--- title: "US Equities Trade Only Minute Bar" method: GET path: "/v1/data/us-equity/trades-1min/{identifier}" tags: ["us-equity-intraday-bar"] --- # US Equities Trade Only Minute Bar `GET /v1/data/us-equity/trades-1min/{identifier}` The U.S. Equities Trade-Only Minute Bar dataset provides a minute-by-minute summary of executed trades for U.S. exchange-listed equities, constructed exclusively from trade data (no quotes). Each one-minute interval includes Open, High, Low, Close, and Volume (OHLCV) metrics, along with VWAP and trade count, offering a concise yet informative view of intraday trading activity without the complexity of quote-based analytics. The dataset is derived from the consolidated Equity Securities Information Processor (SIP) trade feed and includes all eligible trades, covering on-exchange executions as well as off-exchange trades reported to FINRA Trade Reporting Facilities (TRF). Coverage spans all exchange-traded 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 Only Minute Bar Guide](https://us-equity-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.EquityTrades.Only.Minute.Bars.pdf) (algoseek and Excluding FINRA TRF aggregation logic), [US Equities Industry Standard Trade Only Minute Bar Guide](https://us-equity-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Equity.Trades.Only.Industry.Standard.Minute.Bar.pdf) (Industry Standard aggregation logic). ### Aggregation Logic Options This dataset is available with different aggregation logic variants, which may affect how certain data fields are calculated. ### algoseek algoseek core team comes from a high-frequency background and uses accepted de facto standards for calculating OHLC bars. See documentation for details on included/excluded fields. ### Industry Standard Replicates the approach used by the industry's largest screen data vendor, which is also considered an industry standard by many professionals. The approach varies from modern calculations because it was set back in the 1990s in terms of the types of exchange flags that are included/excluded; see the specification for details. ### Excluding FINRA TRF Excludes all trades that are done off the public ("lit") exchanges.  These trades from dark pools, internal crossing, OTC deals, etc.  These are trades that are not normally possible to participate in, so they can skew the backtesting if Client is only executing on public exchanges. Removing these trades provides a more realistic view of actual trades taking place, but does lose insight into the whole market. --- **Note:** This dataset has an adjusted version available. By default, the endpoint returns price and volume values 'as-is' based on information published on the exchange. The adjusted version includes backward-adjusted data that accounts for corporate actions such as dividends and stock splits, which affect fields based on price and volume. You can control this behavior by using the adjusted query parameter in your API requests.
**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 - `aggregation_logic` 'algoseek' | 'industry_std' | 'no_finra_trf' - `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. - `adjusted` boolean — Flag to indicate whether to return adjusted price and volume data - `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 - USEquitiesTradeOnlyMinuteBarDataOut - `data` USEquitiesTradeOnlyMinuteBarDataDetailsOut[], 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 - `FirstTradePrice` number, nullable — Price of the first trade - `HighTradePrice` number, nullable — Trade with the highest price - `LowTradePrice` number, nullable — Trade with the lowest price - `LastTradePrice` number, nullable — Price of the last trade - `VolumeWeightPrice` number, nullable — Volume-weighted average price - `Volume` integer, nullable — Total number of shares traded - `TotalTrades` integer, nullable — Total number of trades - `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)