--- title: "US Futures Trade and Quote Minute Bar" method: GET path: "/v1/data/us-futures/taq-1min/{identifier}" tags: ["us-futures-intraday-bar"] --- # US Futures Trade and Quote Minute Bar `GET /v1/data/us-futures/taq-1min/{identifier}` The U.S. Futures Trade and Quote Minute Bar dataset provides one-minute aggregated, event-based bar derived from intraday trade and quote (TAQ) activity for CME-listed futures contracts. Each one-minute interval contains 50+ analytical and statistical fields, including Open, High, Low, and Close (OHLC) values calculated using both trade executions and quote updates. In addition to standard OHLC measures, the dataset includes VWAP, minimum and maximum bid-ask spreads, and buy- and sell-side aggressor trade counts, enabling detailed analysis of liquidity, order-flow imbalance, and short-horizon futures market behavior. The dataset is constructed from consolidated futures TAQ data and is designed to support intraday futures analytics, execution research, and quantitative modeling, where both trade activity and quote dynamics are required at minute resolution. For more details, please refer to the dataset documentation: [US Futures Trade and Quote Minute Bar Guide](https://us-futures-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Futures.TAQ.Minute.Bars.pdf).
**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 - `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 - USFuturesTradeandQuoteMinuteBarDataOut - `data` USFuturesTradeandQuoteMinuteBarDataDetailsOut[], required - `TradeDate` string, date, nullable — The trading day - `BarDateTime` string, date-time, nullable — The timestamp of the bar start (CST) - `Ticker` string, nullable — Symbol name - `BaseSymbol` string, nullable — Base product name - `OpenBidTimeOffset` number, nullable — Time of the open bid price - `OpenBidPrice` number, nullable — The NBBO bid price as of the bar open - `OpenBidSize` integer, nullable — Total number of shares from all exchanges with OpenBidPrice - `OpenAskTimeOffset` number, nullable — Time of the open ask price - `OpenAskPrice` number, nullable — The NBBO ask price as of the bar open - `OpenAskSize` integer, nullable — Total number of shares from all exchanges with OpenAskPrice - `OpenTradeTimeOffset` number, nullable — Time of the first trade - `OpenTradePrice` number, nullable — Price of the first trade - `OpenTradeSize` 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 - `CloseBidTimeOffset` number, nullable — Time of the close bid price - `CloseBidPrice` number, nullable — The NBBO bid price as of bar close - `CloseBidSize` integer, nullable — Total number of shares from all exchanges with CloseBidPrice - `CloseAskTimeOffset` number, nullable — Time of the close ask price - `CloseAskPrice` number, nullable — The NBBO ask price as of bar close - `CloseAskSize` integer, nullable — Total number of shares from all exchanges with CloseAskPrice - `CloseTradeTimeOffset` number, nullable — Time of last trade - `CloseTradePrice` number, nullable — Price of last trade - `CloseTradeSize` integer, nullable — Number of shares of last trade - `MinSpread` number, nullable — Minimum Bid-Ask spread size - `MaxSpread` number, nullable — Maximum Bid-Ask spread size - `VolumeWeightPrice` number, nullable — Volume-weighted average price - `TotalRegularQuotes` integer, nullable — The number of Regular Bid/Ask quotes during the bar period - `TotalQuantity` integer, nullable — Total number of shares traded - `BuyAggressorQuantity` integer, nullable — The number of shares traded with "Aggressor on Buy" - `SellAggressorQuantity` integer, nullable — The number of shares traded with "Aggressor on Sell" - `NoAggressorQuantity` integer, nullable — The number of shares traded without Aggressor side - `TotalTrades` integer, nullable — Total number of trades - `BuyAggressorTrades` integer, nullable — The number of "Aggressor on Buy" trades - `SellAggressorTrades` integer, nullable — The number of "Aggressor on Sell" trades - `NoAggressorTrades` integer, nullable — The number of trades without Aggressor side - `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)