--- title: "US Equities Daily OHLC Snapshot" method: GET path: "/v1/data/us-equity/daily-ohlc-tradedate/{trade_date}" tags: ["us-equity-daily"] --- # US Equities Daily OHLC Snapshot `GET /v1/data/us-equity/daily-ohlc-tradedate/{trade_date}` 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. 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). ### Aggregation Logic Options This dataset is available with different aggregation logic variants, which may affect how certain data fields are calculated. ### algoseek algoseek 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. ### Industry Standard Replicates 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. --- **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.
**Advanced Filtering** You can provide one or multiple filter expressions based on the dataset's columns to narrow down the results. For example, `StartDate.gt=2023-01-01&StartDate.lt=2023-12-31`, `Ticker=AAPL`. Please refer to the Advanced Filtering Guide for the extensive reference.
## Path parameters - `trade_date` string, required — Trading date in YYYY-MM-DD format ## Query parameters - `aggregation_logic` 'algoseek' | 'industry_std' - `period` string, 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. - `adjusted` boolean — Flag to indicate whether to return adjusted price and volume data - `sort` string, 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. - `columns` string, 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. - `offset` integer — Number of records to skip before returning results. To be used with the `limit` parameter for pagination. If not provided, defaults to 0. - `limit` integer — 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 ## Response `200` JSON, CSV file, or gzip-compressed CSV file, depending on the value of `response_format` query parameter - USEquitiesDailyOHLCDataOut - `data` USEquitiesDailyOHLCDataDetailsOut[], required - `TradeDate` string, date, nullable — The trading day - `Ticker` string, nullable — Symbol name - `ASID` integer, nullable — A unique identifier for a security - `OpenPrice` number, nullable — Primary exchange opening trade - `HighPrice` number, nullable — Highest trade price from any exchange excluding FINRA - `LowPrice` number, nullable — Lowest trade price from any exchange excluding FINRA - `ClosePrice` number, nullable — Primary exchange closing trade - `MarketHoursVolume` integer, nullable — Total trading volume during regular market hours only - `MarketHoursFinraVolume` integer, nullable — FINRA/TRF trading volume during regular market hours - `DailyVolume` integer, nullable — Total trading volume for the whole day - `DailyFinraVolume` integer, nullable — FINRA/TRF trading volume for the whole day - `MarketHoursVWAP` number, nullable — Volume-weighted average price during regular market hours plus the Opening and Closing Cross - `DailyVWAP` number, nullable — Volume-weighted average price for the whole day - `pagination` PaginationDetailsOut, required - `offset` integer — The number of records skipped to fetch the current page - `limit` integer, required — The maximum number of records in the current page - `next_offset` integer, nullable — The number of records to skip to fetch the next page ## Other responses - `403` — Forbidden - `422` — Validation Error - `429` — 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. --- [API](https://skmtc.net/algoseek/apis/datasets-api.md) · [All operations](https://skmtc.net/algoseek/apis/datasets-api/llms.txt) · [OpenAPI document](https://skmtc-service-staging.skmtc.workers.dev/v1/apis/algoseek/datasets-api/revisions/1c983de099e2/schema)