Columns List For Dataset V1 Meta Datasets  Dataset Id  Columns Get"}}}},"403":{"content":{"application/json":{"examples":{"missing_api_key":{"summary":"Missing API key","value":{"detail":"Not authenticated"}},"invalid_api_key":{"summary":"Invalid or revoked API key","value":{"detail":"Invalid api key"}},"ip_not_allowed":{"summary":"IP address not allowed","value":{"detail":"Forbidden: IP address not allowed"}},"quota_exceeded":{"summary":"Usage quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000 / 1000 requests."}}}}},"description":"Forbidden"},"404":{"content":{"application/json":{"examples":{"dataset_not_found":{"summary":"Dataset not 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Response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/MetaUpdateStatusOut"}}}},"403":{"content":{"application/json":{"examples":{"missing_api_key":{"summary":"Missing API key","value":{"detail":"Not authenticated"}},"invalid_api_key":{"summary":"Invalid or revoked API key","value":{"detail":"Invalid api key"}},"ip_not_allowed":{"summary":"IP address not allowed","value":{"detail":"Forbidden: IP address not allowed"}},"quota_exceeded":{"summary":"Usage quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000 / 1000 requests."}},"dataset_access_forbidden":{"summary":"Dataset access forbidden","value":{"detail":"This identity does not have access to dataset {dataset_id}"}}}}},"description":"Forbidden"},"404":{"content":{"application/json":{"examples":{"dataset_not_found":{"summary":"Dataset not found","value":{"detail":"The dataset with the specified id is not found"}}}}},"description":"Not Found"},"422":{"description":"Validation Error","content":{"application/json":{"schema":{"$ref":"#/components/schemas/HTTPValidationError"}}}}}}},"/v1/data/us-equity/taq/{trade_date}/{identifier}":{"get":{"tags":["us-equity-tick"],"summary":"US Equities Trade and Quote","description":"The U.S. Equities Trade and Quote (TAQ) dataset provides a complete, tick-level record of executed trades and level 1 bid/ask quotes for U.S. exchange-listed equity securities, as well as NBBO indicators, delivering a consolidated view of market activity across the U.S. equities ecosystem. The dataset is derived from the U.S. Securities Information Processor (SIP), also known as the Consolidated Feed, and includes data from Tape A and Tape B (CTA Plan) and Tape C (UTP Plan). It captures all trades and top-of-book quotes from all SIP participant exchanges and trading venues, covering common stocks, ETFs, ETNs, ADRs, and related equity instruments. Each trade and quote event is timestamped at nanosecond resolution and includes exchange identifiers, condition codes, and National Best Bid and Offer (NBBO) context, enabling precise reconstruction of market state and execution conditions. The dataset reflects raw consolidated feed data as disseminated, without post-processing or normalization, preserving historical market conditions for accurate replay, research, and analysis.\n\n For more details, please refer to the dataset documentation: [US Equities Trade and Quote Guide](https://us-equity-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Equity.TAQ.pdf).\n\n<details>\n<summary>**Advanced Filtering**</summary>\n\nYou 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`. \n\nPlease refer to the <a href=\"https://algoseek.com/docs/rest-api/tutorial/advanced-filtering\">Advanced Filtering Guide</a> for the extensive reference.\n</details>\n\n\n<details>\n<summary>**Optimizing Performance**</summary>\n\nSome queries to this endpoint may be slow due to the size of the data chunk requested. If this becomes an issue, consider narrowing down the response data with query parameters. \n\nFor more details, please refer to the <a href=\"https://algoseek.com/docs/rest-api/tutorial/optimizing-query-performance\">Query Performance Guide</a>.\n</details>","operationId":"endpoint_v1_data_us_equity_taq__trade_date___identifier__get","security":[{"APIKeyAuth":[]}],"parameters":[{"name":"trade_date","in":"path","required":true,"schema":{"type":"string","description":"Trading date in YYYY-MM-DD format","examples":{"sample_tradedate":{"summary":"Example date","value":"2026-06-16"}},"title":"Trade Date"},"description":"Trading date in YYYY-MM-DD format"},{"name":"identifier","in":"path","required":true,"schema":{"type":"string","description":"Dataset's security identifier","examples":{"sample_identifier":{"summary":"Example identifier","value":"AAPL"}},"title":"Identifier"},"description":"Dataset's security identifier"},{"name":"sort","in":"query","required":false,"schema":{"anyOf":[{"type":"string"},{"type":"null"}],"description":"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.","title":"Sort"},"description":"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."},{"name":"columns","in":"query","required":false,"schema":{"anyOf":[{"type":"string"},{"type":"null"}],"description":"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.","title":"Columns"},"description":"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."},{"name":"offset","in":"query","required":false,"schema":{"type":"integer","minimum":0,"description":"Number of records to skip before returning results. To be used with the `limit` parameter for pagination. If not provided, defaults to 0.","examples":{"Non-zero offset":{"summary":"Skip first 100 records","value":100}},"default":0,"title":"Offset"},"description":"Number of records to skip before returning results. To be used with the `limit` parameter for pagination. If not provided, defaults to 0."},{"name":"limit","in":"query","required":false,"schema":{"type":"integer","exclusiveMinimum":0,"description":"Maximum number of records to return. Default and maximum values depend on the response format; see `format_limits` in the schema for details.","examples":{"Limit 100":{"summary":"Limit results to 100 records","value":100}},"format_limits":{"json":{"default":1000,"max":10000},"csv":{"default":3000,"max":30000},"csv_gzip":{"default":8000,"max":80000}},"default":1000,"title":"Limit"},"description":"Maximum number of records to return. Default and maximum values depend on the response format; see `format_limits` in the schema for details."},{"name":"response_format","in":"query","required":false,"schema":{"$ref":"#/components/schemas/ResponseFormat","description":"The type of the data to return","examples":{"JSON":{"summary":"JSON format (default)","value":"json"},"CSV Gzip":{"summary":"Compressed CSV format","value":"csv_gzip"}},"default":"json"},"description":"The type of the data to return"}],"responses":{"200":{"description":"JSON, CSV file, or gzip-compressed CSV file, depending on the value of `response_format` query parameter","content":{"application/json":{"schema":{"$ref":"#/components/schemas/USEquitiesTradeandQuoteDataOut"}},"text/csv":{"schema":{"type":"string","format":"binary"}},"application/gzip":{"schema":{"type":"string","format":"binary"}}}},"403":{"content":{"application/json":{"examples":{"missing_api_key":{"summary":"Missing API key","value":{"detail":"Not authenticated"}},"invalid_api_key":{"summary":"Invalid or revoked API key","value":{"detail":"Invalid api key"}},"ip_not_allowed":{"summary":"IP address not allowed","value":{"detail":"Forbidden: IP address not allowed"}},"quota_exceeded":{"summary":"Usage quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000 / 1000 requests."}},"dataset_access_forbidden":{"summary":"Dataset access forbidden","value":{"detail":"This identity does not have access to dataset {dataset_id}"}}}}},"description":"Forbidden"},"429":{"description":"Request rejected because the identity or team exceeded a configured monthly or per-minute usage quota. When available, the response includes rate-limit headers describing the current quota.","headers":{"X-RateLimit-Limit":{"description":"Configured quota limit for the resource that was exceeded.","schema":{"type":"string"}},"X-RateLimit-Remaining":{"description":"Remaining quota before the limit is reached. This is 0 when the request is rejected.","schema":{"type":"string"}},"X-RateLimit-Reset":{"description":"Number of seconds left in the current quota period before usage resets.","schema":{"type":"string"}}},"content":{"application/json":{"examples":{"monthly_request_limit_exceeded":{"summary":"Monthly request quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000/1000 requests."}},"monthly_data_scanned_limit_exceeded":{"summary":"Monthly data scanned quota exceeded","value":{"detail":"Monthly data scanned limit exceeded: 1073741824/1073741824 bytes."}},"minute_request_limit_exceeded":{"summary":"Per-minute request quota exceeded","value":{"detail":"Per-minute request limit exceeded: 60/60 requests."}},"minute_data_returned_limit_exceeded":{"summary":"Per-minute data returned quota exceeded","value":{"detail":"Per-minute data returned limit exceeded: 5242880/5242880 bytes."}}}}}},"422":{"description":"Validation Error","content":{"application/json":{"schema":{"$ref":"#/components/schemas/HTTPValidationError"}}}}},"x-shortSummary":"Trade and Quote","externalDocs":{"description":"US Equities Trade and Quote Guide","url":"https://us-equity-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Equity.TAQ.pdf"}}},"/v1/data/us-equity/trades/{trade_date}/{identifier}":{"get":{"tags":["us-equity-tick"],"summary":"US Equities Trade Only","description":"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.\n\n For more details, please refer to the dataset documentation: [US Equities Trade Only Guide](https://us-equity-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Equity.Trades.Only.pdf).\n\n---\n\n**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.\n\n<details>\n<summary>**Advanced Filtering**</summary>\n\nYou 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`. \n\nPlease refer to the <a href=\"https://algoseek.com/docs/rest-api/tutorial/advanced-filtering\">Advanced Filtering Guide</a> for the extensive reference.\n</details>","operationId":"endpoint_v1_data_us_equity_trades__trade_date___identifier__get","security":[{"APIKeyAuth":[]}],"parameters":[{"name":"trade_date","in":"path","required":true,"schema":{"type":"string","description":"Trading date in YYYY-MM-DD format","examples":{"sample_tradedate":{"summary":"Example date","value":"2026-06-16"}},"title":"Trade Date"},"description":"Trading date in YYYY-MM-DD format"},{"name":"identifier","in":"path","required":true,"schema":{"type":"string","description":"Dataset's security identifier","examples":{"sample_identifier":{"summary":"Example identifier","value":"AAPL"}},"title":"Identifier"},"description":"Dataset's security identifier"},{"name":"adjusted","in":"query","required":false,"schema":{"type":"boolean","description":"Flag to indicate whether to return adjusted price and volume data","examples":{"Adjustment enabled":{"summary":"Return the adjusted data","value":true},"Adjustment disabled":{"summary":"Return unadjusted data (default behavior)","value":false}},"default":false,"title":"Adjusted"},"description":"Flag to indicate whether to return adjusted price and volume data"},{"name":"sort","in":"query","required":false,"schema":{"anyOf":[{"type":"string"},{"type":"null"}],"description":"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.","title":"Sort"},"description":"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."},{"name":"columns","in":"query","required":false,"schema":{"anyOf":[{"type":"string"},{"type":"null"}],"description":"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.","title":"Columns"},"description":"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."},{"name":"offset","in":"query","required":false,"schema":{"type":"integer","minimum":0,"description":"Number of records to skip before returning results. To be used with the `limit` parameter for pagination. If not provided, defaults to 0.","examples":{"Non-zero offset":{"summary":"Skip first 100 records","value":100}},"default":0,"title":"Offset"},"description":"Number of records to skip before returning results. To be used with the `limit` parameter for pagination. If not provided, defaults to 0."},{"name":"limit","in":"query","required":false,"schema":{"type":"integer","exclusiveMinimum":0,"description":"Maximum number of records to return. Default and maximum values depend on the response format; see `format_limits` in the schema for details.","examples":{"Limit 100":{"summary":"Limit results to 100 records","value":100}},"format_limits":{"json":{"default":1000,"max":10000},"csv":{"default":3000,"max":30000},"csv_gzip":{"default":8000,"max":80000}},"default":1000,"title":"Limit"},"description":"Maximum number of records to return. Default and maximum values depend on the response format; see `format_limits` in the schema for details."},{"name":"response_format","in":"query","required":false,"schema":{"$ref":"#/components/schemas/ResponseFormat","description":"The type of the data to return","examples":{"JSON":{"summary":"JSON format (default)","value":"json"},"CSV Gzip":{"summary":"Compressed CSV format","value":"csv_gzip"}},"default":"json"},"description":"The type of the data to return"}],"responses":{"200":{"description":"JSON, CSV file, or gzip-compressed CSV file, depending on the value of `response_format` query parameter","content":{"application/json":{"schema":{"$ref":"#/components/schemas/USEquitiesTradeOnlyDataOut"}},"text/csv":{"schema":{"type":"string","format":"binary"}},"application/gzip":{"schema":{"type":"string","format":"binary"}}}},"403":{"content":{"application/json":{"examples":{"missing_api_key":{"summary":"Missing API key","value":{"detail":"Not authenticated"}},"invalid_api_key":{"summary":"Invalid or revoked API key","value":{"detail":"Invalid api key"}},"ip_not_allowed":{"summary":"IP address not allowed","value":{"detail":"Forbidden: IP address not allowed"}},"quota_exceeded":{"summary":"Usage quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000 / 1000 requests."}},"dataset_access_forbidden":{"summary":"Dataset access forbidden","value":{"detail":"This identity does not have access to dataset {dataset_id}"}}}}},"description":"Forbidden"},"429":{"description":"Request rejected because the identity or team exceeded a configured monthly or per-minute usage quota. When available, the response includes rate-limit headers describing the current quota.","headers":{"X-RateLimit-Limit":{"description":"Configured quota limit for the resource that was exceeded.","schema":{"type":"string"}},"X-RateLimit-Remaining":{"description":"Remaining quota before the limit is reached. This is 0 when the request is rejected.","schema":{"type":"string"}},"X-RateLimit-Reset":{"description":"Number of seconds left in the current quota period before usage resets.","schema":{"type":"string"}}},"content":{"application/json":{"examples":{"monthly_request_limit_exceeded":{"summary":"Monthly request quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000/1000 requests."}},"monthly_data_scanned_limit_exceeded":{"summary":"Monthly data scanned quota exceeded","value":{"detail":"Monthly data scanned limit exceeded: 1073741824/1073741824 bytes."}},"minute_request_limit_exceeded":{"summary":"Per-minute request quota exceeded","value":{"detail":"Per-minute request limit exceeded: 60/60 requests."}},"minute_data_returned_limit_exceeded":{"summary":"Per-minute data returned quota exceeded","value":{"detail":"Per-minute data returned limit exceeded: 5242880/5242880 bytes."}}}}}},"422":{"description":"Validation Error","content":{"application/json":{"schema":{"$ref":"#/components/schemas/HTTPValidationError"}}}}},"x-shortSummary":"Trade Only","externalDocs":{"description":"US Equities Trade Only Guide","url":"https://us-equity-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Equity.Trades.Only.pdf"}}},"/v1/data/us-equity/otc-taq/{trade_date}/{identifier}":{"get":{"tags":["us-equity-tick"],"summary":"US Equities OTC Quote","description":"OTC quotes data includes pricing and transaction information for securities traded outside traditional exchanges. OTC Quote History is a dataset provided by OTC Markets, and generated in OTC Markets Link Quotation System. The OTC Quote History File is an end-of-day file that compiles all quotes from the OTC Link Quotation System throughout the entire day. It is presented as a single CSV file for per trading day per symbol\n\n For more details, please refer to the dataset documentation: [US Equities OTC Quote Guide](https://us-equity-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Equity.OTC.Quote.pdf).\n\n<details>\n<summary>**Advanced Filtering**</summary>\n\nYou 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`. \n\nPlease refer to the <a href=\"https://algoseek.com/docs/rest-api/tutorial/advanced-filtering\">Advanced Filtering Guide</a> for the extensive reference.\n</details>\n\n\n<details>\n<summary>**Optimizing Performance**</summary>\n\nSome queries to this endpoint may be slow due to the size of the data chunk requested. If this becomes an issue, consider narrowing down the response data with query parameters. \n\nFor more details, please refer to the <a href=\"https://algoseek.com/docs/rest-api/tutorial/optimizing-query-performance\">Query Performance Guide</a>.\n</details>","operationId":"endpoint_v1_data_us_equity_otc_taq__trade_date___identifier__get","security":[{"APIKeyAuth":[]}],"parameters":[{"name":"trade_date","in":"path","required":true,"schema":{"type":"string","description":"Trading date in YYYY-MM-DD format","examples":{"sample_tradedate":{"summary":"Example date","value":"2026-06-16"}},"title":"Trade Date"},"description":"Trading date in YYYY-MM-DD format"},{"name":"identifier","in":"path","required":true,"schema":{"type":"string","description":"Dataset's security identifier","examples":{"sample_identifier":{"summary":"Example identifier","value":"AAPL"}},"title":"Identifier"},"description":"Dataset's security identifier"},{"name":"sort","in":"query","required":false,"schema":{"anyOf":[{"type":"string"},{"type":"null"}],"description":"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.","title":"Sort"},"description":"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."},{"name":"columns","in":"query","required":false,"schema":{"anyOf":[{"type":"string"},{"type":"null"}],"description":"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.","title":"Columns"},"description":"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."},{"name":"offset","in":"query","required":false,"schema":{"type":"integer","minimum":0,"description":"Number of records to skip before returning results. To be used with the `limit` parameter for pagination. If not provided, defaults to 0.","examples":{"Non-zero offset":{"summary":"Skip first 100 records","value":100}},"default":0,"title":"Offset"},"description":"Number of records to skip before returning results. To be used with the `limit` parameter for pagination. If not provided, defaults to 0."},{"name":"limit","in":"query","required":false,"schema":{"type":"integer","exclusiveMinimum":0,"description":"Maximum number of records to return. Default and maximum values depend on the response format; see `format_limits` in the schema for details.","examples":{"Limit 100":{"summary":"Limit results to 100 records","value":100}},"format_limits":{"json":{"default":1000,"max":10000},"csv":{"default":3000,"max":30000},"csv_gzip":{"default":8000,"max":80000}},"default":1000,"title":"Limit"},"description":"Maximum number of records to return. Default and maximum values depend on the response format; see `format_limits` in the schema for details."},{"name":"response_format","in":"query","required":false,"schema":{"$ref":"#/components/schemas/ResponseFormat","description":"The type of the data to return","examples":{"JSON":{"summary":"JSON format (default)","value":"json"},"CSV Gzip":{"summary":"Compressed CSV format","value":"csv_gzip"}},"default":"json"},"description":"The type of the data to return"}],"responses":{"200":{"description":"JSON, CSV file, or gzip-compressed CSV file, depending on the value of `response_format` query parameter","content":{"application/json":{"schema":{"$ref":"#/components/schemas/USEquitiesOTCQuoteDataOut"}},"text/csv":{"schema":{"type":"string","format":"binary"}},"application/gzip":{"schema":{"type":"string","format":"binary"}}}},"403":{"content":{"application/json":{"examples":{"missing_api_key":{"summary":"Missing API key","value":{"detail":"Not authenticated"}},"invalid_api_key":{"summary":"Invalid or revoked API key","value":{"detail":"Invalid api key"}},"ip_not_allowed":{"summary":"IP address not allowed","value":{"detail":"Forbidden: IP address not allowed"}},"quota_exceeded":{"summary":"Usage quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000 / 1000 requests."}},"dataset_access_forbidden":{"summary":"Dataset access forbidden","value":{"detail":"This identity does not have access to dataset {dataset_id}"}}}}},"description":"Forbidden"},"429":{"description":"Request rejected because the identity or team exceeded a configured monthly or per-minute usage quota. When available, the response includes rate-limit headers describing the current quota.","headers":{"X-RateLimit-Limit":{"description":"Configured quota limit for the resource that was exceeded.","schema":{"type":"string"}},"X-RateLimit-Remaining":{"description":"Remaining quota before the limit is reached. This is 0 when the request is rejected.","schema":{"type":"string"}},"X-RateLimit-Reset":{"description":"Number of seconds left in the current quota period before usage resets.","schema":{"type":"string"}}},"content":{"application/json":{"examples":{"monthly_request_limit_exceeded":{"summary":"Monthly request quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000/1000 requests."}},"monthly_data_scanned_limit_exceeded":{"summary":"Monthly data scanned quota exceeded","value":{"detail":"Monthly data scanned limit exceeded: 1073741824/1073741824 bytes."}},"minute_request_limit_exceeded":{"summary":"Per-minute request quota exceeded","value":{"detail":"Per-minute request limit exceeded: 60/60 requests."}},"minute_data_returned_limit_exceeded":{"summary":"Per-minute data returned quota exceeded","value":{"detail":"Per-minute data returned limit exceeded: 5242880/5242880 bytes."}}}}}},"422":{"description":"Validation Error","content":{"application/json":{"schema":{"$ref":"#/components/schemas/HTTPValidationError"}}}}},"x-shortSummary":"OTC Quote","externalDocs":{"description":"US Equities OTC Quote Guide","url":"https://us-equity-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Equity.OTC.Quote.pdf"}}},"/v1/data/us-equity/taq-1min/{identifier}":{"get":{"tags":["us-equity-intraday-bar"],"summary":"US Equities Trade and Quote Minute Bar","description":"The U.S. Equities Trade and Quote Minute Bar dataset provides a minute-by-minute analytical view of U.S. equity market activity, derived from consolidated trade and quote (TAQ) data. Each one-minute bar contains approximately 60 calculated metrics, summarizing intraday price behavior, quote dynamics, and trading activity. In addition to standard Open, High, Low, Close, and Volume (OHLCV) measures, the dataset includes market microstructure indicators such as trade classification at bid/mid/ask, uptick and downtick statistics, bid-ask spread measures, and time-weighted bid and ask metrics. These features support intraday liquidity analysis, signal development, and short-horizon market studies without the complexity of tick-level data. The dataset uses a continuous minute-bar timeline. When no qualifying trade or quote updates occur during a given minute, the most recent bid and ask values are carried forward, ensuring a complete, gap-free time series that simplifies downstream joins and modeling. Data is derived from Equity Securities Information Processor (SIP) feeds and includes all eligible trades and top-of-book quotes, including off-exchange trades reported to FINRA Trade Reporting Facilities (TRF). Coverage spans all U.S. public-traded equity issue types, including common and preferred stocks, ETFs, ETNs, ADRs, warrants, and units. \n\n For more details, please refer to the dataset documentation: [US Equities Trade and Quote Minute Bar Guide](https://us-equity-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Equity.TAQ.Minute.Bars.pdf) (algoseek and Excluding FINRA TRF aggregation logic).\n\n### Aggregation Logic Options\n\nThis dataset is available with different aggregation logic variants, which may affect how certain data fields are calculated.\n\n### algoseek\nalgoseek core team comes from a high-frequency background and uses accepted de facto standards for calculating OHLC bars. See documentation for details on included/excluded fields.\n\n### Excluding FINRA TRF\nExcludes all trades that are done off the public (\"lit\") exchanges.  These trades from dark pools, internal crossing, OTC deals, etc.  These are trades that are not normally possible to participate in, so they can skew the backtesting if Client is only executing on public exchanges. Removing these trades provides a more realistic view of actual trades taking place, but does lose insight into the whole market.\n\n<details>\n<summary>**Advanced Filtering**</summary>\n\nYou 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`. \n\nPlease refer to the <a href=\"https://algoseek.com/docs/rest-api/tutorial/advanced-filtering\">Advanced Filtering Guide</a> for the extensive reference.\n</details>\n\n\n<details>\n<summary>**Optimizing Performance**</summary>\n\nSome queries to this endpoint may be slow due to the size of the data chunk requested. If this becomes an issue, consider narrowing down the response data with query parameters. \n\nFor more details, please refer to the <a href=\"https://algoseek.com/docs/rest-api/tutorial/optimizing-query-performance\">Query Performance Guide</a>.\n</details>","operationId":"endpoint_v1_data_us_equity_taq_1min__identifier__get","security":[{"APIKeyAuth":[]}],"parameters":[{"name":"aggregation_logic","in":"query","required":false,"schema":{"$ref":"#/components/schemas/eq_taq_1min_AggregationLogic","description":"Aggregation logic variant of the dataset","default":"algoseek"},"description":"Aggregation logic variant of the dataset"},{"name":"identifier","in":"path","required":true,"schema":{"type":"string","description":"Dataset's security identifier","examples":{"sample_identifier":{"summary":"Example identifier","value":"AAPL"}},"title":"Identifier"},"description":"Dataset's security identifier"},{"name":"period","in":"query","required":false,"schema":{"anyOf":[{"type":"string","pattern":"^[1-9]\\d*[DWY]$"},{"type":"null"}],"description":"A string representing the time period for which to retrieve data. The format and accepted values depend on the dataset. If not provided, data for all available periods will be returned.","examples":{"Last 7 days":{"summary":"Return data for the last 7 days","value":"7D"},"Last 2 weeks":{"summary":"Return data for the last 2 weeks","value":"2W"},"Last 3 years":{"summary":"Return data for the last 3 years","value":"3Y"}},"title":"Period"},"description":"A string representing the time period for which to retrieve data. The format and accepted values depend on the dataset. If not provided, data for all available periods will be returned."},{"name":"sort","in":"query","required":false,"schema":{"anyOf":[{"type":"string"},{"type":"null"}],"description":"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.","title":"Sort"},"description":"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."},{"name":"columns","in":"query","required":false,"schema":{"anyOf":[{"type":"string"},{"type":"null"}],"description":"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.","title":"Columns"},"description":"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."},{"name":"offset","in":"query","required":false,"schema":{"type":"integer","minimum":0,"description":"Number of records to skip before returning results. To be used with the `limit` parameter for pagination. If not provided, defaults to 0.","examples":{"Non-zero offset":{"summary":"Skip first 100 records","value":100}},"default":0,"title":"Offset"},"description":"Number of records to skip before returning results. To be used with the `limit` parameter for pagination. If not provided, defaults to 0."},{"name":"limit","in":"query","required":false,"schema":{"type":"integer","exclusiveMinimum":0,"description":"Maximum number of records to return. Default and maximum values depend on the response format; see `format_limits` in the schema for details.","examples":{"Limit 100":{"summary":"Limit results to 100 records","value":100}},"format_limits":{"json":{"default":1000,"max":10000},"csv":{"default":3000,"max":30000},"csv_gzip":{"default":8000,"max":80000}},"default":1000,"title":"Limit"},"description":"Maximum number of records to return. Default and maximum values depend on the response format; see `format_limits` in the schema for details."},{"name":"response_format","in":"query","required":false,"schema":{"$ref":"#/components/schemas/ResponseFormat","description":"The type of the data to return","examples":{"JSON":{"summary":"JSON format (default)","value":"json"},"CSV Gzip":{"summary":"Compressed CSV format","value":"csv_gzip"}},"default":"json"},"description":"The type of the data to return"}],"responses":{"200":{"description":"JSON, CSV file, or gzip-compressed CSV file, depending on the value of `response_format` query parameter","content":{"application/json":{"schema":{"$ref":"#/components/schemas/USEquitiesTradeandQuoteMinuteBarDataOut"}},"text/csv":{"schema":{"type":"string","format":"binary"}},"application/gzip":{"schema":{"type":"string","format":"binary"}}}},"403":{"content":{"application/json":{"examples":{"missing_api_key":{"summary":"Missing API key","value":{"detail":"Not authenticated"}},"invalid_api_key":{"summary":"Invalid or revoked API key","value":{"detail":"Invalid api key"}},"ip_not_allowed":{"summary":"IP address not allowed","value":{"detail":"Forbidden: IP address not allowed"}},"quota_exceeded":{"summary":"Usage quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000 / 1000 requests."}},"dataset_access_forbidden":{"summary":"Dataset access forbidden","value":{"detail":"This identity does not have access to dataset {dataset_id}"}}}}},"description":"Forbidden"},"429":{"description":"Request rejected because the identity or team exceeded a configured monthly or per-minute usage quota. When available, the response includes rate-limit headers describing the current quota.","headers":{"X-RateLimit-Limit":{"description":"Configured quota limit for the resource that was exceeded.","schema":{"type":"string"}},"X-RateLimit-Remaining":{"description":"Remaining quota before the limit is reached. This is 0 when the request is rejected.","schema":{"type":"string"}},"X-RateLimit-Reset":{"description":"Number of seconds left in the current quota period before usage resets.","schema":{"type":"string"}}},"content":{"application/json":{"examples":{"monthly_request_limit_exceeded":{"summary":"Monthly request quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000/1000 requests."}},"monthly_data_scanned_limit_exceeded":{"summary":"Monthly data scanned quota exceeded","value":{"detail":"Monthly data scanned limit exceeded: 1073741824/1073741824 bytes."}},"minute_request_limit_exceeded":{"summary":"Per-minute request quota exceeded","value":{"detail":"Per-minute request limit exceeded: 60/60 requests."}},"minute_data_returned_limit_exceeded":{"summary":"Per-minute data returned quota exceeded","value":{"detail":"Per-minute data returned limit exceeded: 5242880/5242880 bytes."}}}}}},"422":{"description":"Validation Error","content":{"application/json":{"schema":{"$ref":"#/components/schemas/HTTPValidationError"}}}}},"x-shortSummary":"Trade and Quote Minute Bar","externalDocs":{"description":"US Equities Trade and Quote Minute Bar Guide","url":"https://us-equity-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Equity.TAQ.Minute.Bars.pdf"}}},"/v1/data/us-equity/taq-1min-ext/{identifier}":{"get":{"tags":["us-equity-intraday-bar"],"summary":"US Equities Trade and Quote Extended Minute Bar","description":"The U.S. Equities Trade and Quote Extended Minute Bar dataset provides a high-resolution, analytics-rich minute-by-minute view of U.S. equity market activity, derived from consolidated trade and quote (TAQ) data. Each one-minute bar contains approximately 90 calculated metrics, capturing detailed price behavior, quote dynamics, and order-flow characteristics. In addition to standard Open, High, Low, Close, and Volume (OHLCV) measures, the dataset includes a broad set of market microstructure indicators, such as trade classification at bid/mid/ask, uptick and downtick counts, bid-ask spread analytics, and time-weighted bid and ask measures. These features are designed to support intraday liquidity analysis, signal research, and fine-grained behavioral modeling. The dataset uses a continuous minute-bar timeline. When no trading or quote updates occur during a given minute, the most recent bid and ask values are carried forward, ensuring a complete and gap-free time series that simplifies downstream joins and model construction. Data is derived from Equity Securities Information Processor (SIP) feeds and includes all eligible trades and top-of-book quotes, including off-exchange trades reported to FINRA Trade Reporting Facilities (TRF). Coverage spans all major U.S. equity issue types, including common and preferred stocks, ETFs, ETNs, ADRs, warrants, and units.\n\n For more details, please refer to the dataset documentation: [US Equities Trade and Quote Extended Minute Bar Guide](https://us-equity-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Equity.TAQ.Minute.Bars.Ext.pdf).\n\n<details>\n<summary>**Advanced Filtering**</summary>\n\nYou 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`. \n\nPlease refer to the <a href=\"https://algoseek.com/docs/rest-api/tutorial/advanced-filtering\">Advanced Filtering Guide</a> for the extensive reference.\n</details>\n\n\n<details>\n<summary>**Optimizing Performance**</summary>\n\nSome queries to this endpoint may be slow due to the size of the data chunk requested. If this becomes an issue, consider narrowing down the response data with query parameters. \n\nFor more details, please refer to the <a href=\"https://algoseek.com/docs/rest-api/tutorial/optimizing-query-performance\">Query Performance Guide</a>.\n</details>","operationId":"endpoint_v1_data_us_equity_taq_1min_ext__identifier__get","security":[{"APIKeyAuth":[]}],"parameters":[{"name":"identifier","in":"path","required":true,"schema":{"type":"string","description":"Dataset's security identifier","examples":{"sample_identifier":{"summary":"Example identifier","value":"AAPL"}},"title":"Identifier"},"description":"Dataset's security identifier"},{"name":"period","in":"query","required":false,"schema":{"anyOf":[{"type":"string","pattern":"^[1-9]\\d*[DWY]$"},{"type":"null"}],"description":"A string representing the time period for which to retrieve data. The format and accepted values depend on the dataset. If not provided, data for all available periods will be returned.","examples":{"Last 7 days":{"summary":"Return data for the last 7 days","value":"7D"},"Last 2 weeks":{"summary":"Return data for the last 2 weeks","value":"2W"},"Last 3 years":{"summary":"Return data for the last 3 years","value":"3Y"}},"title":"Period"},"description":"A string representing the time period for which to retrieve data. The format and accepted values depend on the dataset. If not provided, data for all available periods will be returned."},{"name":"sort","in":"query","required":false,"schema":{"anyOf":[{"type":"string"},{"type":"null"}],"description":"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.","title":"Sort"},"description":"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."},{"name":"columns","in":"query","required":false,"schema":{"anyOf":[{"type":"string"},{"type":"null"}],"description":"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.","title":"Columns"},"description":"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."},{"name":"offset","in":"query","required":false,"schema":{"type":"integer","minimum":0,"description":"Number of records to skip before returning results. To be used with the `limit` parameter for pagination. If not provided, defaults to 0.","examples":{"Non-zero offset":{"summary":"Skip first 100 records","value":100}},"default":0,"title":"Offset"},"description":"Number of records to skip before returning results. To be used with the `limit` parameter for pagination. If not provided, defaults to 0."},{"name":"limit","in":"query","required":false,"schema":{"type":"integer","exclusiveMinimum":0,"description":"Maximum number of records to return. Default and maximum values depend on the response format; see `format_limits` in the schema for details.","examples":{"Limit 100":{"summary":"Limit results to 100 records","value":100}},"format_limits":{"json":{"default":1000,"max":10000},"csv":{"default":3000,"max":30000},"csv_gzip":{"default":8000,"max":80000}},"default":1000,"title":"Limit"},"description":"Maximum number of records to return. Default and maximum values depend on the response format; see `format_limits` in the schema for details."},{"name":"response_format","in":"query","required":false,"schema":{"$ref":"#/components/schemas/ResponseFormat","description":"The type of the data to return","examples":{"JSON":{"summary":"JSON format (default)","value":"json"},"CSV Gzip":{"summary":"Compressed CSV format","value":"csv_gzip"}},"default":"json"},"description":"The type of the data to return"}],"responses":{"200":{"description":"JSON, CSV file, or gzip-compressed CSV file, depending on the value of `response_format` query parameter","content":{"application/json":{"schema":{"$ref":"#/components/schemas/USEquitiesTradeandQuoteExtendedMinuteBarDataOut"}},"text/csv":{"schema":{"type":"string","format":"binary"}},"application/gzip":{"schema":{"type":"string","format":"binary"}}}},"403":{"content":{"application/json":{"examples":{"missing_api_key":{"summary":"Missing API key","value":{"detail":"Not authenticated"}},"invalid_api_key":{"summary":"Invalid or revoked API key","value":{"detail":"Invalid api key"}},"ip_not_allowed":{"summary":"IP address not allowed","value":{"detail":"Forbidden: IP address not allowed"}},"quota_exceeded":{"summary":"Usage quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000 / 1000 requests."}},"dataset_access_forbidden":{"summary":"Dataset access forbidden","value":{"detail":"This identity does not have access to dataset {dataset_id}"}}}}},"description":"Forbidden"},"429":{"description":"Request rejected because the identity or team exceeded a configured monthly or per-minute usage quota. When available, the response includes rate-limit headers describing the current quota.","headers":{"X-RateLimit-Limit":{"description":"Configured quota limit for the resource that was exceeded.","schema":{"type":"string"}},"X-RateLimit-Remaining":{"description":"Remaining quota before the limit is reached. This is 0 when the request is rejected.","schema":{"type":"string"}},"X-RateLimit-Reset":{"description":"Number of seconds left in the current quota period before usage resets.","schema":{"type":"string"}}},"content":{"application/json":{"examples":{"monthly_request_limit_exceeded":{"summary":"Monthly request quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000/1000 requests."}},"monthly_data_scanned_limit_exceeded":{"summary":"Monthly data scanned quota exceeded","value":{"detail":"Monthly data scanned limit exceeded: 1073741824/1073741824 bytes."}},"minute_request_limit_exceeded":{"summary":"Per-minute request quota exceeded","value":{"detail":"Per-minute request limit exceeded: 60/60 requests."}},"minute_data_returned_limit_exceeded":{"summary":"Per-minute data returned quota exceeded","value":{"detail":"Per-minute data returned limit exceeded: 5242880/5242880 bytes."}}}}}},"422":{"description":"Validation Error","content":{"application/json":{"schema":{"$ref":"#/components/schemas/HTTPValidationError"}}}}},"x-shortSummary":"Trade and Quote Extended Minute Bar","externalDocs":{"description":"US Equities Trade and Quote Extended Minute Bar Guide","url":"https://us-equity-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Equity.TAQ.Minute.Bars.Ext.pdf"}}},"/v1/data/us-equity/trades-1min/{identifier}":{"get":{"tags":["us-equity-intraday-bar"],"summary":"US Equities Trade Only Minute Bar","description":"The U.S. Equities Trade-Only Minute Bar dataset provides a minute-by-minute summary of executed trades for U.S. exchange-listed equities, constructed exclusively from trade data (no quotes). Each one-minute interval includes Open, High, Low, Close, and Volume (OHLCV) metrics, along with VWAP and trade count, offering a concise yet informative view of intraday trading activity without the complexity of quote-based analytics. The dataset is derived from the consolidated Equity Securities Information Processor (SIP) trade feed and includes all eligible trades, covering on-exchange executions as well as off-exchange trades reported to FINRA Trade Reporting Facilities (TRF). Coverage spans all exchange-traded U.S. equity issue types, including common and preferred stocks, ETFs, ETNs, ADRs, warrants, and units. \n\n For more details, please refer to the dataset documentation: [US Equities Trade Only Minute Bar Guide](https://us-equity-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.EquityTrades.Only.Minute.Bars.pdf) (algoseek and Excluding FINRA TRF aggregation logic), [US Equities Industry Standard Trade Only Minute Bar Guide](https://us-equity-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Equity.Trades.Only.Industry.Standard.Minute.Bar.pdf) (Industry Standard aggregation logic).\n\n### Aggregation Logic Options\n\nThis dataset is available with different aggregation logic variants, which may affect how certain data fields are calculated.\n\n### algoseek\nalgoseek core team comes from a high-frequency background and uses accepted de facto standards for calculating OHLC bars. See documentation for details on included/excluded fields.\n\n### Industry Standard\nReplicates the approach used by the industry's largest screen data vendor, which is also considered an industry standard by many professionals. The approach varies from modern calculations because it was set back in the 1990s in terms of the types of exchange flags that are included/excluded; see the specification for details.\n\n### Excluding FINRA TRF\nExcludes all trades that are done off the public (\"lit\") exchanges.  These trades from dark pools, internal crossing, OTC deals, etc.  These are trades that are not normally possible to participate in, so they can skew the backtesting if Client is only executing on public exchanges. Removing these trades provides a more realistic view of actual trades taking place, but does lose insight into the whole market.\n\n---\n\n**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.\n\n<details>\n<summary>**Advanced Filtering**</summary>\n\nYou 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`. \n\nPlease refer to the <a href=\"https://algoseek.com/docs/rest-api/tutorial/advanced-filtering\">Advanced Filtering Guide</a> for the extensive reference.\n</details>","operationId":"endpoint_v1_data_us_equity_trades_1min__identifier__get","security":[{"APIKeyAuth":[]}],"parameters":[{"name":"aggregation_logic","in":"query","required":false,"schema":{"$ref":"#/components/schemas/eq_trades_1min_AggregationLogic","description":"Aggregation logic variant of the dataset","default":"algoseek"},"description":"Aggregation logic variant of the dataset"},{"name":"identifier","in":"path","required":true,"schema":{"type":"string","description":"Dataset's security identifier","examples":{"sample_identifier":{"summary":"Example identifier","value":"AAPL"}},"title":"Identifier"},"description":"Dataset's security identifier"},{"name":"period","in":"query","required":false,"schema":{"anyOf":[{"type":"string","pattern":"^[1-9]\\d*[DWY]$"},{"type":"null"}],"description":"A string representing the time period for which to retrieve data. The format and accepted values depend on the dataset. If not provided, data for all available periods will be returned.","examples":{"Last 7 days":{"summary":"Return data for the last 7 days","value":"7D"},"Last 2 weeks":{"summary":"Return data for the last 2 weeks","value":"2W"},"Last 3 years":{"summary":"Return data for the last 3 years","value":"3Y"}},"title":"Period"},"description":"A string representing the time period for which to retrieve data. The format and accepted values depend on the dataset. If not provided, data for all available periods will be returned."},{"name":"adjusted","in":"query","required":false,"schema":{"type":"boolean","description":"Flag to indicate whether to return adjusted price and volume data","examples":{"Adjustment enabled":{"summary":"Return the adjusted data","value":true},"Adjustment disabled":{"summary":"Return unadjusted data (default behavior)","value":false}},"default":false,"title":"Adjusted"},"description":"Flag to indicate whether to return adjusted price and volume data"},{"name":"sort","in":"query","required":false,"schema":{"anyOf":[{"type":"string"},{"type":"null"}],"description":"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.","title":"Sort"},"description":"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."},{"name":"columns","in":"query","required":false,"schema":{"anyOf":[{"type":"string"},{"type":"null"}],"description":"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.","title":"Columns"},"description":"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."},{"name":"offset","in":"query","required":false,"schema":{"type":"integer","minimum":0,"description":"Number of records to skip before returning results. To be used with the `limit` parameter for pagination. If not provided, defaults to 0.","examples":{"Non-zero offset":{"summary":"Skip first 100 records","value":100}},"default":0,"title":"Offset"},"description":"Number of records to skip before returning results. To be used with the `limit` parameter for pagination. If not provided, defaults to 0."},{"name":"limit","in":"query","required":false,"schema":{"type":"integer","exclusiveMinimum":0,"description":"Maximum number of records to return. Default and maximum values depend on the response format; see `format_limits` in the schema for details.","examples":{"Limit 100":{"summary":"Limit results to 100 records","value":100}},"format_limits":{"json":{"default":1000,"max":10000},"csv":{"default":3000,"max":30000},"csv_gzip":{"default":8000,"max":80000}},"default":1000,"title":"Limit"},"description":"Maximum number of records to return. Default and maximum values depend on the response format; see `format_limits` in the schema for details."},{"name":"response_format","in":"query","required":false,"schema":{"$ref":"#/components/schemas/ResponseFormat","description":"The type of the data to return","examples":{"JSON":{"summary":"JSON format (default)","value":"json"},"CSV Gzip":{"summary":"Compressed CSV format","value":"csv_gzip"}},"default":"json"},"description":"The type of the data to return"}],"responses":{"200":{"description":"JSON, CSV file, or gzip-compressed CSV file, depending on the value of `response_format` query parameter","content":{"application/json":{"schema":{"$ref":"#/components/schemas/USEquitiesTradeOnlyMinuteBarDataOut"}},"text/csv":{"schema":{"type":"string","format":"binary"}},"application/gzip":{"schema":{"type":"string","format":"binary"}}}},"403":{"content":{"application/json":{"examples":{"missing_api_key":{"summary":"Missing API key","value":{"detail":"Not authenticated"}},"invalid_api_key":{"summary":"Invalid or revoked API key","value":{"detail":"Invalid api key"}},"ip_not_allowed":{"summary":"IP address not allowed","value":{"detail":"Forbidden: IP address not allowed"}},"quota_exceeded":{"summary":"Usage quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000 / 1000 requests."}},"dataset_access_forbidden":{"summary":"Dataset access forbidden","value":{"detail":"This identity does not have access to dataset {dataset_id}"}}}}},"description":"Forbidden"},"429":{"description":"Request rejected because the identity or team exceeded a configured monthly or per-minute usage quota. When available, the response includes rate-limit headers describing the current quota.","headers":{"X-RateLimit-Limit":{"description":"Configured quota limit for the resource that was exceeded.","schema":{"type":"string"}},"X-RateLimit-Remaining":{"description":"Remaining quota before the limit is reached. This is 0 when the request is rejected.","schema":{"type":"string"}},"X-RateLimit-Reset":{"description":"Number of seconds left in the current quota period before usage resets.","schema":{"type":"string"}}},"content":{"application/json":{"examples":{"monthly_request_limit_exceeded":{"summary":"Monthly request quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000/1000 requests."}},"monthly_data_scanned_limit_exceeded":{"summary":"Monthly data scanned quota exceeded","value":{"detail":"Monthly data scanned limit exceeded: 1073741824/1073741824 bytes."}},"minute_request_limit_exceeded":{"summary":"Per-minute request quota exceeded","value":{"detail":"Per-minute request limit exceeded: 60/60 requests."}},"minute_data_returned_limit_exceeded":{"summary":"Per-minute data returned quota exceeded","value":{"detail":"Per-minute data returned limit exceeded: 5242880/5242880 bytes."}}}}}},"422":{"description":"Validation Error","content":{"application/json":{"schema":{"$ref":"#/components/schemas/HTTPValidationError"}}}}},"x-shortSummary":"Trade Only Minute Bar","externalDocs":{"description":"US Equities Trade Only Minute Bar Guide","url":"https://us-equity-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.EquityTrades.Only.Minute.Bars.pdf"}}},"/v1/data/us-equity/ret-indic-1min/{identifier}":{"get":{"tags":["us-equity-intraday-bar"],"summary":"US Equities Buy/Sell Pressure and Retail Indicators Minute Bar","description":"The U.S. Equities Buy/Sell Pressure and Retail Indicators (1-Minute) dataset provides minute-level analytical signals designed to characterize buy/sell pressure and retail trading activity across the full universe of U.S. exchange-listed equities, including common stocks, ETFs, ETNs, ADRs, and funds. Identifying retail participation directly from consolidated Trade and Quote (TAQ) data is inherently non-deterministic. This dataset therefore applies a set of probabilistic indicators derived from observable trade characteristics, such as trade size, execution price behavior, and execution venue, to estimate the likelihood of retail-driven activity. These indicators are complemented by additional market microstructure analytics that help contextualize order flow and short-term sentiment. Data is aggregated at a one-minute frequency, enabling intraday analysis of trading pressure, retail participation dynamics, and short-horizon market behavior for quantitative research and signal development\n\n For more details, please refer to the dataset documentation: [US Equities Buy/Sell Pressure and Retail Indicators Minute Bar Guide](https://us-equity-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Equity.Buy.Sell.Pressure.and.Retail.Indicators.Minute.Bar.pdf).\n\n<details>\n<summary>**Advanced Filtering**</summary>\n\nYou 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`. \n\nPlease refer to the <a href=\"https://algoseek.com/docs/rest-api/tutorial/advanced-filtering\">Advanced Filtering Guide</a> for the extensive reference.\n</details>\n\n\n<details>\n<summary>**Optimizing Performance**</summary>\n\nSome queries to this endpoint may be slow due to the size of the data chunk requested. If this becomes an issue, consider narrowing down the response data with query parameters. \n\nFor more details, please refer to the <a href=\"https://algoseek.com/docs/rest-api/tutorial/optimizing-query-performance\">Query Performance Guide</a>.\n</details>","operationId":"endpoint_v1_data_us_equity_ret_indic_1min__identifier__get","security":[{"APIKeyAuth":[]}],"parameters":[{"name":"identifier","in":"path","required":true,"schema":{"type":"string","description":"Dataset's security identifier","examples":{"sample_identifier":{"summary":"Example identifier","value":"AAPL"}},"title":"Identifier"},"description":"Dataset's security identifier"},{"name":"period","in":"query","required":false,"schema":{"anyOf":[{"type":"string","pattern":"^[1-9]\\d*[DWY]$"},{"type":"null"}],"description":"A string representing the time period for which to retrieve data. The format and accepted values depend on the dataset. If not provided, data for all available periods will be returned.","examples":{"Last 7 days":{"summary":"Return data for the last 7 days","value":"7D"},"Last 2 weeks":{"summary":"Return data for the last 2 weeks","value":"2W"},"Last 3 years":{"summary":"Return data for the last 3 years","value":"3Y"}},"title":"Period"},"description":"A string representing the time period for which to retrieve data. The format and accepted values depend on the dataset. If not provided, data for all available periods will be returned."},{"name":"sort","in":"query","required":false,"schema":{"anyOf":[{"type":"string"},{"type":"null"}],"description":"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.","title":"Sort"},"description":"Sorting criteria for the results. 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If not provided, defaults to 0.","examples":{"Non-zero offset":{"summary":"Skip first 100 records","value":100}},"default":0,"title":"Offset"},"description":"Number of records to skip before returning results. To be used with the `limit` parameter for pagination. If not provided, defaults to 0."},{"name":"limit","in":"query","required":false,"schema":{"type":"integer","exclusiveMinimum":0,"description":"Maximum number of records to return. Default and maximum values depend on the response format; see `format_limits` in the schema for details.","examples":{"Limit 100":{"summary":"Limit results to 100 records","value":100}},"format_limits":{"json":{"default":1000,"max":10000},"csv":{"default":3000,"max":30000},"csv_gzip":{"default":8000,"max":80000}},"default":1000,"title":"Limit"},"description":"Maximum number of records to return. Default and maximum values depend on the response format; see `format_limits` in the schema for details."},{"name":"response_format","in":"query","required":false,"schema":{"$ref":"#/components/schemas/ResponseFormat","description":"The type of the data to return","examples":{"JSON":{"summary":"JSON format (default)","value":"json"},"CSV Gzip":{"summary":"Compressed CSV format","value":"csv_gzip"}},"default":"json"},"description":"The type of the data to return"}],"responses":{"200":{"description":"JSON, CSV file, or gzip-compressed CSV file, depending on the value of `response_format` query parameter","content":{"application/json":{"schema":{"$ref":"#/components/schemas/USEquitiesBuy_SellPressureandRetailIndicatorsMinuteBarDataOut"}},"text/csv":{"schema":{"type":"string","format":"binary"}},"application/gzip":{"schema":{"type":"string","format":"binary"}}}},"403":{"content":{"application/json":{"examples":{"missing_api_key":{"summary":"Missing API key","value":{"detail":"Not authenticated"}},"invalid_api_key":{"summary":"Invalid or revoked API key","value":{"detail":"Invalid api key"}},"ip_not_allowed":{"summary":"IP address not allowed","value":{"detail":"Forbidden: IP address not allowed"}},"quota_exceeded":{"summary":"Usage quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000 / 1000 requests."}},"dataset_access_forbidden":{"summary":"Dataset access forbidden","value":{"detail":"This identity does not have access to dataset {dataset_id}"}}}}},"description":"Forbidden"},"429":{"description":"Request rejected because the identity or team exceeded a configured monthly or per-minute usage quota. 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This is 0 when the request is rejected.","schema":{"type":"string"}},"X-RateLimit-Reset":{"description":"Number of seconds left in the current quota period before usage resets.","schema":{"type":"string"}}},"content":{"application/json":{"examples":{"monthly_request_limit_exceeded":{"summary":"Monthly request quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000/1000 requests."}},"monthly_data_scanned_limit_exceeded":{"summary":"Monthly data scanned quota exceeded","value":{"detail":"Monthly data scanned limit exceeded: 1073741824/1073741824 bytes."}},"minute_request_limit_exceeded":{"summary":"Per-minute request quota exceeded","value":{"detail":"Per-minute request limit exceeded: 60/60 requests."}},"minute_data_returned_limit_exceeded":{"summary":"Per-minute data returned quota exceeded","value":{"detail":"Per-minute data returned limit exceeded: 5242880/5242880 bytes."}}}}}},"422":{"description":"Validation Error","content":{"application/json":{"schema":{"$ref":"#/components/schemas/HTTPValidationError"}}}}},"x-shortSummary":"Buy/Sell Pressure and Retail Indicators Minute Bar","externalDocs":{"description":"US Equities Buy/Sell Pressure and Retail Indicators Minute Bar Guide","url":"https://us-equity-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Equity.Buy.Sell.Pressure.and.Retail.Indicators.Minute.Bar.pdf"}}},"/v1/data/us-equity/taq-daily/{identifier}":{"get":{"tags":["us-equity-daily"],"summary":"US Equities Trade and Quote Daily Bar","description":"The U.S. Equities Trade and Quote Daily Bar dataset provides a daily, analytics-rich summary of market activity derived from consolidated trade and top-of-book quote (TAQ) data. It aggregates intraday TAQ information into a comprehensive set of 65 metrics, capturing both price formation and trading behavior. In addition to standard Open, High, Low, Close, and Volume (OHLCV) measures, the dataset includes a wide range of market microstructure statistics, such as buying and selling pressure indicators, spread and quote dynamics, exchange-level and FINRA-reported volume, and other trade- and quote-based analytics. These metrics are designed to characterize daily liquidity, order-flow imbalance, and trading intensity. The dataset is derived from Equity Securities Information Processor (SIP) data and covers all eligible trades and top-of-book quotes, including off-exchange trades reported to FINRA Trade Reporting Facilities (TRF). Coverage spans all major U.S. equity issue types, including common and preferred stocks, ETFs, ETNs, ADRs, warrants, and units.\n\n For more details, please refer to the dataset documentation: [US Equities Trade and Quote Daily Bar Guide](https://us-equity-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Equity.Daily.TAQ.pdf).\n\n<details>\n<summary>**Advanced Filtering**</summary>\n\nYou 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`. \n\nPlease refer to the <a href=\"https://algoseek.com/docs/rest-api/tutorial/advanced-filtering\">Advanced Filtering Guide</a> for the extensive reference.\n</details>","operationId":"endpoint_v1_data_us_equity_taq_daily__identifier__get","security":[{"APIKeyAuth":[]}],"parameters":[{"name":"identifier","in":"path","required":true,"schema":{"type":"string","description":"Dataset's security identifier","examples":{"sample_identifier":{"summary":"Example identifier","value":"AAPL"}},"title":"Identifier"},"description":"Dataset's security identifier"},{"name":"period","in":"query","required":false,"schema":{"anyOf":[{"type":"string","pattern":"^[1-9]\\d*[DWY]$"},{"type":"null"}],"description":"A string representing the time period for which to retrieve data. The format and accepted values depend on the dataset. If not provided, data for all available periods will be returned.","examples":{"Last 7 days":{"summary":"Return data for the last 7 days","value":"7D"},"Last 2 weeks":{"summary":"Return data for the last 2 weeks","value":"2W"},"Last 3 years":{"summary":"Return data for the last 3 years","value":"3Y"}},"title":"Period"},"description":"A string representing the time period for which to retrieve data. The format and accepted values depend on the dataset. If not provided, data for all available periods will be returned."},{"name":"sort","in":"query","required":false,"schema":{"anyOf":[{"type":"string"},{"type":"null"}],"description":"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.","title":"Sort"},"description":"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."},{"name":"columns","in":"query","required":false,"schema":{"anyOf":[{"type":"string"},{"type":"null"}],"description":"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.","title":"Columns"},"description":"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."},{"name":"offset","in":"query","required":false,"schema":{"type":"integer","minimum":0,"description":"Number of records to skip before returning results. To be used with the `limit` parameter for pagination. If not provided, defaults to 0.","examples":{"Non-zero offset":{"summary":"Skip first 100 records","value":100}},"default":0,"title":"Offset"},"description":"Number of records to skip before returning results. To be used with the `limit` parameter for pagination. If not provided, defaults to 0."},{"name":"limit","in":"query","required":false,"schema":{"type":"integer","exclusiveMinimum":0,"description":"Maximum number of records to return. Default and maximum values depend on the response format; see `format_limits` in the schema for details.","examples":{"Limit 100":{"summary":"Limit results to 100 records","value":100}},"format_limits":{"json":{"default":1000,"max":10000},"csv":{"default":3000,"max":30000},"csv_gzip":{"default":8000,"max":80000}},"default":1000,"title":"Limit"},"description":"Maximum number of records to return. Default and maximum values depend on the response format; see `format_limits` in the schema for details."},{"name":"response_format","in":"query","required":false,"schema":{"$ref":"#/components/schemas/ResponseFormat","description":"The type of the data to return","examples":{"JSON":{"summary":"JSON format (default)","value":"json"},"CSV Gzip":{"summary":"Compressed CSV format","value":"csv_gzip"}},"default":"json"},"description":"The type of the data to return"}],"responses":{"200":{"description":"JSON, CSV file, or gzip-compressed CSV file, depending on the value of `response_format` query parameter","content":{"application/json":{"schema":{"$ref":"#/components/schemas/USEquitiesTradeandQuoteDailyBarDataOut"}},"text/csv":{"schema":{"type":"string","format":"binary"}},"application/gzip":{"schema":{"type":"string","format":"binary"}}}},"403":{"content":{"application/json":{"examples":{"missing_api_key":{"summary":"Missing API key","value":{"detail":"Not authenticated"}},"invalid_api_key":{"summary":"Invalid or revoked API key","value":{"detail":"Invalid api key"}},"ip_not_allowed":{"summary":"IP address not allowed","value":{"detail":"Forbidden: IP address not allowed"}},"quota_exceeded":{"summary":"Usage quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000 / 1000 requests."}},"dataset_access_forbidden":{"summary":"Dataset access forbidden","value":{"detail":"This identity does not have access to dataset {dataset_id}"}}}}},"description":"Forbidden"},"429":{"description":"Request rejected because the identity or team exceeded a configured monthly or per-minute usage quota. When available, the response includes rate-limit headers describing the current quota.","headers":{"X-RateLimit-Limit":{"description":"Configured quota limit for the resource that was exceeded.","schema":{"type":"string"}},"X-RateLimit-Remaining":{"description":"Remaining quota before the limit is reached. This is 0 when the request is rejected.","schema":{"type":"string"}},"X-RateLimit-Reset":{"description":"Number of seconds left in the current quota period before usage resets.","schema":{"type":"string"}}},"content":{"application/json":{"examples":{"monthly_request_limit_exceeded":{"summary":"Monthly request quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000/1000 requests."}},"monthly_data_scanned_limit_exceeded":{"summary":"Monthly data scanned quota exceeded","value":{"detail":"Monthly data scanned limit exceeded: 1073741824/1073741824 bytes."}},"minute_request_limit_exceeded":{"summary":"Per-minute request quota exceeded","value":{"detail":"Per-minute request limit exceeded: 60/60 requests."}},"minute_data_returned_limit_exceeded":{"summary":"Per-minute data returned quota exceeded","value":{"detail":"Per-minute data returned limit exceeded: 5242880/5242880 bytes."}}}}}},"422":{"description":"Validation Error","content":{"application/json":{"schema":{"$ref":"#/components/schemas/HTTPValidationError"}}}}},"x-shortSummary":"Trade and Quote Daily","externalDocs":{"description":"US Equities Trade and Quote Daily Bar Guide","url":"https://us-equity-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Equity.Daily.TAQ.pdf"}}},"/v1/data/us-equity/taq-daily-tradedate/{trade_date}":{"get":{"tags":["us-equity-daily"],"summary":"US Equities Trade and Quote Daily Bar Snapshot","description":"The U.S. Equities Trade and Quote Daily Bar dataset provides a daily, analytics-rich summary of market activity derived from consolidated trade and top-of-book quote (TAQ) data. It aggregates intraday TAQ information into a comprehensive set of 65 metrics, capturing both price formation and trading behavior. In addition to standard Open, High, Low, Close, and Volume (OHLCV) measures, the dataset includes a wide range of market microstructure statistics, such as buying and selling pressure indicators, spread and quote dynamics, exchange-level and FINRA-reported volume, and other trade- and quote-based analytics. These metrics are designed to characterize daily liquidity, order-flow imbalance, and trading intensity. The dataset is derived from Equity Securities Information Processor (SIP) data and covers all eligible trades and top-of-book quotes, including off-exchange trades reported to FINRA Trade Reporting Facilities (TRF). Coverage spans all major U.S. equity issue types, including common and preferred stocks, ETFs, ETNs, ADRs, warrants, and units.\n\n For more details, please refer to the dataset documentation: [US Equities Trade and Quote Daily Bar Guide](https://us-equity-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Equity.Daily.TAQ.pdf).\n\n<details>\n<summary>**Advanced Filtering**</summary>\n\nYou 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`. \n\nPlease refer to the <a href=\"https://algoseek.com/docs/rest-api/tutorial/advanced-filtering\">Advanced Filtering Guide</a> for the extensive reference.\n</details>","operationId":"endpoint_v1_data_us_equity_taq_daily_tradedate__trade_date__get","security":[{"APIKeyAuth":[]}],"parameters":[{"name":"trade_date","in":"path","required":true,"schema":{"type":"string","description":"Trading date in YYYY-MM-DD format","examples":{"sample_tradedate":{"summary":"Example date","value":"2026-06-16"}},"title":"Trade Date"},"description":"Trading date in YYYY-MM-DD format"},{"name":"period","in":"query","required":false,"schema":{"anyOf":[{"type":"string","pattern":"^[1-9]\\d*[DWY]$"},{"type":"null"}],"description":"A string representing the time period for which to retrieve data. The format and accepted values depend on the dataset. If not provided, data for all available periods will be returned.","examples":{"Last 7 days":{"summary":"Return data for the last 7 days","value":"7D"},"Last 2 weeks":{"summary":"Return data for the last 2 weeks","value":"2W"},"Last 3 years":{"summary":"Return data for the last 3 years","value":"3Y"}},"title":"Period"},"description":"A string representing the time period for which to retrieve data. The format and accepted values depend on the dataset. If not provided, data for all available periods will be returned."},{"name":"sort","in":"query","required":false,"schema":{"anyOf":[{"type":"string"},{"type":"null"}],"description":"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.","title":"Sort"},"description":"Sorting criteria for the results. 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If not provided, defaults to 0.","examples":{"Non-zero offset":{"summary":"Skip first 100 records","value":100}},"default":0,"title":"Offset"},"description":"Number of records to skip before returning results. To be used with the `limit` parameter for pagination. If not provided, defaults to 0."},{"name":"limit","in":"query","required":false,"schema":{"type":"integer","exclusiveMinimum":0,"description":"Maximum number of records to return. Default and maximum values depend on the response format; see `format_limits` in the schema for details.","examples":{"Limit 100":{"summary":"Limit results to 100 records","value":100}},"format_limits":{"json":{"default":1000,"max":10000},"csv":{"default":3000,"max":30000},"csv_gzip":{"default":8000,"max":80000}},"default":1000,"title":"Limit"},"description":"Maximum number of records to return. Default and maximum values depend on the response format; see `format_limits` in the schema for details."},{"name":"response_format","in":"query","required":false,"schema":{"$ref":"#/components/schemas/ResponseFormat","description":"The type of the data to return","examples":{"JSON":{"summary":"JSON format (default)","value":"json"},"CSV Gzip":{"summary":"Compressed CSV format","value":"csv_gzip"}},"default":"json"},"description":"The type of the data to return"}],"responses":{"200":{"description":"JSON, CSV file, or gzip-compressed CSV file, depending on the value of `response_format` query parameter","content":{"application/json":{"schema":{"$ref":"#/components/schemas/USEquitiesTradeandQuoteDailyBarDataOut"}},"text/csv":{"schema":{"type":"string","format":"binary"}},"application/gzip":{"schema":{"type":"string","format":"binary"}}}},"403":{"content":{"application/json":{"examples":{"missing_api_key":{"summary":"Missing API key","value":{"detail":"Not authenticated"}},"invalid_api_key":{"summary":"Invalid or revoked API key","value":{"detail":"Invalid api key"}},"ip_not_allowed":{"summary":"IP address not allowed","value":{"detail":"Forbidden: IP address not allowed"}},"quota_exceeded":{"summary":"Usage quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000 / 1000 requests."}},"dataset_access_forbidden":{"summary":"Dataset access forbidden","value":{"detail":"This identity does not have access to dataset {dataset_id}"}}}}},"description":"Forbidden"},"429":{"description":"Request rejected because the identity or team exceeded a configured monthly or per-minute usage quota. When available, the response includes rate-limit headers describing the current quota.","headers":{"X-RateLimit-Limit":{"description":"Configured quota limit for the resource that was exceeded.","schema":{"type":"string"}},"X-RateLimit-Remaining":{"description":"Remaining quota before the limit is reached. This is 0 when the request is rejected.","schema":{"type":"string"}},"X-RateLimit-Reset":{"description":"Number of seconds left in the current quota period before usage resets.","schema":{"type":"string"}}},"content":{"application/json":{"examples":{"monthly_request_limit_exceeded":{"summary":"Monthly request quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000/1000 requests."}},"monthly_data_scanned_limit_exceeded":{"summary":"Monthly data scanned quota exceeded","value":{"detail":"Monthly data scanned limit exceeded: 1073741824/1073741824 bytes."}},"minute_request_limit_exceeded":{"summary":"Per-minute request quota exceeded","value":{"detail":"Per-minute request limit exceeded: 60/60 requests."}},"minute_data_returned_limit_exceeded":{"summary":"Per-minute data returned quota exceeded","value":{"detail":"Per-minute data returned limit exceeded: 5242880/5242880 bytes."}}}}}},"422":{"description":"Validation Error","content":{"application/json":{"schema":{"$ref":"#/components/schemas/HTTPValidationError"}}}}},"x-shortSummary":"Trade and Quote Daily Snapshot","externalDocs":{"description":"US Equities Trade and Quote Daily Bar Guide","url":"https://us-equity-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Equity.Daily.TAQ.pdf"}}},"/v1/data/us-equity/daily-ohlc/{identifier}":{"get":{"tags":["us-equity-daily"],"summary":"US Equities Daily OHLC","description":"The US Equities Daily OHLC is based on sophisticated algoseek logic for extracting accurate Open/High/Low/Close trades from the Trades of the Securities Information Processor (SIP) data, also known as the “Consolidated Feed” for all listed stocks, ETNs, ETFs, ADRs, and funds. This dataset contains OHLCV data. In addition to the total volume, volume recorded during market hours and FINRA volume are separately provided. The VWAP (Volume Weighted Average Price) is available for both the entire trading day and market hours. Files are systematically categorized by date and ticker.\n\n For more details, please refer to the dataset documentation: [US Equities Daily OHLC Guide](https://us-equity-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Equity.algoseek.Daily.OHLC.Adjusted.Guide.pdf) (algoseek aggregation logic), [US Equities Industry Standard Daily OHLC Guide](https://us-equity-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Equity.Daily.OHLC.Industry.Standard.Adjusted.Guide.pdf) (Industry Standard aggregation logic).\n\n### Aggregation Logic Options\n\nThis dataset is available with different aggregation logic variants, which may affect how certain data fields are calculated.\n\n### algoseek\nalgoseek core team comes from a high-frequency background and uses accepted de facto standards for calculating OHLC bars. See documentation for details on included/excluded fields.\n\n### Industry Standard\nReplicates the approach used by the industry's largest screen data vendor, which is also considered an industry standard by many professionals. The approach varies from modern calculations because it was set back in the 1990s in terms of the types of exchange flags that are included/excluded; see the specification for details.\n\n---\n\n**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.\n\n<details>\n<summary>**Advanced Filtering**</summary>\n\nYou 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`. \n\nPlease refer to the <a href=\"https://algoseek.com/docs/rest-api/tutorial/advanced-filtering\">Advanced Filtering Guide</a> for the extensive reference.\n</details>","operationId":"endpoint_v1_data_us_equity_daily_ohlc__identifier__get","security":[{"APIKeyAuth":[]}],"parameters":[{"name":"aggregation_logic","in":"query","required":false,"schema":{"$ref":"#/components/schemas/eq_daily_ohlc_AggregationLogic","description":"Aggregation logic variant of the dataset","default":"algoseek"},"description":"Aggregation logic variant of the dataset"},{"name":"identifier","in":"path","required":true,"schema":{"type":"string","description":"Dataset's security identifier","examples":{"sample_identifier":{"summary":"Example identifier","value":"AAPL"}},"title":"Identifier"},"description":"Dataset's security identifier"},{"name":"period","in":"query","required":false,"schema":{"anyOf":[{"type":"string","pattern":"^[1-9]\\d*[DWY]$"},{"type":"null"}],"description":"A string representing the time period for which to retrieve data. The format and accepted values depend on the dataset. If not provided, data for all available periods will be returned.","examples":{"Last 7 days":{"summary":"Return data for the last 7 days","value":"7D"},"Last 2 weeks":{"summary":"Return data for the last 2 weeks","value":"2W"},"Last 3 years":{"summary":"Return data for the last 3 years","value":"3Y"}},"title":"Period"},"description":"A string representing the time period for which to retrieve data. The format and accepted values depend on the dataset. If not provided, data for all available periods will be returned."},{"name":"adjusted","in":"query","required":false,"schema":{"type":"boolean","description":"Flag to indicate whether to return adjusted price and volume data","examples":{"Adjustment enabled":{"summary":"Return the adjusted data","value":true},"Adjustment disabled":{"summary":"Return unadjusted data (default behavior)","value":false}},"default":false,"title":"Adjusted"},"description":"Flag to indicate whether to return adjusted price and volume data"},{"name":"sort","in":"query","required":false,"schema":{"anyOf":[{"type":"string"},{"type":"null"}],"description":"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.","title":"Sort"},"description":"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."},{"name":"columns","in":"query","required":false,"schema":{"anyOf":[{"type":"string"},{"type":"null"}],"description":"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.","title":"Columns"},"description":"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."},{"name":"offset","in":"query","required":false,"schema":{"type":"integer","minimum":0,"description":"Number of records to skip before returning results. To be used with the `limit` parameter for pagination. If not provided, defaults to 0.","examples":{"Non-zero offset":{"summary":"Skip first 100 records","value":100}},"default":0,"title":"Offset"},"description":"Number of records to skip before returning results. To be used with the `limit` parameter for pagination. If not provided, defaults to 0."},{"name":"limit","in":"query","required":false,"schema":{"type":"integer","exclusiveMinimum":0,"description":"Maximum number of records to return. Default and maximum values depend on the response format; see `format_limits` in the schema for details.","examples":{"Limit 100":{"summary":"Limit results to 100 records","value":100}},"format_limits":{"json":{"default":1000,"max":10000},"csv":{"default":3000,"max":30000},"csv_gzip":{"default":8000,"max":80000}},"default":1000,"title":"Limit"},"description":"Maximum number of records to return. Default and maximum values depend on the response format; see `format_limits` in the schema for details."},{"name":"response_format","in":"query","required":false,"schema":{"$ref":"#/components/schemas/ResponseFormat","description":"The type of the data to return","examples":{"JSON":{"summary":"JSON format (default)","value":"json"},"CSV Gzip":{"summary":"Compressed CSV format","value":"csv_gzip"}},"default":"json"},"description":"The type of the data to return"}],"responses":{"200":{"description":"JSON, CSV file, or gzip-compressed CSV file, depending on the value of `response_format` query parameter","content":{"application/json":{"schema":{"$ref":"#/components/schemas/USEquitiesDailyOHLCDataOut"}},"text/csv":{"schema":{"type":"string","format":"binary"}},"application/gzip":{"schema":{"type":"string","format":"binary"}}}},"403":{"content":{"application/json":{"examples":{"missing_api_key":{"summary":"Missing API key","value":{"detail":"Not authenticated"}},"invalid_api_key":{"summary":"Invalid or revoked API key","value":{"detail":"Invalid api key"}},"ip_not_allowed":{"summary":"IP address not allowed","value":{"detail":"Forbidden: IP address not allowed"}},"quota_exceeded":{"summary":"Usage quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000 / 1000 requests."}},"dataset_access_forbidden":{"summary":"Dataset access forbidden","value":{"detail":"This identity does not have access to dataset {dataset_id}"}}}}},"description":"Forbidden"},"429":{"description":"Request rejected because the identity or team exceeded a configured monthly or per-minute usage quota. When available, the response includes rate-limit headers describing the current quota.","headers":{"X-RateLimit-Limit":{"description":"Configured quota limit for the resource that was exceeded.","schema":{"type":"string"}},"X-RateLimit-Remaining":{"description":"Remaining quota before the limit is reached. This is 0 when the request is rejected.","schema":{"type":"string"}},"X-RateLimit-Reset":{"description":"Number of seconds left in the current quota period before usage resets.","schema":{"type":"string"}}},"content":{"application/json":{"examples":{"monthly_request_limit_exceeded":{"summary":"Monthly request quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000/1000 requests."}},"monthly_data_scanned_limit_exceeded":{"summary":"Monthly data scanned quota exceeded","value":{"detail":"Monthly data scanned limit exceeded: 1073741824/1073741824 bytes."}},"minute_request_limit_exceeded":{"summary":"Per-minute request quota exceeded","value":{"detail":"Per-minute request limit exceeded: 60/60 requests."}},"minute_data_returned_limit_exceeded":{"summary":"Per-minute data returned quota exceeded","value":{"detail":"Per-minute data returned limit exceeded: 5242880/5242880 bytes."}}}}}},"422":{"description":"Validation Error","content":{"application/json":{"schema":{"$ref":"#/components/schemas/HTTPValidationError"}}}}},"x-shortSummary":"Daily OHLC","externalDocs":{"description":"US Equities Daily OHLC Guide","url":"https://us-equity-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Equity.algoseek.Daily.OHLC.Adjusted.Guide.pdf"}}},"/v1/data/us-equity/daily-ohlc-tradedate/{trade_date}":{"get":{"tags":["us-equity-daily"],"summary":"US Equities Daily OHLC Snapshot","description":"The US Equities Daily OHLC is based on sophisticated algoseek logic for extracting accurate Open/High/Low/Close trades from the Trades of the Securities Information Processor (SIP) data, also known as the “Consolidated Feed” for all listed stocks, ETNs, ETFs, ADRs, and funds. This dataset contains OHLCV data. In addition to the total volume, volume recorded during market hours and FINRA volume are separately provided. The VWAP (Volume Weighted Average Price) is available for both the entire trading day and market hours. Files are systematically categorized by date and ticker.\n\n For more details, please refer to the dataset documentation: [US Equities Daily OHLC Guide](https://us-equity-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Equity.algoseek.Daily.OHLC.Adjusted.Guide.pdf) (algoseek aggregation logic), [US Equities Industry Standard Daily OHLC Guide](https://us-equity-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Equity.Daily.OHLC.Industry.Standard.Adjusted.Guide.pdf) (Industry Standard aggregation logic).\n\n### Aggregation Logic Options\n\nThis dataset is available with different aggregation logic variants, which may affect how certain data fields are calculated.\n\n### algoseek\nalgoseek core team comes from a high-frequency background and uses accepted de facto standards for calculating OHLC bars. See documentation for details on included/excluded fields.\n\n### Industry Standard\nReplicates the approach used by the industry's largest screen data vendor, which is also considered an industry standard by many professionals. The approach varies from modern calculations because it was set back in the 1990s in terms of the types of exchange flags that are included/excluded; see the specification for details.\n\n---\n\n**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.\n\n<details>\n<summary>**Advanced Filtering**</summary>\n\nYou 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`. \n\nPlease refer to the <a href=\"https://algoseek.com/docs/rest-api/tutorial/advanced-filtering\">Advanced Filtering Guide</a> for the extensive reference.\n</details>","operationId":"endpoint_v1_data_us_equity_daily_ohlc_tradedate__trade_date__get","security":[{"APIKeyAuth":[]}],"parameters":[{"name":"aggregation_logic","in":"query","required":false,"schema":{"$ref":"#/components/schemas/eq_daily_ohlc_AggregationLogic","description":"Aggregation logic variant of the dataset","default":"algoseek"},"description":"Aggregation logic variant of the dataset"},{"name":"trade_date","in":"path","required":true,"schema":{"type":"string","description":"Trading date in YYYY-MM-DD format","examples":{"sample_tradedate":{"summary":"Example date","value":"2026-06-16"}},"title":"Trade Date"},"description":"Trading date in YYYY-MM-DD format"},{"name":"period","in":"query","required":false,"schema":{"anyOf":[{"type":"string","pattern":"^[1-9]\\d*[DWY]$"},{"type":"null"}],"description":"A string representing the time period for which to retrieve data. The format and accepted values depend on the dataset. If not provided, data for all available periods will be returned.","examples":{"Last 7 days":{"summary":"Return data for the last 7 days","value":"7D"},"Last 2 weeks":{"summary":"Return data for the last 2 weeks","value":"2W"},"Last 3 years":{"summary":"Return data for the last 3 years","value":"3Y"}},"title":"Period"},"description":"A string representing the time period for which to retrieve data. The format and accepted values depend on the dataset. If not provided, data for all available periods will be returned."},{"name":"adjusted","in":"query","required":false,"schema":{"type":"boolean","description":"Flag to indicate whether to return adjusted price and volume data","examples":{"Adjustment enabled":{"summary":"Return the adjusted data","value":true},"Adjustment disabled":{"summary":"Return unadjusted data (default behavior)","value":false}},"default":false,"title":"Adjusted"},"description":"Flag to indicate whether to return adjusted price and volume data"},{"name":"sort","in":"query","required":false,"schema":{"anyOf":[{"type":"string"},{"type":"null"}],"description":"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.","title":"Sort"},"description":"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."},{"name":"columns","in":"query","required":false,"schema":{"anyOf":[{"type":"string"},{"type":"null"}],"description":"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.","title":"Columns"},"description":"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."},{"name":"offset","in":"query","required":false,"schema":{"type":"integer","minimum":0,"description":"Number of records to skip before returning results. To be used with the `limit` parameter for pagination. If not provided, defaults to 0.","examples":{"Non-zero offset":{"summary":"Skip first 100 records","value":100}},"default":0,"title":"Offset"},"description":"Number of records to skip before returning results. To be used with the `limit` parameter for pagination. If not provided, defaults to 0."},{"name":"limit","in":"query","required":false,"schema":{"type":"integer","exclusiveMinimum":0,"description":"Maximum number of records to return. Default and maximum values depend on the response format; see `format_limits` in the schema for details.","examples":{"Limit 100":{"summary":"Limit results to 100 records","value":100}},"format_limits":{"json":{"default":1000,"max":10000},"csv":{"default":3000,"max":30000},"csv_gzip":{"default":8000,"max":80000}},"default":1000,"title":"Limit"},"description":"Maximum number of records to return. Default and maximum values depend on the response format; see `format_limits` in the schema for details."},{"name":"response_format","in":"query","required":false,"schema":{"$ref":"#/components/schemas/ResponseFormat","description":"The type of the data to return","examples":{"JSON":{"summary":"JSON format (default)","value":"json"},"CSV Gzip":{"summary":"Compressed CSV format","value":"csv_gzip"}},"default":"json"},"description":"The type of the data to return"}],"responses":{"200":{"description":"JSON, CSV file, or gzip-compressed CSV file, depending on the value of `response_format` query parameter","content":{"application/json":{"schema":{"$ref":"#/components/schemas/USEquitiesDailyOHLCDataOut"}},"text/csv":{"schema":{"type":"string","format":"binary"}},"application/gzip":{"schema":{"type":"string","format":"binary"}}}},"403":{"content":{"application/json":{"examples":{"missing_api_key":{"summary":"Missing API key","value":{"detail":"Not authenticated"}},"invalid_api_key":{"summary":"Invalid or revoked API key","value":{"detail":"Invalid api key"}},"ip_not_allowed":{"summary":"IP address not allowed","value":{"detail":"Forbidden: IP address not allowed"}},"quota_exceeded":{"summary":"Usage quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000 / 1000 requests."}},"dataset_access_forbidden":{"summary":"Dataset access forbidden","value":{"detail":"This identity does not have access to dataset {dataset_id}"}}}}},"description":"Forbidden"},"429":{"description":"Request rejected because the identity or team exceeded a configured monthly or per-minute usage quota. When available, the response includes rate-limit headers describing the current quota.","headers":{"X-RateLimit-Limit":{"description":"Configured quota limit for the resource that was exceeded.","schema":{"type":"string"}},"X-RateLimit-Remaining":{"description":"Remaining quota before the limit is reached. This is 0 when the request is rejected.","schema":{"type":"string"}},"X-RateLimit-Reset":{"description":"Number of seconds left in the current quota period before usage resets.","schema":{"type":"string"}}},"content":{"application/json":{"examples":{"monthly_request_limit_exceeded":{"summary":"Monthly request quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000/1000 requests."}},"monthly_data_scanned_limit_exceeded":{"summary":"Monthly data scanned quota exceeded","value":{"detail":"Monthly data scanned limit exceeded: 1073741824/1073741824 bytes."}},"minute_request_limit_exceeded":{"summary":"Per-minute request quota exceeded","value":{"detail":"Per-minute request limit exceeded: 60/60 requests."}},"minute_data_returned_limit_exceeded":{"summary":"Per-minute data returned quota exceeded","value":{"detail":"Per-minute data returned limit exceeded: 5242880/5242880 bytes."}}}}}},"422":{"description":"Validation Error","content":{"application/json":{"schema":{"$ref":"#/components/schemas/HTTPValidationError"}}}}},"x-shortSummary":"Daily OHLC Snapshot","externalDocs":{"description":"US Equities Daily OHLC Guide","url":"https://us-equity-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Equity.algoseek.Daily.OHLC.Adjusted.Guide.pdf"}}},"/v1/data/us-equity-opt/tanq/{trade_date}/{identifier}/{expiration_date}":{"get":{"tags":["us-equity-opt-tick"],"summary":"US Options Trade and NBBO Quote","description":"The U.S. Options Trade and NBBO Quote dataset provides tick-level options trade data and National Best Bid and Offer (NBBO) quotes, derived from the consolidated OPRA trade and quote (TAQ) feed. This dataset is a filtered subset of full Options TAQ, in which non-NBBO quote updates are removed, retaining only NBBO quotes and executed trades. This significantly reduces data volume and complexity while preserving the most relevant market context for execution analysis, best-price evaluation, and NBBO-based research. In addition to consolidated last-sale trades and NBBO bid/ask quotes, the dataset includes rich event metadata such as trade and quote condition codes and flags (e.g., complex order indicators, Intermarket Sweep Orders (ISO)). Supplementary reference events, including open interest and end-of-day summary attributes, are included to support downstream analytics and validation workflows. Coverage spans all U.S. equity options exchanges reporting via OPRA. \n\n For more details, please refer to the dataset documentation: [US Options Trade and NBBO Quote Guide](https://us-options-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Options.TANQ.pdf).\n\n<details>\n<summary>**Advanced Filtering**</summary>\n\nYou 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`. \n\nPlease refer to the <a href=\"https://algoseek.com/docs/rest-api/tutorial/advanced-filtering\">Advanced Filtering Guide</a> for the extensive reference.\n</details>\n\n\n<details>\n<summary>**Optimizing Performance**</summary>\n\nSome queries to this endpoint may be slow due to the size of the data chunk requested. If this becomes an issue, consider narrowing down the response data with query parameters. \n\nFor more details, please refer to the <a href=\"https://algoseek.com/docs/rest-api/tutorial/optimizing-query-performance\">Query Performance Guide</a>.\n</details>","operationId":"endpoint_v1_data_us_equity_opt_tanq__trade_date___identifier___expiration_date__get","security":[{"APIKeyAuth":[]}],"parameters":[{"name":"trade_date","in":"path","required":true,"schema":{"type":"string","description":"Trading date in YYYY-MM-DD format","examples":{"sample_tradedate":{"summary":"Example date","value":"2026-06-16"}},"title":"Trade Date"},"description":"Trading date in YYYY-MM-DD format"},{"name":"identifier","in":"path","required":true,"schema":{"type":"string","description":"Dataset's security identifier","examples":{"sample_identifier":{"summary":"Example identifier","value":"AAPL"}},"title":"Identifier"},"description":"Dataset's security identifier"},{"name":"expiration_date","in":"path","required":true,"schema":{"type":"string","description":"Secondary date column in YYYY-MM-DD format","examples":{"sample_secondary_date_column":{"summary":"Example expiration date","value":"2026-12-18"}},"title":"Expiration Date"},"description":"Secondary date column in YYYY-MM-DD format"},{"name":"sort","in":"query","required":false,"schema":{"anyOf":[{"type":"string"},{"type":"null"}],"description":"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.","title":"Sort"},"description":"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."},{"name":"columns","in":"query","required":false,"schema":{"anyOf":[{"type":"string"},{"type":"null"}],"description":"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.","title":"Columns"},"description":"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."},{"name":"offset","in":"query","required":false,"schema":{"type":"integer","minimum":0,"description":"Number of records to skip before returning results. To be used with the `limit` parameter for pagination. If not provided, defaults to 0.","examples":{"Non-zero offset":{"summary":"Skip first 100 records","value":100}},"default":0,"title":"Offset"},"description":"Number of records to skip before returning results. To be used with the `limit` parameter for pagination. If not provided, defaults to 0."},{"name":"limit","in":"query","required":false,"schema":{"type":"integer","exclusiveMinimum":0,"description":"Maximum number of records to return. Default and maximum values depend on the response format; see `format_limits` in the schema for details.","examples":{"Limit 100":{"summary":"Limit results to 100 records","value":100}},"format_limits":{"json":{"default":1000,"max":10000},"csv":{"default":3000,"max":30000},"csv_gzip":{"default":8000,"max":80000}},"default":1000,"title":"Limit"},"description":"Maximum number of records to return. Default and maximum values depend on the response format; see `format_limits` in the schema for details."},{"name":"response_format","in":"query","required":false,"schema":{"$ref":"#/components/schemas/ResponseFormat","description":"The type of the data to return","examples":{"JSON":{"summary":"JSON format (default)","value":"json"},"CSV Gzip":{"summary":"Compressed CSV format","value":"csv_gzip"}},"default":"json"},"description":"The type of the data to return"}],"responses":{"200":{"description":"JSON, CSV file, or gzip-compressed CSV file, depending on the value of `response_format` query parameter","content":{"application/json":{"schema":{"$ref":"#/components/schemas/USOptionsTradeandNBBOQuoteDataOut"}},"text/csv":{"schema":{"type":"string","format":"binary"}},"application/gzip":{"schema":{"type":"string","format":"binary"}}}},"403":{"content":{"application/json":{"examples":{"missing_api_key":{"summary":"Missing API key","value":{"detail":"Not authenticated"}},"invalid_api_key":{"summary":"Invalid or revoked API key","value":{"detail":"Invalid api key"}},"ip_not_allowed":{"summary":"IP address not allowed","value":{"detail":"Forbidden: IP address not allowed"}},"quota_exceeded":{"summary":"Usage quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000 / 1000 requests."}},"dataset_access_forbidden":{"summary":"Dataset access forbidden","value":{"detail":"This identity does not have access to dataset {dataset_id}"}}}}},"description":"Forbidden"},"429":{"description":"Request rejected because the identity or team exceeded a configured monthly or per-minute usage quota. When available, the response includes rate-limit headers describing the current quota.","headers":{"X-RateLimit-Limit":{"description":"Configured quota limit for the resource that was exceeded.","schema":{"type":"string"}},"X-RateLimit-Remaining":{"description":"Remaining quota before the limit is reached. This is 0 when the request is rejected.","schema":{"type":"string"}},"X-RateLimit-Reset":{"description":"Number of seconds left in the current quota period before usage resets.","schema":{"type":"string"}}},"content":{"application/json":{"examples":{"monthly_request_limit_exceeded":{"summary":"Monthly request quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000/1000 requests."}},"monthly_data_scanned_limit_exceeded":{"summary":"Monthly data scanned quota exceeded","value":{"detail":"Monthly data scanned limit exceeded: 1073741824/1073741824 bytes."}},"minute_request_limit_exceeded":{"summary":"Per-minute request quota exceeded","value":{"detail":"Per-minute request limit exceeded: 60/60 requests."}},"minute_data_returned_limit_exceeded":{"summary":"Per-minute data returned quota exceeded","value":{"detail":"Per-minute data returned limit exceeded: 5242880/5242880 bytes."}}}}}},"422":{"description":"Validation Error","content":{"application/json":{"schema":{"$ref":"#/components/schemas/HTTPValidationError"}}}}},"x-shortSummary":"Trade and NBBO Quote","externalDocs":{"description":"US Options Trade and NBBO Quote Guide","url":"https://us-options-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Options.TANQ.pdf"}}},"/v1/data/us-equity-opt/trades/{trade_date}/{identifier}/{expiration_date}":{"get":{"tags":["us-equity-opt-tick"],"summary":"US Options Trade Only","description":"The U.S. Options Trade-Only dataset provides tick-level executed options trades derived from the consolidated Options Price Reporting Authority (OPRA) feed, with trade-anchored market context captured at the time of each execution. Each record includes the executed trade price, size, timestamp, originating exchange, and trade condition codes, along with the prevailing National Best Bid and Offer (NBBO), including bid/ask price, size, and condition, as observed at the moment of the trade. This enables accurate analysis of execution quality, trade aggressiveness, and market state at execution time, without the overhead of a full quote stream. To support option-to-underlying relationship analysis, the dataset also includes underlying asset reference data (bid, ask, and last trade price, size, and timestamp) aligned to the option trade event. Coverage spans all U.S. equity options exchanges reporting via OPRA. \n\n For more details, please refer to the dataset documentation: [US Options Trade Only Guide](https://us-options-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Options.Trades.Only.pdf).\n\n<details>\n<summary>**Advanced Filtering**</summary>\n\nYou 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`. \n\nPlease refer to the <a href=\"https://algoseek.com/docs/rest-api/tutorial/advanced-filtering\">Advanced Filtering Guide</a> for the extensive reference.\n</details>","operationId":"endpoint_v1_data_us_equity_opt_trades__trade_date___identifier___expiration_date__get","security":[{"APIKeyAuth":[]}],"parameters":[{"name":"trade_date","in":"path","required":true,"schema":{"type":"string","description":"Trading date in YYYY-MM-DD format","examples":{"sample_tradedate":{"summary":"Example date","value":"2026-06-16"}},"title":"Trade Date"},"description":"Trading date in YYYY-MM-DD format"},{"name":"identifier","in":"path","required":true,"schema":{"type":"string","description":"Dataset's security identifier","examples":{"sample_identifier":{"summary":"Example identifier","value":"AAPL"}},"title":"Identifier"},"description":"Dataset's security identifier"},{"name":"expiration_date","in":"path","required":true,"schema":{"type":"string","description":"Secondary date column in YYYY-MM-DD format","examples":{"sample_secondary_date_column":{"summary":"Example expiration date","value":"2026-12-18"}},"title":"Expiration Date"},"description":"Secondary date column in YYYY-MM-DD format"},{"name":"sort","in":"query","required":false,"schema":{"anyOf":[{"type":"string"},{"type":"null"}],"description":"Sorting criteria for the results. 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Use this parameter to select only specific fields from the dataset. If not provided, all available columns will be returned."},{"name":"offset","in":"query","required":false,"schema":{"type":"integer","minimum":0,"description":"Number of records to skip before returning results. To be used with the `limit` parameter for pagination. If not provided, defaults to 0.","examples":{"Non-zero offset":{"summary":"Skip first 100 records","value":100}},"default":0,"title":"Offset"},"description":"Number of records to skip before returning results. To be used with the `limit` parameter for pagination. If not provided, defaults to 0."},{"name":"limit","in":"query","required":false,"schema":{"type":"integer","exclusiveMinimum":0,"description":"Maximum number of records to return. Default and maximum values depend on the response format; see `format_limits` in the schema for details.","examples":{"Limit 100":{"summary":"Limit results to 100 records","value":100}},"format_limits":{"json":{"default":1000,"max":10000},"csv":{"default":3000,"max":30000},"csv_gzip":{"default":8000,"max":80000}},"default":1000,"title":"Limit"},"description":"Maximum number of records to return. Default and maximum values depend on the response format; see `format_limits` in the schema for details."},{"name":"response_format","in":"query","required":false,"schema":{"$ref":"#/components/schemas/ResponseFormat","description":"The type of the data to return","examples":{"JSON":{"summary":"JSON format (default)","value":"json"},"CSV Gzip":{"summary":"Compressed CSV format","value":"csv_gzip"}},"default":"json"},"description":"The type of the data to return"}],"responses":{"200":{"description":"JSON, CSV file, or gzip-compressed CSV file, depending on the value of `response_format` query parameter","content":{"application/json":{"schema":{"$ref":"#/components/schemas/USOptionsTradeOnlyDataOut"}},"text/csv":{"schema":{"type":"string","format":"binary"}},"application/gzip":{"schema":{"type":"string","format":"binary"}}}},"403":{"content":{"application/json":{"examples":{"missing_api_key":{"summary":"Missing API key","value":{"detail":"Not authenticated"}},"invalid_api_key":{"summary":"Invalid or revoked API key","value":{"detail":"Invalid api key"}},"ip_not_allowed":{"summary":"IP address not allowed","value":{"detail":"Forbidden: IP address not allowed"}},"quota_exceeded":{"summary":"Usage quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000 / 1000 requests."}},"dataset_access_forbidden":{"summary":"Dataset access forbidden","value":{"detail":"This identity does not have access to dataset {dataset_id}"}}}}},"description":"Forbidden"},"429":{"description":"Request rejected because the identity or team exceeded a configured monthly or per-minute usage quota. 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This is 0 when the request is rejected.","schema":{"type":"string"}},"X-RateLimit-Reset":{"description":"Number of seconds left in the current quota period before usage resets.","schema":{"type":"string"}}},"content":{"application/json":{"examples":{"monthly_request_limit_exceeded":{"summary":"Monthly request quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000/1000 requests."}},"monthly_data_scanned_limit_exceeded":{"summary":"Monthly data scanned quota exceeded","value":{"detail":"Monthly data scanned limit exceeded: 1073741824/1073741824 bytes."}},"minute_request_limit_exceeded":{"summary":"Per-minute request quota exceeded","value":{"detail":"Per-minute request limit exceeded: 60/60 requests."}},"minute_data_returned_limit_exceeded":{"summary":"Per-minute data returned quota exceeded","value":{"detail":"Per-minute data returned limit exceeded: 5242880/5242880 bytes."}}}}}},"422":{"description":"Validation Error","content":{"application/json":{"schema":{"$ref":"#/components/schemas/HTTPValidationError"}}}}},"x-shortSummary":"Trade Only","externalDocs":{"description":"US Options Trade Only Guide","url":"https://us-options-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Options.Trades.Only.pdf"}}},"/v1/data/us-equity-opt/taq-1min/{identifier}":{"get":{"tags":["us-equity-opt-intraday-bar"],"summary":"US Options Trade and Quote Minute Bar","description":"The U.S. Options Trade and Quote (TAQ) Minute Bar dataset provides minute-level aggregated analytics derived from consolidated OPRA trades and top-of-book quotes for U.S. listed options. Each one-minute bar contains ~60 analytical and statistical fields, including Open, High, Low, Close (OHLC) prices based on trade and quote events, along with detailed measures such as minimum and maximum bid-ask spread, trade counts at bid/mid/ask, and quote snapshots at the start and end of each interval. These features enable precise analysis of price formation, liquidity, and execution behavior at the intraday level. The dataset covers the regular options trading session from 09:30:00 to 16:15:00 Eastern Time and Curb session to 17:00:00 Eastern Time if it is available, and is derived from OPRA consolidated last-sale and quotation data. \n\n For more details, please refer to the dataset documentation: [US Options Trade and Quote Minute Bar Guide](https://us-options-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Options.TAQ.Minute.Bars.pdf).\n\n<details>\n<summary>**Advanced Filtering**</summary>\n\nYou 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`. \n\nPlease refer to the <a href=\"https://algoseek.com/docs/rest-api/tutorial/advanced-filtering\">Advanced Filtering Guide</a> for the extensive reference.\n</details>\n\n\n<details>\n<summary>**Optimizing Performance**</summary>\n\nSome queries to this endpoint may be slow due to the size of the data chunk requested. If this becomes an issue, consider narrowing down the response data with query parameters. \n\nFor more details, please refer to the <a href=\"https://algoseek.com/docs/rest-api/tutorial/optimizing-query-performance\">Query Performance Guide</a>.\n</details>","operationId":"endpoint_v1_data_us_equity_opt_taq_1min__identifier__get","security":[{"APIKeyAuth":[]}],"parameters":[{"name":"identifier","in":"path","required":true,"schema":{"type":"string","description":"Dataset's security identifier","examples":{"sample_identifier":{"summary":"Example identifier","value":"AAPL"}},"title":"Identifier"},"description":"Dataset's security identifier"},{"name":"period","in":"query","required":false,"schema":{"anyOf":[{"type":"string","pattern":"^[1-9]\\d*[DWY]$"},{"type":"null"}],"description":"A string representing the time period for which to retrieve data. The format and accepted values depend on the dataset. 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Each one-minute bar includes Open, High, Low, Close (OHLC) prices calculated from trades, along with Volume and VWAP for the interval. To support option-to-underlying relationship analysis, the dataset also provides the underlying asset’s bid and ask prices at the start and end of each minute. Coverage spans all U.S. equity options exchanges reporting via OPRA.\n\n For more details, please refer to the dataset documentation: [US Options Trade Only Minute Bar Guide](https://us-options-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Options.Trades.Only.Minute.Bars.pdf).\n\n<details>\n<summary>**Advanced Filtering**</summary>\n\nYou can provide one or multiple filter expressions based on the dataset's columns to narrow down the results. For example, `StartDate.gt=2023-01-01&StartDate.lt=2023-12-31`, `Ticker=AAPL`. \n\nPlease refer to the <a href=\"https://algoseek.com/docs/rest-api/tutorial/advanced-filtering\">Advanced Filtering Guide</a> for the extensive reference.\n</details>","operationId":"endpoint_v1_data_us_equity_opt_trades_1min__identifier__get","security":[{"APIKeyAuth":[]}],"parameters":[{"name":"identifier","in":"path","required":true,"schema":{"type":"string","description":"Dataset's security identifier","examples":{"sample_identifier":{"summary":"Example identifier","value":"AAPL"}},"title":"Identifier"},"description":"Dataset's security identifier"},{"name":"period","in":"query","required":false,"schema":{"anyOf":[{"type":"string","pattern":"^[1-9]\\d*[DWY]$"},{"type":"null"}],"description":"A string representing the time period for which to retrieve data. The format and accepted values depend on the dataset. 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Default and maximum values depend on the response format; see `format_limits` in the schema for details."},{"name":"response_format","in":"query","required":false,"schema":{"$ref":"#/components/schemas/ResponseFormat","description":"The type of the data to return","examples":{"JSON":{"summary":"JSON format (default)","value":"json"},"CSV Gzip":{"summary":"Compressed CSV format","value":"csv_gzip"}},"default":"json"},"description":"The type of the data to return"}],"responses":{"200":{"description":"JSON, CSV file, or gzip-compressed CSV file, depending on the value of `response_format` query parameter","content":{"application/json":{"schema":{"$ref":"#/components/schemas/USOptionsTradeOnlyMinuteBarDataOut"}},"text/csv":{"schema":{"type":"string","format":"binary"}},"application/gzip":{"schema":{"type":"string","format":"binary"}}}},"403":{"content":{"application/json":{"examples":{"missing_api_key":{"summary":"Missing API key","value":{"detail":"Not authenticated"}},"invalid_api_key":{"summary":"Invalid or revoked API key","value":{"detail":"Invalid api key"}},"ip_not_allowed":{"summary":"IP address not allowed","value":{"detail":"Forbidden: IP address not allowed"}},"quota_exceeded":{"summary":"Usage quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000 / 1000 requests."}},"dataset_access_forbidden":{"summary":"Dataset access forbidden","value":{"detail":"This identity does not have access to dataset {dataset_id}"}}}}},"description":"Forbidden"},"429":{"description":"Request rejected because the identity or team exceeded a configured monthly or per-minute usage quota. When available, the response includes rate-limit headers describing the current quota.","headers":{"X-RateLimit-Limit":{"description":"Configured quota limit for the resource that was exceeded.","schema":{"type":"string"}},"X-RateLimit-Remaining":{"description":"Remaining quota before the limit is reached. This is 0 when the request is rejected.","schema":{"type":"string"}},"X-RateLimit-Reset":{"description":"Number of seconds left in the current quota period before usage resets.","schema":{"type":"string"}}},"content":{"application/json":{"examples":{"monthly_request_limit_exceeded":{"summary":"Monthly request quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000/1000 requests."}},"monthly_data_scanned_limit_exceeded":{"summary":"Monthly data scanned quota exceeded","value":{"detail":"Monthly data scanned limit exceeded: 1073741824/1073741824 bytes."}},"minute_request_limit_exceeded":{"summary":"Per-minute request quota exceeded","value":{"detail":"Per-minute request limit exceeded: 60/60 requests."}},"minute_data_returned_limit_exceeded":{"summary":"Per-minute data returned quota exceeded","value":{"detail":"Per-minute data returned limit exceeded: 5242880/5242880 bytes."}}}}}},"422":{"description":"Validation Error","content":{"application/json":{"schema":{"$ref":"#/components/schemas/HTTPValidationError"}}}}},"x-shortSummary":"Trade Only Minute Bar","externalDocs":{"description":"US Options Trade Only Minute Bar Guide","url":"https://us-options-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Options.Trades.Only.Minute.Bars.pdf"}}},"/v1/data/us-equity-opt/greeks-daily/{identifier}":{"get":{"tags":["us-equity-opt-daily"],"summary":"US Options Daily Analytics","description":"The U.S. Options Daily Analytics dataset provides end-of-day option valuation and risk metrics computed using the last-minute mid-price of each trading session. For each listed U.S. options contract, the dataset includes the theoretical option price, implied volatility, and the full set of standard Greeks: delta, gamma, theta, vega, and rho. Calculations are performed using the Black-Scholes-Merton framework, with closed-form analytical formulas applied to European-style options and a finite-difference numerical pricing model applied to American-style options. To support transparency and downstream validation, the dataset also provides the underlying asset mid-price at the calculation minute and implied volatility convergence codes, indicating the numerical stability and outcome of the volatility solve. This dataset is designed for daily risk monitoring, portfolio analytics, volatility research, and options valuation workflows, where consistent, model-based end-of-day metrics are required.\n\n For more details, please refer to the dataset documentation: [US Options Daily Analytics Guide](https://us-options-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Options.Daily.Analytics.pdf).\n\n<details>\n<summary>**Advanced Filtering**</summary>\n\nYou 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`. \n\nPlease refer to the <a href=\"https://algoseek.com/docs/rest-api/tutorial/advanced-filtering\">Advanced Filtering Guide</a> for the extensive reference.\n</details>","operationId":"endpoint_v1_data_us_equity_opt_greeks_daily__identifier__get","security":[{"APIKeyAuth":[]}],"parameters":[{"name":"identifier","in":"path","required":true,"schema":{"type":"string","description":"Dataset's security identifier","examples":{"sample_identifier":{"summary":"Example identifier","value":"AAPL"}},"title":"Identifier"},"description":"Dataset's security identifier"},{"name":"period","in":"query","required":false,"schema":{"anyOf":[{"type":"string","pattern":"^[1-9]\\d*[DWY]$"},{"type":"null"}],"description":"A string representing the time period for which to retrieve data. The format and accepted values depend on the dataset. If not provided, data for all available periods will be returned.","examples":{"Last 7 days":{"summary":"Return data for the last 7 days","value":"7D"},"Last 2 weeks":{"summary":"Return data for the last 2 weeks","value":"2W"},"Last 3 years":{"summary":"Return data for the last 3 years","value":"3Y"}},"title":"Period"},"description":"A string representing the time period for which to retrieve data. The format and accepted values depend on the dataset. If not provided, data for all available periods will be returned."},{"name":"sort","in":"query","required":false,"schema":{"anyOf":[{"type":"string"},{"type":"null"}],"description":"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.","title":"Sort"},"description":"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."},{"name":"columns","in":"query","required":false,"schema":{"anyOf":[{"type":"string"},{"type":"null"}],"description":"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.","title":"Columns"},"description":"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."},{"name":"offset","in":"query","required":false,"schema":{"type":"integer","minimum":0,"description":"Number of records to skip before returning results. To be used with the `limit` parameter for pagination. If not provided, defaults to 0.","examples":{"Non-zero offset":{"summary":"Skip first 100 records","value":100}},"default":0,"title":"Offset"},"description":"Number of records to skip before returning results. To be used with the `limit` parameter for pagination. If not provided, defaults to 0."},{"name":"limit","in":"query","required":false,"schema":{"type":"integer","exclusiveMinimum":0,"description":"Maximum number of records to return. Default and maximum values depend on the response format; see `format_limits` in the schema for details.","examples":{"Limit 100":{"summary":"Limit results to 100 records","value":100}},"format_limits":{"json":{"default":1000,"max":10000},"csv":{"default":3000,"max":30000},"csv_gzip":{"default":8000,"max":80000}},"default":1000,"title":"Limit"},"description":"Maximum number of records to return. Default and maximum values depend on the response format; see `format_limits` in the schema for details."},{"name":"response_format","in":"query","required":false,"schema":{"$ref":"#/components/schemas/ResponseFormat","description":"The type of the data to return","examples":{"JSON":{"summary":"JSON format (default)","value":"json"},"CSV Gzip":{"summary":"Compressed CSV format","value":"csv_gzip"}},"default":"json"},"description":"The type of the data to return"}],"responses":{"200":{"description":"JSON, CSV file, or gzip-compressed CSV file, depending on the value of `response_format` query parameter","content":{"application/json":{"schema":{"$ref":"#/components/schemas/USOptionsDailyAnalyticsDataOut"}},"text/csv":{"schema":{"type":"string","format":"binary"}},"application/gzip":{"schema":{"type":"string","format":"binary"}}}},"403":{"content":{"application/json":{"examples":{"missing_api_key":{"summary":"Missing API key","value":{"detail":"Not authenticated"}},"invalid_api_key":{"summary":"Invalid or revoked API key","value":{"detail":"Invalid api key"}},"ip_not_allowed":{"summary":"IP address not allowed","value":{"detail":"Forbidden: IP address not allowed"}},"quota_exceeded":{"summary":"Usage quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000 / 1000 requests."}},"dataset_access_forbidden":{"summary":"Dataset access forbidden","value":{"detail":"This identity does not have access to dataset {dataset_id}"}}}}},"description":"Forbidden"},"429":{"description":"Request rejected because the identity or team exceeded a configured monthly or per-minute usage quota. When available, the response includes rate-limit headers describing the current quota.","headers":{"X-RateLimit-Limit":{"description":"Configured quota limit for the resource that was exceeded.","schema":{"type":"string"}},"X-RateLimit-Remaining":{"description":"Remaining quota before the limit is reached. This is 0 when the request is rejected.","schema":{"type":"string"}},"X-RateLimit-Reset":{"description":"Number of seconds left in the current quota period before usage resets.","schema":{"type":"string"}}},"content":{"application/json":{"examples":{"monthly_request_limit_exceeded":{"summary":"Monthly request quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000/1000 requests."}},"monthly_data_scanned_limit_exceeded":{"summary":"Monthly data scanned quota exceeded","value":{"detail":"Monthly data scanned limit exceeded: 1073741824/1073741824 bytes."}},"minute_request_limit_exceeded":{"summary":"Per-minute request quota exceeded","value":{"detail":"Per-minute request limit exceeded: 60/60 requests."}},"minute_data_returned_limit_exceeded":{"summary":"Per-minute data returned quota exceeded","value":{"detail":"Per-minute data returned limit exceeded: 5242880/5242880 bytes."}}}}}},"422":{"description":"Validation Error","content":{"application/json":{"schema":{"$ref":"#/components/schemas/HTTPValidationError"}}}}},"x-shortSummary":"Daily Analytics","externalDocs":{"description":"US Options Daily Analytics Guide","url":"https://us-options-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Options.Daily.Analytics.pdf"}}},"/v1/data/us-equity-opt/open-interest/{identifier}":{"get":{"tags":["us-equity-opt-daily"],"summary":"US Options Open Interest","description":"The U.S. Options Open Interest dataset provides daily open interest information for U.S. equity and index options, derived from Options Price Reporting Authority (OPRA) open interest publications. The dataset consolidates open interest across all U.S. equity options exchanges, delivering contract-level visibility into the number of outstanding option positions at the end of each trading day. Open interest values are provided per option contract, enabling analysis of market participation, liquidity concentration, positioning trends, and risk exposure across strikes, expirations, and option types.\n\n For more details, please refer to the dataset documentation: [US Options Open Interest Guide](https://us-options-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.OPRA.Options.Open.Interest.pdf).\n\n<details>\n<summary>**Advanced Filtering**</summary>\n\nYou 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`. \n\nPlease refer to the <a href=\"https://algoseek.com/docs/rest-api/tutorial/advanced-filtering\">Advanced Filtering Guide</a> for the extensive reference.\n</details>","operationId":"endpoint_v1_data_us_equity_opt_open_interest__identifier__get","security":[{"APIKeyAuth":[]}],"parameters":[{"name":"identifier","in":"path","required":true,"schema":{"type":"string","description":"Dataset's security identifier","examples":{"sample_identifier":{"summary":"Example identifier","value":"AAPL"}},"title":"Identifier"},"description":"Dataset's security identifier"},{"name":"period","in":"query","required":false,"schema":{"anyOf":[{"type":"string","pattern":"^[1-9]\\d*[DWY]$"},{"type":"null"}],"description":"A string representing the time period for which to retrieve data. The format and accepted values depend on the dataset. 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For example, `StartDate.gt=2023-01-01&StartDate.lt=2023-12-31`, `Ticker=AAPL`. \n\nPlease refer to the <a href=\"https://algoseek.com/docs/rest-api/tutorial/advanced-filtering\">Advanced Filtering Guide</a> for the extensive reference.\n</details>","operationId":"endpoint_v1_data_us_equity_ref_ipo_get","security":[{"APIKeyAuth":[]}],"parameters":[{"name":"sort","in":"query","required":false,"schema":{"anyOf":[{"type":"string"},{"type":"null"}],"description":"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.","title":"Sort"},"description":"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. 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Data is published on a daily basis and is designed to support institutional trading systems, risk controls, and post-trade analysis involving short sale activity.\n\n For more details, please refer to the dataset documentation: [US Equities Daily SSR Circuit Breakers Guide](https://us-equity-reference-docs.s3.us-east-1.amazonaws.com/US.Equity.SSR.Circuit.Breakers.pdf).\n\n<details>\n<summary>**Advanced Filtering**</summary>\n\nYou can provide one or multiple filter expressions based on the dataset's columns to narrow down the results. 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This security master is designed to support options data normalization, contract resolution, lifecycle analysis, and downstream pricing and analytics workflows where authoritative contract metadata is required.\n\n For more details, please refer to the dataset documentation: [US OPRA Options Contracts Security Master Guide](https://us-options-reference-docs.s3.us-east-1.amazonaws.com/algoseek.US.OPRA.Options.Contracts.Security.Master.pdf).\n\n<details>\n<summary>**Advanced Filtering**</summary>\n\nYou can provide one or multiple filter expressions based on the dataset's columns to narrow down the results. 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Companion lookup files are available to map ASID to option root symbols and underlying symbols, supporting efficient identifier resolution and cross-dataset joins.\n\n For more details, please refer to the dataset documentation: [US Options Security Master Guide](https://us-options-reference-docs.s3.us-east-1.amazonaws.com/algoseek.US.Options.Security.Master.pdf).\n\n<details>\n<summary>**Advanced Filtering**</summary>\n\nYou can provide one or multiple filter expressions based on the dataset's columns to narrow down the results. 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This is 0 when the request is rejected.","schema":{"type":"string"}},"X-RateLimit-Reset":{"description":"Number of seconds left in the current quota period before usage resets.","schema":{"type":"string"}}},"content":{"application/json":{"examples":{"monthly_request_limit_exceeded":{"summary":"Monthly request quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000/1000 requests."}},"monthly_data_scanned_limit_exceeded":{"summary":"Monthly data scanned quota exceeded","value":{"detail":"Monthly data scanned limit exceeded: 1073741824/1073741824 bytes."}},"minute_request_limit_exceeded":{"summary":"Per-minute request quota exceeded","value":{"detail":"Per-minute request limit exceeded: 60/60 requests."}},"minute_data_returned_limit_exceeded":{"summary":"Per-minute data returned quota exceeded","value":{"detail":"Per-minute data returned limit exceeded: 5242880/5242880 bytes."}}}}}},"422":{"description":"Validation Error","content":{"application/json":{"schema":{"$ref":"#/components/schemas/HTTPValidationError"}}}}},"x-shortSummary":"Sec Master","externalDocs":{"description":"US Options Security Master Guide","url":"https://us-options-reference-docs.s3.us-east-1.amazonaws.com/algoseek.US.Options.Security.Master.pdf"}}},"/v1/data/us-equity-opt-ref/occ-list-opt-daily":{"get":{"tags":["us-equity-opt-ref-market-structure-compliance"],"summary":"OCC Listed Options Daily","description":"The OCC Listed Options Daily dataset is derived from the official Options Clearing Corporation (OCC) Directory of Listed Products and provides comprehensive daily coverage of all equity, index, and currency options listed on U.S. public exchanges. The dataset includes core reference attributes such as the OCC-designated option symbol, underlying symbol, option name, underlying security type, and applicable position limits. It serves as an authoritative daily snapshot of the U.S. listed options universe, enabling users to accurately track option availability, reference identifiers, and listing characteristics over time. Data is available on a daily basis starting July 2023, and is designed to support historical research, universe construction, compliance monitoring, and institutional-grade options reference workflows.\n\n For more details, please refer to the dataset documentation: [OCC Listed Options Daily Guide](https://us-options-reference-docs.s3.us-east-1.amazonaws.com/algoseek.OCC.Daily.Listed.Options.pdf).\n\n<details>\n<summary>**Advanced Filtering**</summary>\n\nYou 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`. \n\nPlease refer to the <a href=\"https://algoseek.com/docs/rest-api/tutorial/advanced-filtering\">Advanced Filtering Guide</a> for the extensive reference.\n</details>","operationId":"endpoint_v1_data_us_equity_opt_ref_occ_list_opt_daily_get","security":[{"APIKeyAuth":[]}],"parameters":[{"name":"period","in":"query","required":false,"schema":{"anyOf":[{"type":"string","pattern":"^[1-9]\\d*[DWY]$"},{"type":"null"}],"description":"A string representing the time period for which to retrieve data. The format and accepted values depend on the dataset. If not provided, data for all available periods will be returned.","examples":{"Last 7 days":{"summary":"Return data for the last 7 days","value":"7D"},"Last 2 weeks":{"summary":"Return data for the last 2 weeks","value":"2W"},"Last 3 years":{"summary":"Return data for the last 3 years","value":"3Y"}},"title":"Period"},"description":"A string representing the time period for which to retrieve data. The format and accepted values depend on the dataset. If not provided, data for all available periods will be returned."},{"name":"sort","in":"query","required":false,"schema":{"anyOf":[{"type":"string"},{"type":"null"}],"description":"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.","title":"Sort"},"description":"Sorting criteria for the results. 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This includes information on delivery components, enabling users to accurately interpret post-adjustment contract terms and cash-and-carry outcomes. Data is available on a daily basis starting November 1, 2017, and is designed to support historical research, back-testing, compliance validation, and institutional-grade options analytics involving complex or non-standard contracts.\n\n For more details, please refer to the dataset documentation: [OCC Equities Special Settlements Guide](https://us-options-reference-docs.s3.us-east-1.amazonaws.com/algoseek.OCC.Equity.Special.Settlements.pdf).\n\n<details>\n<summary>**Advanced Filtering**</summary>\n\nYou 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`. \n\nPlease refer to the <a href=\"https://algoseek.com/docs/rest-api/tutorial/advanced-filtering\">Advanced Filtering Guide</a> for the extensive reference.\n</details>","operationId":"endpoint_v1_data_us_equity_opt_ref_occ_eq_spec_settl_get","security":[{"APIKeyAuth":[]}],"parameters":[{"name":"sort","in":"query","required":false,"schema":{"anyOf":[{"type":"string"},{"type":"null"}],"description":"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.","title":"Sort"},"description":"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. 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Default and maximum values depend on the response format; see `format_limits` in the schema for details."},{"name":"response_format","in":"query","required":false,"schema":{"$ref":"#/components/schemas/ResponseFormat","description":"The type of the data to return","examples":{"JSON":{"summary":"JSON format (default)","value":"json"},"CSV Gzip":{"summary":"Compressed CSV format","value":"csv_gzip"}},"default":"json"},"description":"The type of the data to return"}],"responses":{"200":{"description":"JSON, CSV file, or gzip-compressed CSV file, depending on the value of `response_format` query parameter","content":{"application/json":{"schema":{"$ref":"#/components/schemas/OCCEquitiesSpecialSettlementsDataOut"}},"text/csv":{"schema":{"type":"string","format":"binary"}},"application/gzip":{"schema":{"type":"string","format":"binary"}}}},"403":{"content":{"application/json":{"examples":{"missing_api_key":{"summary":"Missing API key","value":{"detail":"Not authenticated"}},"invalid_api_key":{"summary":"Invalid or revoked API key","value":{"detail":"Invalid api key"}},"ip_not_allowed":{"summary":"IP address not allowed","value":{"detail":"Forbidden: IP address not allowed"}},"quota_exceeded":{"summary":"Usage quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000 / 1000 requests."}},"dataset_access_forbidden":{"summary":"Dataset access forbidden","value":{"detail":"This identity does not have access to dataset {dataset_id}"}}}}},"description":"Forbidden"},"429":{"description":"Request rejected because the identity or team exceeded a configured monthly or per-minute usage quota. When available, the response includes rate-limit headers describing the current quota.","headers":{"X-RateLimit-Limit":{"description":"Configured quota limit for the resource that was exceeded.","schema":{"type":"string"}},"X-RateLimit-Remaining":{"description":"Remaining quota before the limit is reached. This is 0 when the request is rejected.","schema":{"type":"string"}},"X-RateLimit-Reset":{"description":"Number of seconds left in the current quota period before usage resets.","schema":{"type":"string"}}},"content":{"application/json":{"examples":{"monthly_request_limit_exceeded":{"summary":"Monthly request quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000/1000 requests."}},"monthly_data_scanned_limit_exceeded":{"summary":"Monthly data scanned quota exceeded","value":{"detail":"Monthly data scanned limit exceeded: 1073741824/1073741824 bytes."}},"minute_request_limit_exceeded":{"summary":"Per-minute request quota exceeded","value":{"detail":"Per-minute request limit exceeded: 60/60 requests."}},"minute_data_returned_limit_exceeded":{"summary":"Per-minute data returned quota exceeded","value":{"detail":"Per-minute data returned limit exceeded: 5242880/5242880 bytes."}}}}}},"422":{"description":"Validation Error","content":{"application/json":{"schema":{"$ref":"#/components/schemas/HTTPValidationError"}}}}},"x-shortSummary":"OCC Equities Special Settlements","externalDocs":{"description":"OCC Equities Special Settlements Guide","url":"https://us-options-reference-docs.s3.us-east-1.amazonaws.com/algoseek.OCC.Equity.Special.Settlements.pdf"}}},"/v1/data/us-futures/taq/{trade_date}/{identifier}":{"get":{"tags":["us-futures-tick"],"summary":"US Futures Trade and Quote","description":"The U.S. Futures Trade and Quote (TAQ) dataset provides tick-level intraday trade and quote data for CME-listed futures contracts, delivering a detailed view of futures market activity across CME Group exchanges. The dataset captures executed trades and bid/ask quote updates with millisecond timestamp resolution and includes key event attributes such as exchange condition codes and a trade aggressor flag, indicating whether the buyer or seller initiated each trade. These fields enable precise analysis of execution dynamics, order-flow behavior, and short-horizon market microstructure. Coverage spans all futures contracts traded on U.S. exchanges, including products listed on CME, CBOT, COMEX, and NYMEX. Data is organized in UTC for consistency, with local exchange timestamps in Chicago time (CT) included to align with standard futures-market conventions. The dataset is designed to support intraday futures analytics, execution research, and high-resolution historical back-testing where accurate timing and trade/quote context are essential.\n\n For more details, please refer to the dataset documentation: [US Futures Trade and Quote Guide](https://us-futures-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Futures.TAQ.pdf).\n\n<details>\n<summary>**Advanced Filtering**</summary>\n\nYou 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`. \n\nPlease refer to the <a href=\"https://algoseek.com/docs/rest-api/tutorial/advanced-filtering\">Advanced Filtering Guide</a> for the extensive reference.\n</details>\n\n\n<details>\n<summary>**Optimizing Performance**</summary>\n\nSome queries to this endpoint may be slow due to the size of the data chunk requested. If this becomes an issue, consider narrowing down the response data with query parameters. \n\nFor more details, please refer to the <a href=\"https://algoseek.com/docs/rest-api/tutorial/optimizing-query-performance\">Query Performance Guide</a>.\n</details>","operationId":"endpoint_v1_data_us_futures_taq__trade_date___identifier__get","security":[{"APIKeyAuth":[]}],"parameters":[{"name":"trade_date","in":"path","required":true,"schema":{"type":"string","description":"Trading date in YYYY-MM-DD format","examples":{"sample_tradedate":{"summary":"Example date","value":"2026-06-16"}},"title":"Trade Date"},"description":"Trading date in YYYY-MM-DD format"},{"name":"identifier","in":"path","required":true,"schema":{"type":"string","description":"Dataset's security identifier","examples":{"sample_identifier":{"summary":"Example identifier","value":"ESH6"}},"title":"Identifier"},"description":"Dataset's security identifier"},{"name":"sort","in":"query","required":false,"schema":{"anyOf":[{"type":"string"},{"type":"null"}],"description":"Sorting criteria for the results. 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Use this parameter to select only specific fields from the dataset. If not provided, all available columns will be returned."},{"name":"offset","in":"query","required":false,"schema":{"type":"integer","minimum":0,"description":"Number of records to skip before returning results. To be used with the `limit` parameter for pagination. If not provided, defaults to 0.","examples":{"Non-zero offset":{"summary":"Skip first 100 records","value":100}},"default":0,"title":"Offset"},"description":"Number of records to skip before returning results. To be used with the `limit` parameter for pagination. If not provided, defaults to 0."},{"name":"limit","in":"query","required":false,"schema":{"type":"integer","exclusiveMinimum":0,"description":"Maximum number of records to return. Default and maximum values depend on the response format; see `format_limits` in the schema for details.","examples":{"Limit 100":{"summary":"Limit results to 100 records","value":100}},"format_limits":{"json":{"default":1000,"max":10000},"csv":{"default":3000,"max":30000},"csv_gzip":{"default":8000,"max":80000}},"default":1000,"title":"Limit"},"description":"Maximum number of records to return. Default and maximum values depend on the response format; see `format_limits` in the schema for details."},{"name":"response_format","in":"query","required":false,"schema":{"$ref":"#/components/schemas/ResponseFormat","description":"The type of the data to return","examples":{"JSON":{"summary":"JSON format (default)","value":"json"},"CSV Gzip":{"summary":"Compressed CSV format","value":"csv_gzip"}},"default":"json"},"description":"The type of the data to return"}],"responses":{"200":{"description":"JSON, CSV file, or gzip-compressed CSV file, depending on the value of `response_format` query parameter","content":{"application/json":{"schema":{"$ref":"#/components/schemas/USFuturesTradeandQuoteDataOut"}},"text/csv":{"schema":{"type":"string","format":"binary"}},"application/gzip":{"schema":{"type":"string","format":"binary"}}}},"403":{"content":{"application/json":{"examples":{"missing_api_key":{"summary":"Missing API key","value":{"detail":"Not authenticated"}},"invalid_api_key":{"summary":"Invalid or revoked API key","value":{"detail":"Invalid api key"}},"ip_not_allowed":{"summary":"IP address not allowed","value":{"detail":"Forbidden: IP address not allowed"}},"quota_exceeded":{"summary":"Usage quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000 / 1000 requests."}},"dataset_access_forbidden":{"summary":"Dataset access forbidden","value":{"detail":"This identity does not have access to dataset {dataset_id}"}}}}},"description":"Forbidden"},"429":{"description":"Request rejected because the identity or team exceeded a configured monthly or per-minute usage quota. When available, the response includes rate-limit headers describing the current quota.","headers":{"X-RateLimit-Limit":{"description":"Configured quota limit for the resource that was exceeded.","schema":{"type":"string"}},"X-RateLimit-Remaining":{"description":"Remaining quota before the limit is reached. This is 0 when the request is rejected.","schema":{"type":"string"}},"X-RateLimit-Reset":{"description":"Number of seconds left in the current quota period before usage resets.","schema":{"type":"string"}}},"content":{"application/json":{"examples":{"monthly_request_limit_exceeded":{"summary":"Monthly request quota exceeded","value":{"detail":"Monthly request limit exceeded: 1000/1000 requests."}},"monthly_data_scanned_limit_exceeded":{"summary":"Monthly data scanned quota exceeded","value":{"detail":"Monthly data scanned limit exceeded: 1073741824/1073741824 bytes."}},"minute_request_limit_exceeded":{"summary":"Per-minute request quota exceeded","value":{"detail":"Per-minute request limit exceeded: 60/60 requests."}},"minute_data_returned_limit_exceeded":{"summary":"Per-minute data returned quota exceeded","value":{"detail":"Per-minute data returned limit exceeded: 5242880/5242880 bytes."}}}}}},"422":{"description":"Validation Error","content":{"application/json":{"schema":{"$ref":"#/components/schemas/HTTPValidationError"}}}}},"x-shortSummary":"Trade and Quote","externalDocs":{"description":"US Futures Trade and Quote Guide","url":"https://us-futures-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Futures.TAQ.pdf"}}},"/v1/data/us-futures/multiple-depth/{trade_date}/{identifier}":{"get":{"tags":["us-futures-tick"],"summary":"US Futures Multiple Depth","description":"The U.S. Futures Multiple Depth dataset provides multi-level order book data for CME-listed futures contracts, delivering detailed visibility into market liquidity and order-flow dynamics. For each futures contract, the dataset captures up to 10 levels of market depth on both the bid and ask sides, with summary metrics at each level including price, aggregate size, and number of orders. This structure enables analysis of liquidity distribution beyond the top of book and supports advanced studies of depth imbalance, queue dynamics, and order-book resilience. Coverage spans futures contracts traded across major U.S. derivatives exchanges, including CME, CBOT, COMEX, and NYMEX.\n\n For more details, please refer to the dataset documentation: [US Futures Multiple Depth Guide](https://us-futures-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Futures.Multiple.Depth.pdf).\n\n<details>\n<summary>**Advanced Filtering**</summary>\n\nYou 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`. \n\nPlease refer to the <a href=\"https://algoseek.com/docs/rest-api/tutorial/advanced-filtering\">Advanced Filtering Guide</a> for the extensive reference.\n</details>","operationId":"endpoint_v1_data_us_futures_multiple_depth__trade_date___identifier__get","security":[{"APIKeyAuth":[]}],"parameters":[{"name":"trade_date","in":"path","required":true,"schema":{"type":"string","description":"Trading date in YYYY-MM-DD format","examples":{"sample_tradedate":{"summary":"Example date","value":"2026-06-16"}},"title":"Trade Date"},"description":"Trading date in YYYY-MM-DD format"},{"name":"identifier","in":"path","required":true,"schema":{"type":"string","description":"Dataset's security identifier","examples":{"sample_identifier":{"summary":"Example identifier","value":"ESH6"}},"title":"Identifier"},"description":"Dataset's security identifier"},{"name":"sort","in":"query","required":false,"schema":{"anyOf":[{"type":"string"},{"type":"null"}],"description":"Sorting criteria for the results. 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Default and maximum values depend on the response format; see `format_limits` in the schema for details.","examples":{"Limit 100":{"summary":"Limit results to 100 records","value":100}},"format_limits":{"json":{"default":1000,"max":10000},"csv":{"default":3000,"max":30000},"csv_gzip":{"default":8000,"max":80000}},"default":1000,"title":"Limit"},"description":"Maximum number of records to return. 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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.\n\n For more details, please refer to the dataset documentation: [US Futures Trade Only Guide](https://us-futures-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Futures.Trades.Only.pdf).\n\n<details>\n<summary>**Advanced Filtering**</summary>\n\nYou can provide one or multiple filter expressions based on the dataset's columns to narrow down the results. 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Y = Net Tangible Assets Exemption, N = Does not qualify for Net Tangible Assets. Exemption Note: Above logic depends on qualified financial data being available. See Qualified Financial Data Available Field.","examples":["N"]},"NetTangibleAssets":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Nettangibleassets","description":"$ value of most recent annual Net Tangible Assets","examples":["1378000000"]},"NetTangibleAssetsPED":{"anyOf":[{"type":"string","format":"date"},{"type":"null"}],"title":"Nettangibleassetsped","description":"Period End Date of NTA value","examples":["2006-12-31"]},"AverageRevenueExemption":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Averagerevenueexemption","description":"If the issuer’s mean revenue for the trailing 3 years >= $6 Million then the associated securities are exempt from being classified as a penny stock. Y = Average Revenue Exemption, N = Does not qualify for Average Revenue. 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Y = Price Exemption, N = Does not qualify for Price Exemption. If security type = Unit then the closing inside bid divided by the number of common stock within the unit must be > = $50. If security type = ADR, GDR or NYRS then the closing last trade or inside bid divided by the DR: Ordinary ratio must be > = $ 50 Previous Day Closing Bid Price noted above","examples":["N"]},"OTCRecRuleQualifiedFinancials":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Otcrecrulequalifiedfinancials","description":"If OTC Markets does not have access to the required financials data in order to properly note Asset/Shareholder Equity exemption then value = N, Y = Required Financial Data Available, N = Required Financial Data Not Available","examples":["N"]},"OTCRecRuleAssetExemption":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Otcrecruleassetexemption","description":"If the issuer has > = $50 Million in Total Assets AND > = 10 Million in Shareholder Equity for the most recent financial statements then the associated securities are exempt from the OTC recommendation rule. Y = Asset/Shareholder Equity Exemption, N = Does not qualify for Asset/Shareholder Equity Exemption","examples":["N"]},"TotalAssets":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Totalassets","description":"$ Value of Total Assets for most recent annual financial statement","examples":["9652000000"]},"ShareholderEquity":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Shareholderequity","description":"$ Value of Shareholder Equity most recent annual financial statement","examples":["1928000000"]},"LastBalanceSheetPED":{"anyOf":[{"type":"string","format":"date"},{"type":"null"}],"title":"Lastbalancesheetped","description":"Date of most recent annual Balance Sheet","examples":["2006-12-31"]},"LastIncomeStatementPED":{"anyOf":[{"type":"string","format":"date"},{"type":"null"}],"title":"Lastincomestatementped","description":"Date of most recent annual Income Statement","examples":["2006-12-31"]},"OTCRecRuleBankExemption":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Otcrecrulebankexemption","description":"If the issuer is a bank or insurance company, then the associated securities are exempt from the OTC recommendation rule. 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Y = Current Financial Information Available, N = Current Financial Information Not Available","examples":["N"]},"LastAnnualBalanceSheetPED":{"anyOf":[{"type":"string","format":"date"},{"type":"null"}],"title":"Lastannualbalancesheetped","description":"Date of most recent annual Balance Sheet","examples":["2006-12-31"]},"FiscalYearEnd":{"anyOf":[{"type":"integer"},{"type":"null"}],"title":"Fiscalyearend","description":"Fiscal year end data in format of ddmm","examples":[3112]},"FilingCycle":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Filingcycle","description":"Filing cycle of company","examples":["Q"]},"LastReportDate":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Lastreportdate","description":"Date of last 10K, Q, 8K or Alternative Report","examples":["20070621"]},"LastReportType":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Lastreporttype","description":"Type of last reportType of last report","examples":["20-F"]},"12g32bExemptStatus":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"12G32Bexemptstatus","description":"Flag noting whether company is exempt from SEC Reporting under Rule 12g3-2b","examples":["N"]},"Bankruptcy":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Bankruptcy","description":"Flag noting whether company is in bankruptcy","examples":["N"]},"Shell":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Shell","description":"Flag noting whether the company is a shell company","examples":["N"]},"BankThrift":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Bankthrift","description":"Flag noting whether the company is either a bank/thrift or non-bank regulated company (e.g. insurance)","examples":["N"]},"AuditedFinancials":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Auditedfinancials","description":"Flag noting whether the companys financials are Audited","examples":["Y"]},"MarketParticipants":{"anyOf":[{"type":"integer"},{"type":"null"}],"title":"Marketparticipants","description":"Number of broker-dealers quoting the security","examples":[13]},"20DayAvgVolume":{"anyOf":[{"type":"integer"},{"type":"null"}],"title":"20Dayavgvolume","description":"Mean share volume for past 20 trading days","examples":[2126]},"30DayAvgVolume":{"anyOf":[{"type":"integer"},{"type":"null"}],"title":"30Dayavgvolume","description":"Mean share volume for past 30 trading days","examples":[2056]},"LastSplitDate":{"anyOf":[{"type":"string","format":"date"},{"type":"null"}],"title":"Lastsplitdate","description":"Last date of forward or reverse share dividend (split)","examples":["1970-01-01"]},"LastSplitRatio":{"anyOf":[{"type":"number"},{"type":"null"}],"title":"Lastsplitratio","description":"Share amount per 1 share of stock pre-split. Numbers > 1 = forward split. Number < 1 = reverse split.","examples":[0.0]},"LastSplitComments":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Lastsplitcomments","description":"Text comments relating to respective split","examples":[""]},"PreviousSplitDate":{"anyOf":[{"type":"string","format":"date"},{"type":"null"}],"title":"Previoussplitdate","description":"Previous date of forward or reverse share dividend (split)","examples":["1970-01-01"]},"PreviousSplitRatio":{"anyOf":[{"type":"number"},{"type":"null"}],"title":"Previoussplitratio","description":"Share amount per 1 share of stock pre-split.","examples":[0.0]},"PreviousSplitComments":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Previoussplitcomments","description":"Text comments relating to previous split","examples":[""]},"HomeMarketTradingTicker":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Homemarkettradingticker","description":"Home market symbol for foreign securities (e.g. F shares, ADRs)","examples":["ELUX.B"]},"HomeMarketTradingVenue":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Homemarkettradingvenue","description":"Home market trading venue for foreign securities","examples":["Nasdaq OMX Nordic Exchange Stockholm"]},"HomeMarketTradingVenueTier":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Homemarkettradingvenuetier","description":"Home market trading venue tier. A venue tier is a subset of the main venue. For example the LSE AIM market.","examples":["No Tier"]},"SharesOutstanding":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Sharesoutstanding","description":"Shares outstanding for respective security","examples":["286900000"]},"SharesOutstandingAsOfDate":{"anyOf":[{"type":"string","format":"date"},{"type":"null"}],"title":"Sharesoutstandingasofdate","description":"Shares outstanding as of date","examples":["2021-12-31"]},"TransferAgentVerified":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Transferagentverified","description":"Flag noting if shares outstanding data is received directly from Transfer Agent","examples":["N"]},"CompanyProfileVerified":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Companyprofileverified","description":"Flag noting if company profile data (e.g. description, officers, directors etc) is verified by the issuer. Verified data may not be more than six months old. See Company Profile Verified as of date field.","examples":["N"]},"CompanyProfileVerifiedAsOfDate":{"anyOf":[{"type":"string","format":"date"},{"type":"null"}],"title":"Companyprofileverifiedasofdate","description":"Profile verification as of date","examples":["1970-01-01"]},"TransferAgent":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Transferagent","description":"Transfer Agent(s) associated with security. If multiple transfer agents are associated with security they will be separated by a semi-colon.","examples":["BNY"]},"TierAbbreviation":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Tierabbreviation","description":"The tier abbreviation field supplies the 2 letter abbreviation associated with respective securitys OTC Tier","examples":["PL"]},"UNSQuoteOnly":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Unsquoteonly","description":"Notes whether the security may only be quoted Unsolicited on OTC Link ATS (Y/N Flag)","examples":["N"]},"OTCLinkECNEligibleFlag":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Otclinkecneligibleflag","description":"Notes whether the security is eligible for OTC Link ECN (Y/N)","examples":["Y"]},"DisclosureStatus":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Disclosurestatus","description":"Issuer Disclosure Status","examples":["Limited Information"]},"ProprietaryQuoteEligibleEntryReasonCodes":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Proprietaryquoteeligibleentryreasoncodes","description":"Notes 15c-211 compliance basis for Proprietary Quote Eligibility. Multiple reason codes (integer(s)) are possible and will be delimited with a semi-colon (;). See Table 6 for Reason Code mapping and descriptions and applicable rule sections","examples":["22"]},"DeterminationDates":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Determinationdates","description":"Notes determination date(s) for Proprietary Quote Eligibility Reason Code(s). Multiple dates are possible and will be delimited with a semi-colon(;). Dates will correlate to order of PQE Reason Codes.","examples":["20260109"]},"GracePeriod":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Graceperiod","description":"Notes if security is in Grace Period for Rule 15c-211 compliance","examples":["N"]},"GracePeriodAnticipatedEndDate":{"anyOf":[{"type":"string","format":"date"},{"type":"null"}],"title":"Graceperiodanticipatedenddate","description":"Notes anticipated final date of Grace Period for Rule 15c-211. If no change to 15c-211 compliance status prior to end date the security will lose Proprietary Quote Eligible status on following trading day.","examples":["1970-01-01"]},"211ShellFlag":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"211Shellflag","description":"Notes if issuer is a shell company under rule 15c2-11","examples":["N"]},"211ShellAsOfDate":{"anyOf":[{"type":"string","format":"date"},{"type":"null"}],"title":"211Shellasofdate","description":"Date of initial proprietary quote for security (regardless of shell status). As of date is basis for 18 month limited application of piggyback exemption. Post 18 month timeframe (and continued 211 Shell flag = Y) the security will not qualify for piggyback exemption and may lose proprietary quote eligibility","examples":["1970-01-01"]},"211ShellDaysRemaining":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"211Shelldaysremaining","description":"Number of days remaining on 18 month shell timeframe for piggyback exemption. If 18 month shell timeframe for piggyback exemption has expired, then value will be null","examples":["0"]}},"type":"object","title":"USEquitiesOTCMarketComplianceDataDataDetailsOut"},"USEquitiesOTCMarketComplianceDataDataOut":{"properties":{"data":{"items":{"$ref":"#/components/schemas/USEquitiesOTCMarketComplianceDataDataDetailsOut"},"type":"array","title":"Data"},"pagination":{"$ref":"#/components/schemas/PaginationDetailsOut"}},"type":"object","required":["data","pagination"],"title":"USEquitiesOTCMarketComplianceDataDataOut"},"USEquitiesOTCQuoteDataDetailsOut":{"properties":{"TradeDate":{"anyOf":[{"type":"string","format":"date"},{"type":"null"}],"title":"Tradedate","description":"The trading day","examples":["20240125"]},"EventDateTime":{"anyOf":[{"type":"string","format":"date-time"},{"type":"null"}],"title":"Eventdatetime","description":"Event timestamp (EST) with a nanosecond resolution (milliseconds before 2016)","examples":[]},"QuoteUpdateType":{"anyOf":[{"type":"integer"},{"type":"null"}],"title":"Quoteupdatetype","description":"This numeric field signifies the nature of the quote update.","examples":[4]},"Ticker":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Ticker","description":"Symbol name","examples":["GBRRF"]},"Name":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Name","description":"Name of the security","examples":["GABRIEL RES LTD"]},"BidType":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Bidtype","description":"This field indicates the nature of the quote.","examples":["A"]},"BidPrice":{"anyOf":[{"type":"number"},{"type":"null"}],"title":"Bidprice","description":"This field represents the price of the quote.","examples":[0.274]},"BidSize":{"anyOf":[{"type":"integer"},{"type":"null"}],"title":"Bidsize","description":"This field represents the size of the quote","examples":[2500]},"AskType":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Asktype","description":"This field indicates the nature of the quote.","examples":["A"]},"AskPrice":{"anyOf":[{"type":"number"},{"type":"null"}],"title":"Askprice","description":"This field represents the price of the quote.","examples":[0.36]},"AskSize":{"anyOf":[{"type":"integer"},{"type":"null"}],"title":"Asksize","description":"This field represents the size of the quote","examples":[2500]},"UnsolicitedFlag":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Unsolicitedflag","description":"This field is related to specific securities, and not specific quotes","examples":["0"]},"MMID":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Mmid","description":"The Market Maker ID is a character field that contains a unique identifier assigned to the market participant who submitted a specific quote or order","examples":["NITE"]},"Trader":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Trader","description":"This field holds the identifier of the individual trader who submitted a specific quote or order in the market","examples":["1128"]},"OpenCloseStatus":{"anyOf":[{"type":"integer"},{"type":"null"}],"title":"Openclosestatus","description":"This field complements the QuoteUpdateType field. 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L = Listed)","examples":["L"]},"SecurityDescription":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Securitydescription","description":"Current type of security","examples":["Equity Shares"]},"Sic":{"anyOf":[{"type":"integer"},{"type":"null"}],"title":"Sic","description":"Current Standard Industrial Classification code","examples":[6021]},"Sector":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Sector","description":"Current SIC Sector","examples":["Finance Insurance And Real Estate"]},"Industry":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Industry","description":"Current SIC Industry","examples":["National Commercial Banks"]},"SEDOL":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Sedol","description":"Current Stock Exchange Daily Official List","examples":["2295677"]},"Ticker":{"anyOf":[{"items":{"type":"string"},"type":"array"},{"type":"null"}],"title":"Ticker","description":"List of symbol names used","examples":[["BAC"]]},"TickerStartToEndDate":{"anyOf":[{"items":{"type":"string"},"type":"array"},{"type":"null"}],"title":"Tickerstarttoenddate","description":"Start and end dates for each ticker","examples":[["20070103:29991231"]]},"Name":{"anyOf":[{"items":{"type":"string"},"type":"array"},{"type":"null"}],"title":"Name","description":"List of security names used","examples":[["Bank Of America Corp."]]},"NameStartToEndDate":{"anyOf":[{"items":{"type":"string"},"type":"array"},{"type":"null"}],"title":"Namestarttoenddate","description":"Start and end dates for each name","examples":[["20070103:29991231"]]},"ISIN":{"anyOf":[{"items":{"type":"string"},"type":"array"},{"type":"null"}],"title":"Isin","description":"List of ISIN codes used","examples":[["US0605051046"]]},"ISINStartToEndDate":{"anyOf":[{"items":{"type":"string"},"type":"array"},{"type":"null"}],"title":"Isinstarttoenddate","description":"Start and end dates for each ISIN","examples":[["20070103:29991231"]]},"USIdentifier":{"anyOf":[{"items":{"type":"string"},"type":"array"},{"type":"null"}],"title":"Usidentifier","description":"List of USIdentifiers for US securities used","examples":[["060505104"]]},"USIdentifierStartToEndDate":{"anyOf":[{"items":{"type":"string"},"type":"array"},{"type":"null"}],"title":"Usidentifierstarttoenddate","description":"Start and end dates for each USIdentifier","examples":[["20070103:29991231"]]},"PrimaryExchange":{"anyOf":[{"items":{"type":"string"},"type":"array"},{"type":"null"}],"title":"Primaryexchange","description":"List of Primary Exchanges used","examples":[["NYSE"]]},"PrimaryExchangeStartToEndDate":{"anyOf":[{"items":{"type":"string"},"type":"array"},{"type":"null"}],"title":"Primaryexchangestarttoenddate","description":"Start and end dates for each Primary Exchange","examples":[["20070103:29991231"]]},"FIGI":{"anyOf":[{"items":{"type":"string"},"type":"array"},{"type":"null"}],"title":"Figi","description":"List of Financial Instrument Global Identifier codes used","examples":[["BBG000BCTLF6"]]}},"type":"object","title":"USEquitiesSecurityMasterFileDataDetailsOut"},"USEquitiesSecurityMasterFileDataOut":{"properties":{"data":{"items":{"$ref":"#/components/schemas/USEquitiesSecurityMasterFileDataDetailsOut"},"type":"array","title":"Data"},"pagination":{"$ref":"#/components/schemas/PaginationDetailsOut"}},"type":"object","required":["data","pagination"],"title":"USEquitiesSecurityMasterFileDataOut"},"USEquitiesTradeOnlyDataDetailsOut":{"properties":{"TradeDate":{"anyOf":[{"type":"string","format":"date"},{"type":"null"}],"title":"Tradedate","description":"The trading day","examples":["2023-08-02"]},"EventDateTime":{"anyOf":[{"type":"string","format":"date-time"},{"type":"null"}],"title":"Eventdatetime","description":"Event timestamp (EST) with a nanosecond resolution (milliseconds before 2016)","examples":["2023-08-02 12:29:37.425851482"]},"EventType":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Eventtype","description":"The type of the trade event","examples":["TRADE"]},"Ticker":{"anyOf":[{"type":"string"},{"type":"null"}],"title":"Ticker","description":"Symbol name","examples":["AAPL"]},"ASID":{"anyOf":[{"type":"integer"},{"type":"null"}],"title":"Asid","description":"A unique identifier for a security","examples":[1010000000001033]},"Price":{"anyOf":[{"type":"number"},{"type":"null"}],"title":"Price","description":"The price of Trade. 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Trade-only minute and second bars isolate execution activity with OHLC, volume, dollar volume, and aggressor statistics.\r\n\r\nThe multiple depth dataset delivers 10 levels of bid and ask market depth with price, size, and order count at each level, supporting liquidity analysis, futures depth of market modelling, and execution simulation.","x-displayName":"Futures","x-shortSummary":"Futures","x-metaTitle":"U.S. Futures Market Data - Tick, Depth & Intraday","x-metaDescription":"Historical U.S. futures tick data, 10-level depth, and intraday bars with aggressor flags since 2010. CME, CBOT, COMEX, and NYMEX coverage.","tags":["us-futures-intraday-bar","us-futures-tick"]}],"tags":[{"name":"identity-access","summary":"Identity & Access","parent":"Metadata","description":"Contains endpoints designed for inspecting the account identity and API access configuration associated\nwith the authenticated API key. The endpoints in this group allow callers to retrieve their specific account profile\nand monitor current API usage against both per-minute and monthly quota limits.\nFurthermore, it also provides a full listing of API keys tied to the account, including their activation status\nand ownership details, and exposes the dataset access rules that define which datasets the account's users\nare permitted to query, along with applicable date range or universe identifier constraints.","x-displayName":"Identity & Access","x-extendedSummary":"Identity & Access","x-metaTitle":"Identity & Access","x-metaDescription":"Contains endpoints designed for inspecting the account identity and API access configuration associated\nwith the authenticated API key"},{"name":"dataset-info","summary":"Dataset Info","parent":"Metadata","description":"This group covers endpoints meant for discovering and exploring the diverse datasets available through\nthe algoseek Datasets API. Users can leverage these endpoints to retrieve the complete datasets catalog —\neither globally or scoped to the datasets accessible to the user's account — and inspect detailed metadata\nfor any individual dataset, such as its asset class, coverage dates, and a link to the documentation.\nAdditionally, users can get a list of dataset's columns, with their data types and descriptions,\nto understand or utilize its schema. Finally, you can check the dataset's update health status to understand\nwhen information was last refreshed or updated.","x-displayName":"Dataset Info","x-extendedSummary":"Dataset Info","x-metaTitle":"Dataset Info","x-metaDescription":"This group covers endpoints meant for discovering and exploring the diverse datasets available through\nthe algoseek Datasets API"},{"name":"us-equity-tick","summary":"Tick","parent":"us_equity","description":"Tick-level U.S. equity data capturing every trade execution and quote update disseminated through the Securities Information Processor (SIP) consolidated feed. The full TAQ dataset is the gold standard for US equity markets, as used by two US regulators. Coverage spans all securities listed on U.S. public exchanges since 2007.\n\nDatasets include full trade and quote (TAQ) tick data with nanosecond timestamps and NBBO context, trade-only tick data from SIP Last Sale (on-exchange and TRF trades across all sessions), corporate-action-adjusted trade tick data, and full-depth Level II order book data from direct exchange feeds.\n\nEach record carries complete condition codes, market center identifiers, and session flags (pre-market, regular hours, after-hours), enabling granular analysis of execution quality, market microstructure, and trade-level signal research. These datasets serve as tick-by-tick stock data for high-frequency trading research and intraday analytics.","x-displayName":"Tick","x-extendedSummary":"Equity Tick","x-metaTitle":"U.S. Equity Tick Data - SIP Trades","x-metaDescription":"Tick-by-tick U.S. equity trades and quotes from the SIP consolidated feed. Nanosecond timestamps, NBBO, Level II depth, and condition codes since 2007."},{"name":"us-equity-intraday-bar","summary":"Intraday Bar","parent":"us_equity","description":"Intraday bar data for U.S. equities aggregated at minute and second intervals from the SIP consolidated feed. Coverage spans all listed securities since 2007.\n\nDatasets span the full resolution spectrum: trade and quote (TAQ) bars provide up to 90 quantitative fields per interval, including OHLC from both trades and quotes, time-weighted bid-ask spreads, order-flow indicators, and continuous gap-free time series with complete minute bars and no gaps. Trade-only bars provide OHLCV with VWAP and trade count, isolating execution activity from quote dynamics.\n\nVariants include standard and extended field sets, exchange-only filters (excluding FINRA/TRF off-exchange prints), industry-standard Bloomberg methodology, and split-adjusted and dividend-adjusted intraday data with both raw and adjusted values. Retail buy/sell pressure and probabilistic retail trading indicators are available at 1-minute frequency.","x-displayName":"Intraday Bar","x-extendedSummary":"Equity Intraday Bar","x-metaTitle":"U.S. Equity Intraday Bars - Minute & Second","x-metaDescription":"U.S. equity minute and second bars with up to 90+ analytics per interval. Trade-only and TAQ variants, exchange-only filters, and VWAP. Since 2007."},{"name":"us-equity-daily","summary":"Daily","parent":"us_equity","description":"End-of-day data for U.S. equities covering daily OHLCV prices and daily market analytics derived from the SIP consolidated feed. Coverage spans all listed securities since 2007.\n\nDaily OHLCV is available in multiple calculation methodologies: algoseek's proprietary bias-controlled methodology, industry-standard Bloomberg methodology, primary (listing) exchange methodology, and standard market-hours methodology. Each is available in both raw and split-adjusted and dividend-adjusted versions. All variants include VWAP and segmented volume (total, market-hours, and FINRA-reported).\n\nThe daily TAQ analytics bar provides 65 metrics per security per day, including OHLCV, bid-ask spread statistics, buy/sell pressure indicators, and exchange-level volume breakdowns, serving as a comprehensive end-of-day stock data summary of market microstructure activity.","x-displayName":"Daily","x-extendedSummary":"Equity Daily","x-metaTitle":"U.S. Equity Daily OHLCV Data & TAQ Analytics","x-metaDescription":"Daily OHLCV for U.S. equities in multiple methodologies: algoseek, Bloomberg-standard, primary exchange, and adjusted. With 65-metric TAQ bar. Since 2007."},{"name":"us-equity-opt-tick","summary":"Tick","parent":"us_equity_opt","description":"Tick-level U.S. equity options data derived from the full Options Price Reporting Authority (OPRA) consolidated feed. Coverage spans all listed equity options across all U.S. options exchanges since 2012.\n\nDatasets include full trade and quote (TAQ) tick data, NBBO-filtered trade and quote data (non-NBBO quotes removed for reduced data volume), top-of-book quote streams from every exchange, and trade-only tick data with NBBO and underlying market context captured at the moment of each execution.\n\nCboe Global Trading Hours (GTH) datasets provide both trade-only and full TAQ coverage for overnight sessions (20:00 to 09:15 ET), covering SPX, VIX, and XSP index options.\n\nEach record includes millisecond timestamps, exchange identifiers, trade and sale condition codes, and event-type flags such as complex order indicators and Intermarket Sweep Orders (ISO). These datasets provide the granular options trade and quote data required for backtesting, execution analysis, and market microstructure research.","x-displayName":"Tick","x-extendedSummary":"Equity Options Tick","x-metaTitle":"U.S. Equity Options Tick Data (OPRA)","x-metaDescription":"Tick-level equity options data from the full OPRA feed. Trades, NBBO, top-of-book, and GTH overnight sessions across all U.S. exchanges since 2012."},{"name":"us-equity-opt-intraday-bar","summary":"Intraday Bar","parent":"us_equity_opt","description":"Minute-level aggregated analytics for U.S. equity options derived from the OPRA consolidated feed. Coverage spans all listed equity options since 2012.\n\nTrade and quote (TAQ) minute bars provide 59 analytics per interval, including OHLC from both trades and quotes, NBBO update counts, bid-ask spread metrics, trade-at-bid/mid/ask statistics, and VWAP. A continuous variant fills gaps in the time series so that every minute has a bar, regardless of whether trading occurred.\n\nTrade-only minute bars provide OHLC, volume, VWAP, and underlying asset bid/ask snapshots at the start and end of each interval. All variants are organized by trading date and option symbol for efficient historical processing, options intraday OHLC analysis, and intraday options research.","x-displayName":"Intraday Bar","x-extendedSummary":"Equity Options Intraday Bar","x-metaTitle":"U.S. Equity Options Minute Bars (OPRA)","x-metaDescription":"Minute-level equity options analytics with 59 fields per bar. TAQ and trade-only variants, continuous gap-free series, and VWAP. OPRA feed since 2012."},{"name":"us-equity-opt-daily","summary":"Daily","parent":"us_equity_opt","description":"End-of-day analytics and reference data for U.S. equity options covering historical implied volatility data, options Greeks data, theoretical pricing, and open interest. Coverage begins in 2012.\n\nThe daily analytics dataset provides implied volatility and the full set of Greeks (delta, gamma, theta, vega, rho) for every listed U.S. options contract, computed from last-minute mid-prices using Black-Scholes-Merton models. European-style options use closed-form analytical formulas; American-style options use finite-difference numerical pricing. Convergence codes are included for transparency and downstream validation.\n\nOpen interest is consolidated across all exchanges at the contract level, providing a daily snapshot of market positioning and liquidity across the full U.S. listed options universe.","x-displayName":"Daily","x-extendedSummary":"Equity Options Daily","x-metaTitle":"U.S. Equity Options Daily Analytics & Greeks","x-metaDescription":"End-of-day equity options analytics: implied volatility, Greeks, theoretical pricing, and open interest. Black-Scholes-Merton models. Since 2012."},{"name":"us-equity-ref-sec-master-lookups","summary":"Security Master & Lookups","parent":"us_equity_ref","description":"Security master and identifier lookup datasets for the full universe of listed and delisted U.S. equities since 2007.\n\nThe security master is built, maintained, and quality-controlled entirely in-house from multiple sources. It maps every security to stable internal identifiers (SecId), persistent cross-lifecycle identifiers (ASID), and industry-standard codes including FIGI and ISIN, with daily updates reflecting ticker changes, name changes, sector reclassifications, and delistings. Lookup files enable date-aware ticker-to-SecId and FIGI-to-SecId resolution for cross-vendor identifier normalization, stock ticker mapping, and symbol change history tracking.\n\nThese datasets form the foundational layer for joining pricing, reference, and analytics data across algoseek's product catalogue and for maintaining continuous, uninterrupted time series across complex security lifecycle events.","x-displayName":"Security Master & Lookups","x-extendedSummary":"Equity Reference Security Master & Lookups","x-metaTitle":"U.S. Equity Security Master & Identifier Lookups","x-metaDescription":"Authoritative U.S. equity security master with SecId, FIGI, ISIN, and ASID mappings. Ticker resolution and cross-vendor identifier linking since 2007."},{"name":"us-equity-ref-corporate-actions","summary":"Corporate Actions","parent":"us_equity_ref","description":"Corporate action adjustment datasets for all U.S. exchange-listed equities since 2007, providing the multipliers and event records needed to produce split-adjusted stock data and dividend-adjusted OHLCV across the full history of splits, dividends, mergers, spin-offs, and other capital changes.\n\nFour formats are available: basic adjustment factors (forward and backward price and volume multipliers per event), cumulative adjustment factors (single compounded multiplier per security per date), daily cumulative adjustment factors (continuous time series with carry-forward values for seamless date-based joins), and detailed adjustment factors (event-level records with identifiers, reasons, old/new values, and source attribution).\n\nThese datasets support accurate backtesting, portfolio analytics, and any quantitative workflow where historical prices must reflect corporate events consistently.","x-displayName":"Corporate Actions","x-extendedSummary":"Equity Reference Corporate Actions","x-metaTitle":"U.S. Equity Corporate Action Adjustment Data","x-metaDescription":"Corporate action adjustment factors for U.S. equities: basic, cumulative, daily cumulative, and event-level detail. Splits, dividends, mergers since 2007."},{"name":"us-equity-ref-fundamentals","summary":"Fundamentals","parent":"us_equity_ref","description":"Fundamental reference data for U.S. equities covering shares outstanding and IPO records since 2007.\n\nShares outstanding data is available in two tiers: basic (frequently updated share counts with effective dates) and detailed (event-level updates with change attribution, security status flags, and intraday refresh frequency). Both support accurate market capitalization, EPS, free float, and float calculations.\n\nIPO datasets track new listing events with pre-IPO records, first trading dates, and status updates. A detailed variant adds offering terms, initial prices, par values, and underwriter information for institutional research and event-driven analysis.","x-displayName":"Fundamentals","x-extendedSummary":"Equity Reference Fundamentals","x-metaTitle":"U.S. Equity Fundamentals - Shares & IPO Data","x-metaDescription":"U.S. equity fundamentals: shares outstanding (basic and event-level), IPO records with underwriter details, and market capitalization inputs. Since 2007."},{"name":"us-equity-ref-market-events","summary":"Market Events","parent":"us_equity_ref","description":"Event-level datasets covering trading halts, ticker changes, and delistings for U.S. exchange-listed equities since 2007.\n\nThe trading halts dataset provides consolidated halt events with reason codes, halt timestamps, and resumption times across all exchanges. The announcements dataset covers ticker symbol changes and delistings sourced from official exchange listings and SEC filings, with announcement dates, effective dates, and previous/new identifiers.\n\nThese datasets support compliance monitoring, event-driven research, and any workflow requiring accurate records of when and why securities stopped or resumed trading.","x-displayName":"Market Events","x-extendedSummary":"Equity Reference Market Events","x-metaTitle":"U.S. Equity Market Events - Halts & Announcements","x-metaDescription":"U.S. equity market event data: trading halts with reason codes, ticker change announcements, and delistings. Exchange and SEC-verified since 2007."},{"name":"us-equity-ref-market-structure-compliance","summary":"Market Structure & Compliance","parent":"us_equity_ref","description":"Regulatory and market structure reference data for U.S. equities since 2007.\n\nDatasets include Short Sale Rule (SSR) circuit breaker records identifying securities under Regulation SHO Rule 201 restrictions, OTC market compliance data covering tier classification, Caveat Emptor status, and penny stock indicators for approximately 22,000 OTC securities, and market holidays with early close schedules dating back to 1998.\n\nThese datasets support regulatory compliance, execution constraint modelling, and stock market trading calendar integration for backtesting and time series analysis.","x-displayName":"Market Structure & Compliance","x-extendedSummary":"Equity Reference Market Structure & Compliance","x-metaTitle":"U.S. Equity Market Structure & Compliance Data","x-metaDescription":"Market structure and compliance data for U.S. equities: SSR circuit breakers, OTC tier classification, Caveat Emptor, and market holidays since 2007."},{"name":"us-equity-index-event","summary":"Event","parent":"us_equity_index","description":"","x-displayName":"Event","x-extendedSummary":"Equity Indexes Event","x-metaTitle":"Equity Indexes Event","x-metaDescription":""},{"name":"us-equity-opt-ref-sec-master-lookups","summary":"Security Master & Lookups","parent":"us_equity_opt_ref","description":"Security master and reference datasets for the full universe of U.S. listed equity options since 2012.\n\nThe contract-level security master contains specifications for every listed option, including strike prices, expiration dates, settlement types, and adjustment indicators. The root-level security master provides stable ASID identifiers, underlying mappings, and settlement classification.\n\nOCC reference datasets include the Listed Options Daily directory (all listed options with position limits and underlying securities) and the Special Settlements dataset (delivery components and settlement mechanics for adjusted contracts). Open interest data is consolidated across all exchanges at the contract level.\n\nThese datasets form the reference layer for options analytics, universe construction, and compliance workflows.","x-displayName":"Security Master & Lookups","x-extendedSummary":"Options Reference Security Master & Lookups","x-metaTitle":"U.S. Options Security Master & Contract Reference","x-metaDescription":"U.S. equity options security masters at contract and root level. OCC reference data, open interest, and special settlements. OPRA coverage since 2012."},{"name":"us-equity-opt-ref-market-structure-compliance","summary":"Market Structure & Compliance","parent":"us_equity_opt_ref","description":"Market structure and compliance reference data for U.S. equity options.\n\nThis category covers the OCC Special Settlements dataset, which provides authoritative records of how exercise and assignment obligations are resolved for non-standard (adjusted) option contracts resulting from corporate actions such as mergers, splits, spin-offs, and special dividends. Delivery components and post-adjustment contract terms are included.\n\nThese datasets support institutional compliance, post-trade validation, and accurate modelling of adjusted option contract payoffs.","x-displayName":"Market Structure & Compliance","x-extendedSummary":"Options Reference Market Structure & Compliance","x-metaTitle":"U.S. Options Market Structure & Licensing Data","x-metaDescription":"U.S. options market structure reference: exchange licensing classifications, OCC compliance data, and non-standard contract settlement mechanics."},{"name":"us-futures-tick","summary":"Tick","parent":"us_futures","description":"Tick-level U.S. futures data covering executed trades, quote updates, and multi-level order book depth across CME, CBOT, COMEX, and NYMEX since 2010.\n\nTrade and quote (TAQ) tick data includes millisecond timestamps, trade aggressor flags, and exchange condition codes. Trade-only tick data isolates executions by filtering out quote updates, providing a clean view of trading activity for execution analysis and volume-based research. These datasets serve as futures tick-by-tick data for algorithmic trading, execution simulation, and order-flow analysis.\n\nThe multiple depth dataset delivers 10 levels of bid and ask market depth with price, size, and order count at each level, enabling liquidity profiling, order book reconstruction, and execution simulation at sub-second resolution.","x-displayName":"Tick","x-extendedSummary":"Futures Tick","x-metaTitle":"U.S. Futures Tick Data - Trades, Quotes & Depth","x-metaDescription":"Tick-level U.S. futures trades, quotes, and 10-level market depth since 2010. Millisecond timestamps, aggressor flags. CME, CBOT, COMEX, NYMEX."},{"name":"us-futures-intraday-bar","summary":"Intraday Bar","parent":"us_futures","description":"Intraday bar data for U.S. futures aggregated at minute and second intervals from CME, CBOT, COMEX, and NYMEX since 2010.\n\nTrade and quote (TAQ) minute bars provide 50+ analytics per interval, including OHLC from both trades and quotes, VWAP, bid-ask spread metrics, and buy/sell aggressor counts. Trade-only minute and second bars isolate execution activity with OHLC, volume, dollar volume, and buy-side and sell-side trade direction statistics.\n\nFutures options intraday bars are also available, covering TAQ minute bars with 50+ analytics and trade-only minute bars for options on futures contracts across all four exchanges.","x-displayName":"Intraday Bar","x-extendedSummary":"Futures Intraday Bar","x-metaTitle":"U.S. Futures Intraday Bars - Minute & Second","x-metaDescription":"U.S. futures minute and second bars with 50+ analytics since 2010. TAQ and trade-only variants with OHLC, VWAP, and aggressor counts. CME/CBOT/COMEX/NYMEX."}]}