Algoseek Datasets API — Advanced Reference

Markdown translation of the LaTeX guidebook (Algoseek_Datasets_API_Advanced_Guide.pdf / .tex), formatted for Docusaurus.

Layout

Each top-level chapter of the guide is one numbered markdown file (01-intro.md through 17-pitfalls.md). The two appendices live under appendix/. The numeric prefixes drive the Docusaurus sidebar order; you can either keep the prefixes or use the sidebar_position value in each file's front matter and rename to plain slugs.

File	Chapter
01-intro.md	What this API gives you
02-setup.md	Setting up: API keys, environment hygiene, and key lifecycle
03-auth.md	Authentication: the X-API-KEY header and account-level quotas
04-conventions.md	API conventions cheatsheet
05-first-request.md	Your first request: /status and the identity envelope
06-catalog.md	The dataset catalog: programmatic discovery
07-filter-project.md	Filtering and projection
08-pagination.md	Pagination: walking large result sets
09-formats.md	Response formats: JSON, CSV, and streaming gzip
10-errors.md	Errors, HTTP status codes, and idempotency
11-quotas.md	Rate limits and quotas: scheduling, backoff, and quota arithmetic
12-eq-taq.md	US Equity Trade and Quote (TAQ) data
13-eq-opt.md	US Equity Options data
14-eq-ref.md	Reference data: corporate actions, IPOs, calendars, security master
15-fut.md	US Futures data
16-ingestion.md	Building a robust ingestion client
17-pitfalls.md	Common pitfalls and gotchas
appendix/endpoints.md	Endpoint reference (full per-endpoint cards)
appendix/glossary.md	Glossary

Docusaurus conventions used

• Front matter with id, title, sidebar_position, and slug on every page.
• Admonitions (:::tip, :::note, :::warning, :::caution) replace the LaTeX tipbox, notebox, warningbox, and gotchabox environments. :::caution Gotcha is used for the LaTeX gotchabox.
• Code blocks use Docusaurus's title="..." attribute on the opening fence to reproduce the LaTeX caption= text. Language identifiers (bash, http, json, python, java, cpp, csv, powershell) are set on each fence so syntax highlighting works.
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• Internal links are relative paths between files (e.g. [quotas](./11-quotas.md)).