---
title: "US Futures Trade and Quote"
method: GET
path: "/v1/data/us-futures/taq/{trade_date}/{identifier}"
tags: ["us-futures-tick"]
---

# US Futures Trade and Quote

`GET /v1/data/us-futures/taq/{trade_date}/{identifier}`

The U.S. Futures Trade and Quote (TAQ) dataset provides tick-level intraday trade and quote data for CME-listed futures contracts, delivering a detailed view of futures market activity across CME Group exchanges. The dataset captures executed trades and bid/ask quote updates with millisecond timestamp resolution and includes key event attributes such as exchange condition codes and a trade aggressor flag, indicating whether the buyer or seller initiated each trade. These fields enable precise analysis of execution dynamics, order-flow behavior, and short-horizon market microstructure. Coverage spans all futures contracts traded on U.S. exchanges, including products listed on CME, CBOT, COMEX, and NYMEX. Data is organized in UTC for consistency, with local exchange timestamps in Chicago time (CT) included to align with standard futures-market conventions. The dataset is designed to support intraday futures analytics, execution research, and high-resolution historical back-testing where accurate timing and trade/quote context are essential.

 For more details, please refer to the dataset documentation: [US Futures Trade and Quote Guide](https://us-futures-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Futures.TAQ.pdf).

<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>

## Path parameters

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

## Query parameters

- `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

- USFuturesTradeandQuoteDataOut
  - `data` USFuturesTradeandQuoteDataDetailsOut[], required
    - `TradeDate` string, date, nullable — The trading day
    - `EventDateTime` string, date-time, nullable — Event timestamp (CST) with a nanosecond resolution
    - `Ticker` string, nullable — Symbol name
    - `BaseSymbol` string, nullable — Base product name
    - `SecurityID` integer, nullable — Internal security ID used by AlgoSeek
    - `EventType` string, nullable — TypeMask field converted to text
    - `Price` number, nullable — The price of corresponding event
    - `Quantity` integer, nullable — Total number of contracts traded or quoted at this price
    - `Orders` integer, nullable — The number of orders currently in the marketplace (relates quotes only, 0 for trades)
    - `Flags` integer, nullable — A flag as bit mask for extra information about the message
    - `TypeMask` integer, nullable — This is the event type and it is an 8-bit mask
  - `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.

---

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