--- title: "US Equities Trade and Quote Daily Bar" method: GET path: "/v1/data/us-equity/taq-daily/{identifier}" tags: ["us-equity-daily"] --- # US Equities Trade and Quote Daily Bar `GET /v1/data/us-equity/taq-daily/{identifier}` The U.S. Equities Trade and Quote Daily Bar dataset provides a daily, analytics-rich summary of market activity derived from consolidated trade and top-of-book quote (TAQ) data. It aggregates intraday TAQ information into a comprehensive set of 65 metrics, capturing both price formation and trading behavior. In addition to standard Open, High, Low, Close, and Volume (OHLCV) measures, the dataset includes a wide range of market microstructure statistics, such as buying and selling pressure indicators, spread and quote dynamics, exchange-level and FINRA-reported volume, and other trade- and quote-based analytics. These metrics are designed to characterize daily liquidity, order-flow imbalance, and trading intensity. The dataset is derived from Equity Securities Information Processor (SIP) data and covers 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 Daily Bar Guide](https://us-equity-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Equity.Daily.TAQ.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.
## 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 - USEquitiesTradeandQuoteDailyBarDataOut - `data` USEquitiesTradeandQuoteDailyBarDataDetailsOut[], required - `TradeDate` string, date, nullable — The trading day - `Ticker` string, nullable — Symbol name - `ASID` integer, nullable — A unique identifier for a security - `Name` string, nullable — Company name - `PrimaryExchange` string, nullable — The Primary listing exchange on this trading day - `ISIN` string, nullable — International Securities Identification Number - `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 - `OpenTradePrice` number, nullable — Price of the first trade - `OpenTradeSize` integer, nullable — Number of shares of the first trade - `OpenTradeTime` string, date-time, nullable — Time of the first trade - `HighBidPrice` number, nullable — The highest NBBO bid price - `HighBidSize` integer, nullable — Total number of shares from all exchanges with HighBidPrice - `HighBidTime` string, date-time, nullable — Time of highest NBBO bid price - `HighAskPrice` number, nullable — The highest NBBO ask price - `HighAskSize` integer, nullable — Total number of shares from all exchanges with HighAskPrice - `HighAskTime` string, date-time, nullable — Time of highest NBBO ask price - `HighTradePrice` number, nullable — The highest trade price - `HighTradeTime` string, date-time, nullable — Time of the highest trade - `LowBidPrice` number, nullable — The lowest NBBO bid price - `LowBidSize` integer, nullable — Total number of shares from all exchanges with LowBidPrice - `LowBidTime` string, date-time, nullable — Time of the lowest NBBO bid price - `LowAskPrice` number, nullable — The lowest NBBO ask price - `LowAskSize` integer, nullable — Total number of shares from all exchanges with LowAskPrice - `LowAskTime` string, date-time, nullable — Time of the lowest NBBO ask price - `LowTradePrice` number, nullable — The lowest trade price - `LowTradeTime` string, date-time, nullable — Time of the lowest trade - `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 - `CloseTradePrice` number, nullable — Price of last Trade - `CloseTradeSize` integer, nullable — Number of shares of last trade - `CloseTradeTime` string, date-time, nullable — Time of the 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) - `NBBOQuoteCount` integer, nullable — The number of Bid and Ask NNBO quotes during the bar period - `TradeAtBid` integer, nullable — Total trade volume at or below the bid price - `TradeAtBidMid` integer, nullable — Total trade volume between the bid and mid price - `TradeAtMid` integer, nullable — Total trade volume at the mid price - `TradeAtMidAsk` integer, nullable — Total trade volume between the mid and ask price - `TradeAtAsk` integer, nullable — Total trade volume at or above the ask price - `TradeAtCrossOrLocked` integer, nullable — Total trade volume when NBBO is locked or crossed - `ListedMarketHoursVolume` integer, nullable — A trading volume during regular market hours on public listed exchanges - `ListedMarketHoursTrades` integer, nullable — A total number of trades during regular market hours on public listed exchanges - `ListedTotalVolume` integer, nullable — A trading volume for the whole day on public listed exchanges - `ListedTotalTrades` integer, nullable — A total number of trades for the whole day on public listed exchanges - `FinraMarketHoursVolume` integer, nullable — FINRA/TRF trading volume during regular market hours - `FinraMarketHoursTrades` integer, nullable — A total number of FINRA/TRF trades during regular market hours - `FinraTotalVolume` integer, nullable — FINRA/TRF trading volume for the whole day - `FinraTotalTrades` integer, nullable — A total number of FINRA/TRF trades for the whole day - `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 during the bar - `RepeatDowntickVolume` integer, nullable — Total number of shares where trade price is the same (repeated) and last price change was down during the bar - `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 - `MarketVWAP` number, nullable — Volume-weighted average price during regular market hours plus the Opening and Closing Cross - `DailyVWAP` number, nullable — Volume-weighted average price for the whole day - `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 - `TimeWeightBid` number, nullable — Time-weighted average price of the NBBO bid - `TimeWeightAsk` number, nullable — Time-weighted average price of the NBBO ask - `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)