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Appendix A: Endpoint reference (full per-endpoint cards)

This appendix is the per-endpoint reference for the entire API surface, organised by family (system liveness, identity and access, catalog, then the per-asset-class data endpoints, and finally the admin key-management endpoints). For each endpoint it lists the path, a one-line description, the request shape (path parameters, query parameters, required/optional flag, and type), and the documented response codes. Use it as a lookup when writing client code; the rest of the guide covers the patterns and gotchas behind these shapes.

Each endpoint below has its full request shape (path parameters, query parameters, required/optional flag, type) and the documented responses. Note: the spec lists only the protocol-level parameters. Most data endpoints additionally accept Pascal-case column names as filters (Ticker, TradeDate); the legal column set is per-dataset and discoverable via GET /api/v1/meta/datasets/{id}/columns.

Standard query parameters

Every data endpoint accepts the same six standard query parameters (unless noted otherwise). Throughout this appendix the standard set is referred to as (std) and individual cards only list any additional parameters specific to that endpoint.

InNameRequiredTypeDescription
querysortnostringSorting criteria for the results. Provide a column name with optional prefix + for ascending order, or prefix with - for descending order.
querycolumnsnostringA comma-separated list of columns to include in the response. Use this parameter to select only specific fields from the dataset.
queryoffsetnointegerNumber of records to skip before returning results. To be used with the limit parameter for pagination. Defaults to 0.
querylimitnointegerMaximum number of records to return. Used to control response size and pagination. If not provided, a default limit is applied by the server.
queryresponse_formatnoenum{json,csv,csv_gzip}The type of the data to return.

Per-family additional query parameters:

  • adjusted (boolean) — only on eq-trades*, eq-trades-1min*, eq-daily-ohlc. Routes to the adjusted-price variant.
  • aggregation_logic (enum {algoseek, industry_std}) — only on eq-daily-ohlc, eq-taq-1min, eq-trades-1min. Routes to the chosen aggregation variant.

System liveness

GET /api/v1/status

API liveness probe.

Returns a tiny JSON envelope confirming the API is reachable. Requires no authentication. Suitable for kubernetes liveness probes, ALB target group health checks, and pre-flight checks before a long-running ingestion job.

Documented responses: 200.

Dataset publication status

GET /api/v1/meta/datasets/{dataset_id}/status

Get dataset status.

Retrieves time of the last update, the expected time of the next update and the status code for the dataset.

InNameRequiredTypeDescription
pathdataset_idyesstringOpaque catalog id, e.g. US####.

Documented responses: 200, 403, 404, 422.

Identity & Access

Note: the API also exposes admin-only API-key management endpoints (POST /api/v1/api-keys/{key_id}/activate, POST /api/v1/api-keys/{key_id}/deactivate, etc.) referenced in the key-rotation discussion in the setup chapter. These require admin-level entitlement and are omitted from this appendix; non-admin holders of an API key cannot call them and should arrange rotation through their account contact.

GET /api/v1/account/my

Get current identity. Returns details about the account that owns the API key used to authenticate the request.

Documented responses: 200, 403.

GET /api/v1/account/my/api-keys

List api keys. Retrieves the list of API keys associated with this account.

Documented responses: 200, 403.

GET /api/v1/account/my/data-access-rules

List dataset access rules. Retrieves the list of datasets with their access constraints.

Documented responses: 200.

GET /api/v1/account/my/quotas

Get usage quotas. Returns the API usage summary for the current month and current minute, along with the usage limits.

Note: the monthly limit is refreshed at the beginning of each month.

Important: the quotas are applied across all API keys in your account.

Documented responses: 200, 403.

Catalog (Meta)

GET /api/v1/meta/datasets

List datasets. Retrieves the list of all datasets available via API.

Documented responses: 200, 403.

GET /api/v1/meta/datasets/my

List my datasets. Retrieves the list of datasets available for the current identity.

Documented responses: 200, 403.

GET /api/v1/meta/datasets/{dataset_id}/columns

List dataset columns. Retrieves the list of dataset's columns (fields) with data types and descriptions.

InNameRequiredTypeDescription
pathdataset_idyesstringOpaque catalog id.

Documented responses: 200, 403, 404, 422.

GET /api/v1/meta/datasets/{dataset_id}/info

Get dataset info. Retrieves the dataset metadata details.

InNameRequiredTypeDescription
pathdataset_idyesstringOpaque catalog id.

Documented responses: 200, 403, 404, 422.

US Equity Data

GET /api/v1/data/us-equity/eq-daily-ohlc

US Equities Daily OHLC. OHLCV data with separated full-day, market-hours, and FINRA volume, plus VWAP for the full trading day and market hours.

Parameters: (std) + adjusted, aggregation_logic.

Documented responses: 200, 403, 422, 429.

GET /api/v1/data/us-equity/eq-otc-taq/{trade_date}/{ticker}

US Equities OTC Quote. End-of-day OTC quote history from the OTC Link Quotation System; one CSV file per ticker per trading day.

InNameRequiredTypeDescription
pathtrade_dateyesstringTrading date in YYYY-MM-DD format.
pathtickeryesstringDataset's security identifier.

Parameters: (std).

Documented responses: 200, 403, 422, 429.

GET /api/v1/data/us-equity/eq-taq-1min-ext/{ticker}

US Equities Trade and Quote Extended Minute Bar. Extended-hours TAQ minute bars with close to 90 data points per bar (trades, quotes, spread analysis, time-weighted bids/asks, etc.).

InNameRequiredTypeDescription
pathtickeryesstringDataset's security identifier.

Parameters: (std).

Documented responses: 200, 403, 422, 429.

GET /api/v1/data/us-equity/eq-taq-1min/{ticker}

US Equities Trade and Quote Minute Bar. TAQ minute bars with 60 data points per bar (trades, quotes, spread analysis, time-weighted bids/asks).

InNameRequiredTypeDescription
pathtickeryesstringDataset's security identifier.

Parameters: (std) + aggregation_logic.

Documented responses: 200, 403, 422, 429.

GET /api/v1/data/us-equity/eq-taq-daily

US Equities Trade and Quote Daily Bar. Daily TAQ summary with 65 data points (OHLC, volume, buying/selling pressure, spread analysis, exchange and FINRA volume, etc.).

Parameters: (std).

Documented responses: 200, 403, 422, 429.

GET /api/v1/data/us-equity/eq-taq/{trade_date}/{ticker}

US Equities Trade and Quote. Full TAQ: trades and bid/ask quotes from 15+ US exchanges and marketplaces, collected from the Consolidated Feed.

InNameRequiredTypeDescription
pathtrade_dateyesstringTrading date in YYYY-MM-DD format.
pathtickeryesstringDataset's security identifier.

Parameters: (std).

Documented responses: 200, 403, 422, 429.

GET /api/v1/data/us-equity/eq-trades-1min

US Equities Trade Only Minute Bar. Minute-by-minute trade-only summary: OHLC, volume, VWAP, trade count.

Parameters: (std) + adjusted, aggregation_logic.

Documented responses: 200, 403, 422, 429.

GET /api/v1/data/us-equity/eq-trades/{trade_date}/{ticker}

US Equities Trade Only. Tick-by-tick trades from sixteen US public-exchange equities and the three Trade Reporting Facilities (TRFs). Covers 04:00–20:00 ET.

InNameRequiredTypeDescription
pathtrade_dateyesstringTrading date in YYYY-MM-DD format.
pathtickeryesstringDataset's security identifier.

Parameters: (std) + adjusted.

Documented responses: 200, 403, 422, 429.

US Equity Options Data

GET /api/v1/data/us-equity-opt-ref/occ-eq-spec-settl

OCC Equities Special Settlements. Non-standard (adjusted) equity option contracts with settlement details: how exercise and assignment activities were resolved, delivery components.

Parameters: (std).

Documented responses: 200, 403, 422, 429.

GET /api/v1/data/us-equity-opt-ref/occ-list-opt-daily

OCC Listed Options Daily. Daily list of listed options published by the Options Clearing Corporation (OCC).

Parameters: (std).

Documented responses: 200, 403, 422, 429.

GET /api/v1/data/us-equity-opt-ref/opt-contr-sec-master

US OPRA Options Contracts Security Master. All listed and delisted OPRA options from 2007 to present: option root tickers, underlying tickers, contract tickers, type, strike, dates, expiration; settlement details where available.

Parameters: (std).

Documented responses: 200, 403, 422, 429.

GET /api/v1/data/us-equity-opt-ref/opt-sec-master

US Options Security Master. All listed and delisted OPRA options from 2012 to present, organised by algoseek's unique ASID.

Parameters: (std).

Documented responses: 200, 403, 422, 429.

GET /api/v1/data/us-equity-opt/opt-greeks-daily

US Options Daily Analytics. Daily greeks (delta, gamma, theta, vega, rho) plus implied volatility per contract, computed from the last-minute mid-price using Black–Scholes–Merton (European) or a finite-difference pricing model (American).

Parameters: (std).

Documented responses: 200, 403, 422, 429.

GET /api/v1/data/us-equity-opt/opt-tanq/{trade_date}/{ticker}

US Options Trade and NBBO Quote. Consolidated last sale, NBBO quotes, open interest, EOD summary; trade/sale condition codes and event type fields (complex order, ISO, etc.).

InNameRequiredTypeDescription
pathtrade_dateyesstringTrading date in YYYY-MM-DD format.
pathtickeryesstringDataset's security identifier.

Parameters: (std).

Documented responses: 200, 403, 422, 429.

GET /api/v1/data/us-equity-opt/opt-trades-1min

US Options Trade Only Minute Bar. OHLC, VWAP, volume per minute, plus underlying bid/ask at interval open/close.

Parameters: (std).

Documented responses: 200, 403, 422, 429.

GET /api/v1/data/us-equity-opt/opt-trades/{trade_date}/{ticker}

US Options Trade Only. Trades plus NBBO at moment of trade and underlying trade/quote at the time of the option's trade.

InNameRequiredTypeDescription
pathtrade_dateyesstringTrading date in YYYY-MM-DD format.
pathtickeryesstringDataset's security identifier.

Parameters: (std).

Documented responses: 200, 403, 422, 429.

US Equity Reference Data

GET /api/v1/data/us-equity-ref/eq-adj-factors-basic

US Equities Basic Adjustment Factors. Corporate-event adjustment factors that influence price and/or volume; each entry has event type and adjustment reason. Allows forward and backward price/volume adjustment.

Parameters: (std).

Documented responses: 200, 403, 422, 429.

GET /api/v1/data/us-equity-ref/eq-adj-factors-detail

US Equities Detailed Adjustment Factors. Extended variant adding SecId, ticker on effective date, value of underlying components, and more.

Parameters: (std).

Documented responses: 200, 403, 422, 429.

GET /api/v1/data/us-equity-ref/eq-announce

US Equities Announcements. Listing-related announcements: ticker changes (old and new tickers) and delistings (delisting exchange) for all U.S. public-exchange-traded equities. Excludes OTC.

Parameters: (std).

Documented responses: 200, 403, 422, 429.

GET /api/v1/data/us-equity-ref/eq-ipo

US Equities IPO. IPO events with ticker, SecId, first trading day, ISIN, and IPO status (new / postponed / etc.).

Parameters: (std).

Documented responses: 200, 403, 422, 429.

GET /api/v1/data/us-equity-ref/eq-ipo-detailed

US Equities IPO Detailed. Detailed variant including Par Value, Initial Price, Underwriter information, and more.

Parameters: (std).

Documented responses: 200, 403, 422, 429.

GET /api/v1/data/us-equity-ref/eq-lookup-files

US Equities Lookup File. ticker_to_secid_lookup and figi_to_secid_lookup: map ticker-date pairs or FIGI to algoseek SecId.

Parameters: (std).

Documented responses: 200, 403, 422, 429.

GET /api/v1/data/us-equity-ref/eq-market-holidays

US Equities Market Holidays. Market holidays and early closes for US equities and equity options markets, 1998 to present.

Parameters: (std).

Documented responses: 200, 403, 422, 429.

GET /api/v1/data/us-equity-ref/eq-sec-master

US Equities Security Master File. Summary information (industry, sector, listing status); track name/ticker changes; cross-reference major industry identifiers (FIGI, ISIN). All listed and delisted equity securities from 2007 to present, organised by algoseek's SecId.

Parameters: (std).

Documented responses: 200, 403, 422, 429.

GET /api/v1/data/us-equity-ref/eq-secid-chains-lookup

US Equities ASID Lookup. Listed and delisted equities with ticker changes and their date ranges; links SecIds across security restructures.

Parameters: (std).

Documented responses: 200, 403, 422, 429.

GET /api/v1/data/us-equity-ref/eq-shares-outst-basic

US Equities Basic Shares Outstanding. SecId, ticker, created/changed/effective dates, and shares outstanding count from 2007 to present.

Parameters: (std).

Documented responses: 200, 403, 422, 429.

GET /api/v1/data/us-equity-ref/eq-shares-outst-detail

US Equities Shares Outstanding Detailed. Extended variant including security name, share-count delta, event identifier, listing date, and security status (active / in default / inactive).

Parameters: (std).

Documented responses: 200, 403, 422, 429.

GET /api/v1/data/us-equity-ref/eq-ssr-circ-break

US Equities Daily SSR Circuit Breakers. Short-sale rule executions: once triggered, the stock can be sold short only above the current NB bid price.

Parameters: (std).

Documented responses: 200, 403, 422, 429.

GET /api/v1/data/us-equity-ref/eq-trading-halts

US Equities Trading Halts. Trading halts and resumptions across all U.S. equity exchanges, with reason codes, initiation/resumption timestamps, and security-level metadata.

Parameters: (std).

Documented responses: 200, 403, 422, 429.

US Futures Data

GET /api/v1/data/us-futures/fut-taq-1min/{ticker}

US Futures Trade and Quote Minute Bar. Aggregated event-based 1-minute bars with 50+ analytical fields: OHLC from trade and quote events, VWAP, bid-ask spread min/max, buy/sell aggressor counts.

InNameRequiredTypeDescription
pathtickeryesstringDataset's security identifier.

Parameters: (std).

Documented responses: 200, 403, 422, 429.

GET /api/v1/data/us-futures/fut-taq/{trade_date}/{ticker}

US Futures Trade and Quote. High-quality intraday trade and quote data with millisecond timestamps for all US-exchange futures contracts, including a trade aggressor flag and local Chicago timestamps.

InNameRequiredTypeDescription
pathtrade_dateyesstringTrading date in YYYY-MM-DD format.
pathtickeryesstringDataset's security identifier.

Parameters: (std).

Documented responses: 200, 403, 422, 429.

GET /api/v1/data/us-futures/fut-trades-1min

US Futures Trade Only Minute Bar. Aggregated trade event-based bars: OHLC, total dollar volume, total trades, buy/sell aggressor counts.

Parameters: (std).

Documented responses: 200, 403, 422, 429.

GET /api/v1/data/us-futures/fut-trades/{trade_date}/{ticker}

US Futures Trade Only. High-quality intraday trade data (millisecond timestamps), trade aggressor flag, exchange condition codes, local Chicago timestamps.

InNameRequiredTypeDescription
pathtrade_dateyesstringTrading date in YYYY-MM-DD format.
pathtickeryesstringDataset's security identifier.

Parameters: (std).

Documented responses: 200, 403, 422, 429.