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import algoseek_connector as ac
manager = ac.ResourceManager()
ds = manager.create_data_source('ArdaDB')
group = ds.groups['USEquityMarketData'].fetch()✓ connected
minute_bar = group.datasets['TradeAndQuoteMinuteBarExtended'].fetch()
query = (
minute_bar.select(
minute_bar['BarDateTime'],
minute_bar['LastTradePrice'],
minute_bar['VolumeWeightPrice'],
minute_bar['HighTradePrice'],
minute_bar['LowTradePrice']
)
.where(
(minute_bar['TradeDate'].between('2023-01-03', '2023-01-31'))
& (minute_bar['Ticker'] == 'AAPL')
)
)
result = minute_bar.fetch_dataframe(query)
print(result.head(5))| BarDateTime | LastTradePrice | VolumeWeightPrice | HighTradePrice | LowTradePrice |
|---|---|---|---|---|
| 2023-01-03 04:00:00 | 130.8900 | 130.854120 | 131.0000 | 130.0600 |
| 2023-01-03 04:01:00 | 131.1000 | 130.955240 | 131.1800 | 130.8500 |
| 2023-01-03 04:02:00 | 131.1900 | 131.208770 | 131.2900 | 131.1000 |
| 2023-01-03 04:03:00 | 131.2800 | 131.220790 | 131.2900 | 131.1500 |
| 2023-01-03 04:04:00 | 131.4000 | 131.327900 | 131.4600 | 131.2400 |
SELECT
BarDateTime,
Ticker,
VolumeWeightPrice,
TotalVolume,
TradeToMidVolWeightRelative,
MaxSpread,
TradeAtAsk,
TradeAtBid
FROM USEquityMarketData.TradeAndQuoteMinuteBarExtended
WHERE Ticker = 'AAPL'
AND TradeDate BETWEEN '2023-01-02' AND '2023-12-31'✓ 19,200 rows · 0.28s
| BarDateTime | Ticker | VolumeWeightPrice | TotalVolume | TradeToMidVolWeightRelative | MaxSpread | TradeAtAsk | TradeAtBid |
|---|---|---|---|---|---|---|---|
| 2023-01-03 04:00:00 | AAPL | 130.85412 | 8174 | -0.11818 | 0.3 | 1888 | 2079 |
| 2023-01-03 04:01:00 | AAPL | 130.95524 | 8820 | 0.24762 | 0.35 | 4774 | 359 |
| 2023-01-03 04:02:00 | AAPL | 131.20877 | 2112 | -0.37074 | 0.19 | 78 | 1370 |
| 2023-01-03 04:03:00 | AAPL | 131.22079 | 3888 | 0.3011 | 0.09 | 1851 | 123 |
| 2023-01-03 04:04:00 | AAPL | 131.3279 | 5984 | 0.19237 | 0.29 | 2442 | 329 |
Query first, then download exactly the rows you need.
Dataset
US Equities Trade and Quote Minute Bar
Filter
AAPL · 2025-03-14
Rows
960 rows × 62 fields
Format
CSV · 136 KB (445 KB uncompressed)
You only download the specific rows your query selected. The compute and filtering happens inside ArdaDB, so you pull exactly what you need, not the entire dataset.
Request
GET /v1/data/us-equity/eq-taq-1min-ext/AAPL
?TradeDate.gt=2023-01-01 # greater than
&TradeDate.le=2023-01-31 # less than or equal
&columns='BarDateTime,Ticker,VolumeWeightPrice,
TotalVolume,TradeToMidVolWeightRelative,
MaxSpread,TradeAtAsk,TradeAtBid'
&response_format='json'
&limit=1Response 200 OK · 0.31s
{
"data": [
{
"BarDateTime": "2023-01-03 04:00:00",
"Ticker": "AAPL",
"VolumeWeightPrice": 130.85412,
"TotalVolume": 8174,
"TradeToMidVolWeightRelative": -0.11818,
"MaxSpread": 0.3,
"TradeAtAsk": 1888,
"TradeAtBid": 2079
},
{"BarDateTime": "2023-01-03 04:01:00", ...}
],
"pagination": {
"offset": 0,
"limit": 2,
"next_offset": 2
}
}Test your API integration against real algoseek data before committing to a subscription.
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