---
title: "US Equities Trade Only"
method: GET
path: "/v1/data/us-equity/trades/{trade_date}/{identifier}"
tags: ["us-equity-tick"]
---

# US Equities Trade Only

`GET /v1/data/us-equity/trades/{trade_date}/{identifier}`

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.

 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).

---

**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.

<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>

## Path parameters

- `trade_date` string, required — Trading date in YYYY-MM-DD format
- `identifier` string, required — Dataset's security identifier

## Query parameters

- `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

- USEquitiesTradeOnlyDataOut
  - `data` USEquitiesTradeOnlyDataDetailsOut[], required
    - `TradeDate` string, date, nullable — The trading day
    - `EventDateTime` string, date-time, nullable — Event timestamp (EST) with a nanosecond resolution (milliseconds before 2016)
    - `EventType` string, nullable — The type of the trade event
    - `Ticker` string, nullable — Symbol name
    - `ASID` integer, nullable — A unique identifier for a security
    - `Price` number, nullable — The price of Trade. Can be up to 4 decimal places for sub-penny prices
    - `Quantity` integer, nullable — The number of shares
    - `Exchange` string, nullable — The exchange or reporting venue
    - `ConditionCode` integer, nullable — Condition flags applicable to the trade encoded as unsigned int
  - `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)