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us-equity-tick

US Equities Trade Only

The U.S. Equities Trade-Only dataset provides a tick-by-tick record of executed trades for U.S. exchange-listed equity securities, derived from the consolidated Equity SIP Last Sale. The dataset captures trades executed on all U.S. public equity exchanges, as well as off-exchange trades reported to FINRA Trade Reporting Facilities (TRF). For each trade, core attributes such as price, size (volume), market center, and sales condition codes are provided, enabling detailed analysis of execution activity and trade reporting context. Data spans the entire trading session, including pre-market (from 4:00 a.m.), regular market hours, and after-hours trading (through 8:00 p.m.), offering a complete view of daily trade flow without quote information. The dataset is delivered as trade-only data (no bids or asks), making it suitable for execution analysis, volume studies, and trade-based signal research where quote dynamics are not required.

For more details, please refer to the dataset documentation: US Equities Trade Only Guide.

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.

<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>
get/v1/data/us-equity/trades/{trade_date}/{identifier}

Path parameters

trade_datestring required

Trading date in YYYY-MM-DD format

Trading date in YYYY-MM-DD format

identifierstring required

Dataset's security identifier

Dataset's security identifier

Query parameters

adjustedboolean

Flag to indicate whether to return adjusted price and volume data

Flag to indicate whether to return adjusted price and volume data

sortstring 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.

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.

columnsstring 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.

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.

offsetinteger

Number of records to skip before returning results. To be used with the limit parameter for pagination. If not provided, defaults to 0.

Number of records to skip before returning results. To be used with the limit parameter for pagination. If not provided, defaults to 0.

limitinteger

Maximum number of records to return. Default and maximum values depend on the response format; see format_limits in the schema for details.

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

The type of the data to return

Response

JSON, CSV file, or gzip-compressed CSV file, depending on the value of response_format query parameter

Example response

{
  "data": [
    {
      "TradeDate": "2023-08-02",
      "EventDateTime": "2023-08-02 12:29:37.425851482",
      "EventType": "TRADE",
      "Ticker": "AAPL",
      "ASID": 1010000000001033,
      "Price": 191.935,
      "Quantity": 1,
      "Exchange": "FINRA",
      "ConditionCode": 2147483649
    }
  ],
  "pagination": {
    "limit": 1000,
    "next_offset": 2000,
    "offset": 1000
  }
}