--- title: "US Equities Buy/Sell Pressure and Retail Indicators Minute Bar" method: GET path: "/v1/data/us-equity/ret-indic-1min/{identifier}" tags: ["us-equity-intraday-bar"] --- # US Equities Buy/Sell Pressure and Retail Indicators Minute Bar `GET /v1/data/us-equity/ret-indic-1min/{identifier}` The U.S. Equities Buy/Sell Pressure and Retail Indicators (1-Minute) dataset provides minute-level analytical signals designed to characterize buy/sell pressure and retail trading activity across the full universe of U.S. exchange-listed equities, including common stocks, ETFs, ETNs, ADRs, and funds. Identifying retail participation directly from consolidated Trade and Quote (TAQ) data is inherently non-deterministic. This dataset therefore applies a set of probabilistic indicators derived from observable trade characteristics, such as trade size, execution price behavior, and execution venue, to estimate the likelihood of retail-driven activity. These indicators are complemented by additional market microstructure analytics that help contextualize order flow and short-term sentiment. Data is aggregated at a one-minute frequency, enabling intraday analysis of trading pressure, retail participation dynamics, and short-horizon market behavior for quantitative research and signal development For more details, please refer to the dataset documentation: [US Equities Buy/Sell Pressure and Retail Indicators Minute Bar Guide](https://us-equity-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Equity.Buy.Sell.Pressure.and.Retail.Indicators.Minute.Bar.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 - USEquitiesBuySellPressureandRetailIndicatorsMinuteBarDataOut - `data` USEquitiesBuySellPressureandRetailIndicatorsMinuteBarDataDetailsOut[], required - `TradeDate` string, date, nullable — The trading day - `Ticker` string, nullable — Symbol name - `ASID` integer, nullable — A unique identifier for a security - `BarDateTime` string, date-time, nullable — The timestamp of the bar start (EST) - `OpenBarTimeOffset` number, nullable — Time of the bar open - `MinSpread` number, nullable — Minimum NBBO Bid-Ask spread size - `MaxSpread` number, nullable — Maximum NBBO Bid-Ask spread size - `ExchangeVolume` integer, nullable — Share volume on public exchanges only. That is number of shares traded Excluding FINRA/TRF reported trades - `FinraVolume` integer, nullable — Total number of shares traded reported by FINRA/TRF - `TotalVolume` integer, nullable — Total number of shares traded during the bar period from both Exchanges and off-exchange FINRA/TRF trades - `TotalTrades` integer, nullable — Total number of trades - `TotalQuoteCount` integer, nullable — Total count top-of-book Bid and Ask from public exchanges for bar period - `ExchangeTradeCount` integer, nullable — Total number of trades on public exchanges for bar period - `FinraTradeCount` integer, nullable — Total number of FINRA/TRF trades for bar period - `OddLotTradeCount` integer, nullable — Number of OddLot trades during bar period - `OddLotTotalShares` integer, nullable — Total number of Odd Lot shares traded during bar period - `RelativeSpreadAverage` number, nullable — The Relative Spread is the Bid/Ask spread relative to the midpoint price at time t for a trade. It shows how wide the spread is compared to the price. For each minute, the average of the Relative Spreads for each trade is calculated - `TradeCumulDistributionToBid` string, nullable — Cumulative distribution volume of Trade price relative to the Bid during the bar period with 0 being trade at Bid and 1 being trade at Ask. Cumulative distribution created with percentage probabilities of 0:0.05:0.1:0.20:0.40:0.60:0.80:0.90:0.95:1 - `RetailTRFBuySize` integer, nullable — Estimated number of shares that are Buy retail TRF order flow. That is trades outside of public exchanges reported as TRF. Retail trades are identified using trades executed sub-penny within a specific range. - `RetailTRFSellSize` integer, nullable — Estimated number of shares that are Sell retail TRF order flow. That is trades outside of public exchanges reported as TRF. Retail trades are identified using trades executed sub-penny within a specific range. - `RetailOddLotBuySize` integer, nullable — Estimated number of shares that are Buy retail order flow. Retail trades are identified using odd lot trades executed at a price on a specific side of the midpoint on public exchanges. - `RetailOddLotSellSize` integer, nullable — Estimated number of shares that are Sell retail order flow. Retail trades are identified using odd lot trades executed at a price on a specific side of the midpoint on public exchanges. - `TRFRetailPress` number, nullable — The metric measures the proportion of TRF retail trades size to the total market volume - `OddLotPress` number, nullable — The metric measures the proportion of odd lot (on public exchanges) trades size to the total market volume - `TRFRetailOddLotPress` number, nullable — The metric measures the proportion of TRF retail plus odd lot (on public exchanges) trades size to the total market volume - `OddLotTRFRetailRatio` number, nullable — This metric measures the odd lot (on public exchanges) volume compared to the total TRF retail plus odd lot (on public exchanges) volume - `TRFRetailBuySellRatio` number, nullable — This metric measures the TRF retail buy size to the TRF retail sell size - `OddLotBuySellRatio` number, nullable — This metric measures the odd lot (on public exchanges) buy size to the odd lot (on public exchanges) sell size - `TRFRetailOddLotBuySellRatio` number, nullable — This metric measures the TRF retail plus oddlot (on public exchanges) buy size to the TRF retail plus odd lot (on public exchanges) sell size - `RelNetTRFRetailFlow` number, nullable — The metric measures the relative net difference between TRF retail buy and sell sizes to total TRF retail volume - `RelNetOddLotFlow` number, nullable — The metric measures the relative net difference between odd lot (on public exchanges) buy and sell sizes to the total odd lot (on public exchanges) volume - `RelNetTRFRetailOddLotFlow` number, nullable — The metric measures the relative net difference between TRF retail plus odd lot (on public exchanges) buy and sell sizes to the total TRF retail plus odd lot (on public exchanges) volume - `TRFRetImbalance` number, nullable — This metric highlights the imbalance between TRF retail buy and sell sizes - `OddLotImbalance` number, nullable — This metric highlights the imbalance between odd lot (on public exchanges) buy and sell sizes - `TRFRetOddLotImbalance` number, nullable — This metric highlights the imbalance between TRF retail plus odd lot (on public exchanges) buy and sell sizes - `TRFRetSentiment` number, nullable — A sentiment indicator that measures TRF retail pressure cycles based on buy/sell imbalances. For example, 1-week cycles. - `OddLotSentiment` number, nullable — A sentiment indicator that measures odd lot (on public exchanges) pressure cycles based on buy/sell imbalances. For example, 1-week cycles. - `TRFRetOddLotSentiment` number, nullable — A sentiment indicator that measures TRF retail plus odd lot (on public exchanges) pressure cycles based on buy/sell imbalances. For example, 1-week cycles. - `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)