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sandbox.algoseek.com / notebook / aapl-minute-bars.ipynb

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aapl-minute-bars.ipynb

▶ Run

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))
BarDateTimeLastTradePriceVolumeWeightPriceHighTradePriceLowTradePrice
2023-01-03 04:00:00130.8900130.854120131.0000130.0600
2023-01-03 04:01:00131.1000130.955240131.1800130.8500
2023-01-03 04:02:00131.1900131.208770131.2900131.1000
2023-01-03 04:03:00131.2800131.220790131.2900131.1500
2023-01-03 04:04:00131.4000131.327900131.4600131.2400

sandbox.algoseek.com / sql / aapl_minute_bars_ext.sql

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aapl_minute_bars_ext.sql

▶ Run

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

BarDateTimeTickerVolumeWeightPriceTotalVolumeTradeToMidVolWeightRelativeMaxSpreadTradeAtAskTradeAtBid
2023-01-03 04:00:00AAPL130.854128174-0.118180.318882079
2023-01-03 04:01:00AAPL130.9552488200.247620.354774359
2023-01-03 04:02:00AAPL131.208772112-0.370740.19781370
2023-01-03 04:03:00AAPL131.2207938880.30110.091851123
2023-01-03 04:04:00AAPL131.327959840.192370.292442329

download

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Export CSV

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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.

sandbox.algoseek.com / api / v1 / data / us-equity

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RESTful API

Copy cURL

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=1

Response 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
  }
}

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