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latestOpenAPI 3.1.02026-08-145096557.0 KB

1c983de099e2

us-equity-opt-intraday-bar

US Options Trade and Quote Minute Bar

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.

For more details, please refer to the dataset documentation: US Options Trade and Quote Minute Bar Guide.

<details> <summary>**Advanced Filtering**</summary>

You can provide one or multiple filter expressions based on the dataset's columns to narrow down the results. For example, StartDate.gt=2023-01-01&StartDate.lt=2023-12-31, Ticker=AAPL.

Please refer to the <a href="https://algoseek.com/docs/rest-api/tutorial/advanced-filtering">Advanced Filtering Guide</a> for the extensive reference.

</details> <details> <summary>**Optimizing Performance**</summary>

Some 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.

For more details, please refer to the <a href="https://algoseek.com/docs/rest-api/tutorial/optimizing-query-performance">Query Performance Guide</a>.

</details>
get/v1/data/us-equity-opt/taq-1min/{identifier}

Path parameters

identifierstring required

Dataset's security identifier

Dataset's security identifier

Query parameters

periodstring nullable

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.

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.

sortstring nullable

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.

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.

columnsstring nullable

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.

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.

offsetinteger

Number of records to skip before returning results. To be used with the limit parameter for pagination. If not provided, defaults to 0.

Number of records to skip before returning results. To be used with the limit parameter for pagination. If not provided, defaults to 0.

limitinteger

Maximum number of records to return. Default and maximum values depend on the response format; see format_limits in the schema for details.

Maximum number of records to return. Default and maximum values depend on the response format; see format_limits in the schema for details.

response_format'json' | 'csv' | 'csv_gzip'

Note the lowercase which is used for the consistency with other projects and tools

The type of the data to return

Response

JSON, CSV file, or gzip-compressed CSV file, depending on the value of response_format query parameter

Example response

{
  "data": [
    {
      "TradeDate": "2023-03-15",
      "BarDateTime": "2023-03-15 13:20:00",
      "Ticker": "AAPL",
      "CallPut": "C",
      "Strike": 149,
      "ExpirationDate": "2023-04-14",
      "OpenBidTimeOffset": 0.066,
      "OpenBidPrice": 7.1,
      "OpenBidSize": 348,
      "OpenAskTimeOffset": 0.025,
      "OpenAskPrice": 7.25,
      "OpenAskSize": 598,
      "HighBidTimeOffset": 0.066,
      "HighBidPrice": 7.1,
      "HighBidSize": 348,
      "HighAskTimeOffset": 0.025,
      "HighAskPrice": 7.25,
      "HighAskSize": 598,
      "LowBidTimeOffset": 24.572,
      "LowBidPrice": 7.05,
      "LowBidSize": 28,
      "LowAskTimeOffset": 29.501,
      "LowAskPrice": 7.15,
      "LowAskSize": 18,
      "CloseBidTimeOffset": 59.897,
      "CloseBidPrice": 7.05,
      "CloseBidSize": 181,
      "CloseAskTimeOffset": 59.914,
      "CloseAskPrice": 7.15,
      "CloseAskSize": 66,
      "UnderOpenBidPrice": 151.36,
      "UnderOpenAskPrice": 151.38,
      "UnderCloseBidPrice": 151.25,
      "UnderCloseAskPrice": 151.26,
      "MinSpread": 0.1,
      "MaxSpread": 0.2,
      "NBBOQuoteCount": 1305
    }
  ],
  "pagination": {
    "limit": 1000,
    "next_offset": 2000,
    "offset": 1000
  }
}