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US Futures Trade and Quote Minute Bar
Production
·
1.0 algoseek
Futures
Intraday Bar
US
CSV
SQL

Minute-level futures TAQ bar with 50+ analytics, including OHLC from trades and quotes, VWAP, spread statistics, and aggressor trade counts.

US Futures Trade and Quote
Production
·
2.0 algoseek
Futures
Tick
US
CSV
SQL

Tick-level U.S. futures trade and quote data with millisecond timestamps, aggressor flags, and exchange condition codes.

US Futures Multiple Depth
Production
·
1.0 algoseek
Futures
Tick
US
CSV

Ten-level bid and ask market depth for U.S. futures, including price, size, and order count at each level.

US Futures Trade Only
Production
·
1.0 algoseek
Futures
Tick
US
CSV
SQL

Tick-level, trade-only U.S. futures data with millisecond timestamps, aggressor flags, and exchange condition codes.

US Futures Trade Only Minute Bar
Production
·
1.0 algoseek
Futures
Intraday Bar
US
CSV
SQL

Trade-only 1-minute OHLC bar for U.S. futures with volume, dollar volume, trade count, and buy/sell aggressor statistics.

US Futures Trade Only Second Bar
Production
·
1.0 algoseek
Futures
Intraday Bar
US
CSV

Trade-only 1-second OHLC bar for U.S. futures with volume, dollar volume, trade count, and buy/sell aggressor statistics.