--- title: "US Equities Trade and Quote Minute Bar" method: GET path: "/v1/data/us-equity/taq-1min/{identifier}" tags: ["us-equity-intraday-bar"] --- # US Equities Trade and Quote Minute Bar `GET /v1/data/us-equity/taq-1min/{identifier}` 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. 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). ### 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. ### Excluding FINRA TRF Excludes 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.
**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.
**Optimizing Performance** 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 Query Performance Guide.
## Path parameters - `identifier` string, required — Dataset's security identifier ## Query parameters - `aggregation_logic` 'algoseek' | 'no_finra_trf' - `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. - `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 - USEquitiesTradeandQuoteMinuteBarDataOut - `data` USEquitiesTradeandQuoteMinuteBarDataDetailsOut[], required - `TradeDate` string, date, nullable — The trading day - `BarDateTime` string, date-time, nullable — The timestamp of the bar start (EST) - `Ticker` string, nullable — Symbol name - `ASID` integer, nullable — A unique identifier for a security - `OpenBarTimeOffset` number, nullable — Time of the bar open - `OpenBidPrice` number, nullable — The NBBO bid price as of the bar open - `OpenBidSize` integer, nullable — Total number of shares from all exchanges with OpenBidPrice - `OpenAskPrice` number, nullable — The NBBO ask price as of the bar open - `OpenAskSize` integer, nullable — Total number of shares from all exchanges with OpenAskPrice - `FirstTradeTimeOffset` number, nullable — Time of the first trade - `FirstTradePrice` number, nullable — Price of the first trade - `FirstTradeSize` integer, nullable — Number of shares of the first trade - `HighBidTimeOffset` number, nullable — Time of the highest NBBO bid price - `HighBidPrice` number, nullable — The highest NBBO bid price - `HighBidSize` integer, nullable — Total number of shares from all exchanges with HighBidPrice - `HighAskTimeOffset` number, nullable — Time of the highest NBBO ask price - `HighAskPrice` number, nullable — The highest NBBO ask price - `HighAskSize` integer, nullable — Total number of shares from all exchanges with HighAskPrice - `HighTradeTimeOffset` number, nullable — Time of the highest trade - `HighTradePrice` number, nullable — The highest trade price - `HighTradeSize` integer, nullable — Number of shares of the highest trade - `LowBidTimeOffset` number, nullable — Time of the lowest NBBO bid price - `LowBidPrice` number, nullable — The lowest NBBO bid price - `LowBidSize` integer, nullable — Total number of shares from all exchanges with LowBidPrice - `LowAskTimeOffset` number, nullable — Time of the lowest NBBO ask price - `LowAskPrice` number, nullable — The lowest NBBO ask price - `LowAskSize` integer, nullable — Total number of shares from all exchanges with LowAskPrice - `LowTradeTimeOffset` number, nullable — Time of the lowest trade - `LowTradePrice` number, nullable — The lowest trade price - `LowTradeSize` integer, nullable — Number of shares of the lowest trade - `CloseBarTimeOffset` number, nullable — Time of the bar close - `CloseBidPrice` number, nullable — The NBBO bid price as of bar close - `CloseBidSize` integer, nullable — Total number of shares from all exchanges with CloseBidPrice - `CloseAskPrice` number, nullable — The NBBO ask price as of bar close - `CloseAskSize` integer, nullable — Total number of shares from all exchanges with CloseAskPrice - `LastTradeTimeOffset` number, nullable — Time of last trade - `LastTradePrice` number, nullable — Price of last trade - `LastTradeSize` integer, nullable — Number of shares of last trade - `MinSpread` number, nullable — Minimum NBBO Bid-Ask spread size - `MaxSpread` number, nullable — Maximum NBBO Bid-Ask spread size - `CancelSize` integer, nullable — Total of number of shares canceled (when a previously reported trade is cancelled) - `VolumeWeightPrice` number, nullable — Volume-weighted average price excluding FINRA/TRF trades - `NBBOQuoteCount` integer, nullable — The number of Bid and Ask NNBO quotes during the bar period - `TradeAtBid` integer, nullable — Total trade volume at or below the bid price - `TradeAtBidMid` integer, nullable — Total trade volume between the bid and mid price - `TradeAtMid` integer, nullable — Total trade volume at the mid price - `TradeAtMidAsk` integer, nullable — Total trade volume between the mid and ask price - `TradeAtAsk` integer, nullable — Total trade volume at or above the ask price - `TradeAtCrossOrLocked` integer, nullable — Total trade volume when NBBO is locked or crossed - `Volume` integer, nullable — Total number of shares traded excluding FINRA/TRF reported trades - `TotalTrades` integer, nullable — Total number of trades - `FinraVolume` integer, nullable — Total number of shares traded reported by FINRA/TRF - `FinraVolumeWeightPrice` number, nullable — Volume-weighted average price from FINRA/TRF trades - `UptickVolume` integer, nullable — Total number of shares traded with upticks - `DowntickVolume` integer, nullable — Total number of shares traded with downticks - `RepeatUptickVolume` integer, nullable — Total number of shares where trade price is the same (repeated) and last price change was up - `RepeatDowntickVolume` integer, nullable — Total number of shares where trade price is the same (repeated) and last price change was down - `UnknownTickVolume` integer, nullable — When the first trade of the day takes place, the tick direction is "unknown" as there is no previous trade to compare it to - `TradeToMidVolWeight` number, nullable — The sum difference between each trade’s price and NBBO midpoint at the time of the trade weighted by volume - `TradeToMidVolWeightRelative` number, nullable — The sum difference between each trade’s price and NBBO midpoint at the time of the trade relative to the spread and weighted by volume - `TimeWeightBid` number, nullable — Time-weighted average price of the NBBO bid - `TimeWeightAsk` number, nullable — Time-weighted average price of the NBBO ask - `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)