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

# US Equities Trade and Quote

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

The U.S. Equities Trade and Quote (TAQ) dataset provides a complete, tick-level record of executed trades and level 1 bid/ask quotes for U.S. exchange-listed equity securities, as well as NBBO indicators, delivering a consolidated view of market activity across the U.S. equities ecosystem. The dataset is derived from the U.S. Securities Information Processor (SIP), also known as the Consolidated Feed, and includes data from Tape A and Tape B (CTA Plan) and Tape C (UTP Plan). It captures all trades and top-of-book quotes from all SIP participant exchanges and trading venues, covering common stocks, ETFs, ETNs, ADRs, and related equity instruments. Each trade and quote event is timestamped at nanosecond resolution and includes exchange identifiers, condition codes, and National Best Bid and Offer (NBBO) context, enabling precise reconstruction of market state and execution conditions. The dataset reflects raw consolidated feed data as disseminated, without post-processing or normalization, preserving historical market conditions for accurate replay, research, and analysis.

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

- USEquitiesTradeandQuoteDataOut
  - `data` USEquitiesTradeandQuoteDataDetailsOut[], required
    - `TradeDate` string, date, nullable — The trading day
    - `EventDateTime` string, date-time, nullable — Event timestamp (EST) with a nanosecond resolution (milliseconds before 2016)
    - `EventType` string, nullable — The type of the trade/quote event
    - `Ticker` string, nullable — Symbol name
    - `ASID` integer, nullable — A unique identifier for a security
    - `Price` number, nullable — The price of Bid, Ask, or Trade. Can be up to 4 decimal places for sub-penny prices
    - `Quantity` integer, nullable — The number of shares
    - `Exchange` string, nullable — The exchange or reporting venue
    - `ConditionCode` integer, nullable — Condition flags applicable to the trade/quote encoded as unsigned int
  - `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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