latestOpenAPI 3.1.02026-08-145096557.0 KB

1c983de099e2

us-equity-tick

US Equities OTC Quote

OTC quotes data includes pricing and transaction information for securities traded outside traditional exchanges. OTC Quote History is a dataset provided by OTC Markets, and generated in OTC Markets Link Quotation System. The OTC Quote History File is an end-of-day file that compiles all quotes from the OTC Link Quotation System throughout the entire day. It is presented as a single CSV file for per trading day per symbol

For more details, please refer to the dataset documentation: US Equities OTC Quote Guide.

<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>
get/v1/data/us-equity/otc-taq/{trade_date}/{identifier}

Path parameters

trade_datestring required

Trading date in YYYY-MM-DD format

Trading date in YYYY-MM-DD format

identifierstring required

Dataset's security identifier

Dataset's security identifier

Query parameters

sortstring 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.

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.

columnsstring 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.

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.

offsetinteger

Number of records to skip before returning results. To be used with the limit parameter for pagination. If not provided, defaults to 0.

Number of records to skip before returning results. To be used with the limit parameter for pagination. If not provided, defaults to 0.

limitinteger

Maximum number of records to return. Default and maximum values depend on the response format; see format_limits in the schema for details.

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

The type of the data to return

Response

JSON, CSV file, or gzip-compressed CSV file, depending on the value of response_format query parameter

Example response

{
  "data": [
    {
      "TradeDate": "20240125",
      "QuoteUpdateType": 4,
      "Ticker": "GBRRF",
      "Name": "GABRIEL RES LTD",
      "BidType": "A",
      "BidPrice": 0.274,
      "BidSize": 2500,
      "AskType": "A",
      "AskPrice": 0.36,
      "AskSize": 2500,
      "UnsolicitedFlag": "0",
      "MMID": "NITE",
      "Trader": "1128",
      "QuoteId": 12483
    }
  ],
  "pagination": {
    "limit": 1000,
    "next_offset": 2000,
    "offset": 1000
  }
}