--- title: "US Equities Trade and Quote Extended Minute Bar" method: GET path: "/v1/data/us-equity/taq-1min-ext/{identifier}" tags: ["us-equity-intraday-bar"] --- # US Equities Trade and Quote Extended Minute Bar `GET /v1/data/us-equity/taq-1min-ext/{identifier}` The U.S. Equities Trade and Quote Extended Minute Bar dataset provides a high-resolution, analytics-rich minute-by-minute view of U.S. equity market activity, derived from consolidated trade and quote (TAQ) data. Each one-minute bar contains approximately 90 calculated metrics, capturing detailed price behavior, quote dynamics, and order-flow characteristics. In addition to standard Open, High, Low, Close, and Volume (OHLCV) measures, the dataset includes a broad set of market microstructure indicators, such as trade classification at bid/mid/ask, uptick and downtick counts, bid-ask spread analytics, and time-weighted bid and ask measures. These features are designed to support intraday liquidity analysis, signal research, and fine-grained behavioral modeling. The dataset uses a continuous minute-bar timeline. When no trading or quote updates occur during a given minute, the most recent bid and ask values are carried forward, ensuring a complete and gap-free time series that simplifies downstream joins and model construction. Data is derived from Equity Securities Information Processor (SIP) feeds and includes all eligible trades and top-of-book quotes, including off-exchange trades reported to FINRA Trade Reporting Facilities (TRF). Coverage spans all major U.S. equity issue types, including common and preferred stocks, ETFs, ETNs, ADRs, warrants, and units. For more details, please refer to the dataset documentation: [US Equities Trade and Quote Extended Minute Bar Guide](https://us-equity-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Equity.TAQ.Minute.Bars.Ext.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 - USEquitiesTradeandQuoteExtendedMinuteBarDataOut - `data` USEquitiesTradeandQuoteExtendedMinuteBarDataDetailsOut[], required - `TradeDate` string, date, nullable — The trading day - `BarDateTime` string, date-time, nullable — The timestamp of the bar start (EST) - `Ticker` string, nullable — Symbol name - `ASID` integer, nullable — A unique identifier for a security - `OpenBarTimeOffset` number, nullable — Time of the bar open - `OpenBidPrice` number, nullable — The NBBO bid price as of the bar open - `OpenBidSize` integer, nullable — Total number of shares from all exchanges with OpenBidPrice - `OpenAskPrice` number, nullable — The NBBO ask price as of the bar open - `OpenAskSize` integer, nullable — Total number of shares from all exchanges with OpenAskPrice - `FirstTradeTimeOffset` number, nullable — Time of the first trade - `FirstTradePrice` number, nullable — Price of the first trade - `FirstTradeSize` 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 - `CloseBarTimeOffset` number, nullable — Time of the bar close - `CloseBidPrice` number, nullable — The NBBO bid price as of bar close - `CloseBidSize` integer, nullable — Total number of shares from all exchanges with CloseBidPrice - `CloseAskPrice` number, nullable — The NBBO ask price as of bar close - `CloseAskSize` integer, nullable — Total number of shares from all exchanges with CloseAskPrice - `LastTradeTimeOffset` number, nullable — Time of last trade - `LastTradePrice` number, nullable — Price of last trade - `LastTradeSize` integer, nullable — Number of shares of last trade - `MinSpread` number, nullable — Minimum NBBO Bid-Ask spread size - `MaxSpread` number, nullable — Maximum NBBO Bid-Ask spread size - `CancelSize` integer, nullable — Total of number of shares canceled (when a previously reported trade is cancelled) - `VolumeWeightPrice` number, nullable — Volume-weighted average price excluding FINRA/TRF trades - `FinraVolumeWeightPrice` number, nullable — Volume-weighted average price from FINRA/TRF trades - `TotalVolumeWeightPrice` number, nullable — Volume-weighted average price from the Exchanges and off-exchange FINRA/TRF trades - `VolumeWeightPriceExcludePRP` number, nullable — Volume-weighted price of all trades, but excluding with condition flag tPriorReferencePrice - `VolumeWeightSpread` number, nullable — Average bid/ask spread weighted by volumes of shares traded during the spread period - `VolumeWeightSpreadExcludePRP` number, nullable — VWAP of Bid/Ask spread weighted by trade volume during spread period, but excluding trades with condition flag tPriorReferencePrice - `TradeAtBid` integer, nullable — Total trade volume at or below the bid price - `TradeAtBidCount` integer, nullable — Sum of a number of trades that occurred at or below the bid (a trade reported/printed late can be below current bid) - `TradeAtBidMid` integer, nullable — Total trade volume between the bid and mid price - `TradeAtBidMidCount` integer, nullable — Sum of the number of trades that occurred between the bid and the midpoint - `TradeAtMid` integer, nullable — Total trade volume at the mid price - `TradeAtMidCount` integer, nullable — Sum of the number of trades that occurred at mid - `TradeAtMidAsk` integer, nullable — Total trade volume between the mid and ask price - `TradeAtMidAskCount` integer, nullable — Sum of the number of trades that occurred between the mid and ask - `TradeAtAsk` integer, nullable — Total trade volume at or above the ask price - `TradeAtAskCount` integer, nullable — Sum of a number of trades that occurred at or above the Ask - `TradeAtCrossOrLocked` integer, nullable — Total trade volume when NBBO is locked or crossed - `TradeAtCrossOrLockedCount` integer, nullable — Sum of the number of trades for the bar when NBBO is locked or crossed - `Volume` integer, nullable — Total 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 - `NBBOQuoteCount` integer, nullable — The number of Bid and Ask NNBO quotes during the bar period - `TotalQuoteCount` integer, nullable — Total count top-of-book Bid and Ask from public exchanges for bar period - `ExchangesBidCount` integer, nullable — Number of Bids from top-of-book of all Public exchanges. Shows the number of times the Bid changed for all public exchanges - `ExchangesAskCount` integer, nullable — Number of Asks from top-of-book of all Public exchanges. Shows the number of times Asks changed for all public exchanges - `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 - `TotalTrades` integer, nullable — Total number of trades - `OddLotTradeCount` integer, nullable — Number of OddLot trades during bar period - `OddLotTotalShares` integer, nullable — Total number of Odd Lot shares traded during bar period - `PriorReferencePriceTradeCount` integer, nullable — Number of trades during bar period with condition flag tPriorReferencePrice, a sale condition that identifies a trade based on a price at a prior point in time - `PriorReferencePriceTradeShares` integer, nullable — Number of trades during bar period with condition flag tPriorReferencePrice, a sale condition that identifies a trade based on a price at a prior point in time - `UptickVolume` integer, nullable — Total number of shares traded with upticks - `DowntickVolume` integer, nullable — Total number of shares traded with downticks - `RepeatUptickVolume` integer, nullable — Total number of shares where trade price is the same (repeated) and last price change was up - `RepeatDowntickVolume` integer, nullable — Total number of shares where trade price is the same (repeated) and last price change was down - `UnknownTickVolume` integer, nullable — When the first trade of the day takes place, the tick direction is unknown as there is no previous trade to compare it to - `TradeToMidVolWeight` number, nullable — The sum difference between each trade's price and NBBO midpoint at the time of the trade weighted by volume - `TradeToMidVolWeightRelative` number, nullable — The sum difference between each trade's price and NBBO midpoint at the time of the trade relative to the spread and weighted by volume - `TimeWeightSpread` number, nullable — Spread during bar time weighted by time for each spread - `TimeWeightBid` number, nullable — Time-weighted average price of the NBBO bid - `TimeWeightBidSize` number, nullable — The time-weighted average size of National Best Bid during the bar period - `TimeWeightAsk` number, nullable — Time-weighted average price of the NBBO ask - `TimeWeightAskSize` number, nullable — Time-weighted average size of National Best Ask during bar period - `SpreadValidTime` integer, nullable — Total number of milliseconds during bar time that the spread was defined as valid for use in fields requiring a spread calculation - `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` string, nullable — Estimated number of shares that are Buy retail order flow. Retail trades are identified using TRF trades executed sub-penny within a specific range - `RetailTRFSellSize` string, nullable — Estimated number of shares that are Sell retail order flow. Retail trades are identified using TRF trades executed sub-penny within a specific range - `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)