Appendix B: Glossary

adjusted (price) — Price that has been corrected for splits and dividends so that it can be compared across time without the artefacts of corporate actions. The opposite of raw or unadjusted.

ASID — algoseek security identifier (long form). Numeric stable ID for a US-equity security, returned as a 16-digit integer (e.g. 1010000000001033) on tick rows. Distinct from SecId, which is the same identity in a more compact form. Both survive ticker renames and delistings; use either as the join key in multi-year analyses, but pick one and use it consistently within a pipeline.

bar — One row of aggregated market data over a fixed time interval, typically one minute or one day. Includes open/high/low/close + total volume + statistics over the bar period.

BaseSymbol (futures) — The product portion of a futures contract symbol, without the month or year. ES is the BaseSymbol of ESH3, ESM3, etc.

Black–Scholes greeks — Sensitivities of an option's price to underlying drivers: delta (price of underlying), gamma (delta), vega (volatility), theta (time), rho (rate). Returned by opt-greeks-daily.

columns (parameter) — Comma-separated projection: the list of column names to include in the response. Reduces data_returned but not data_scanned.

Content-Disposition — HTTP response header used by the response_format=csv_gzip variant to suggest the filename of the downloaded file.

CST / Central Standard Time — The timezone used by the BarDateTime field in futures bar datasets, aligned to the futures market's home timezone (Chicago).

data_returned (quota) — Bytes actually sent over the wire. Counts against the per-month and per-minute bandwidth quotas.

data_scanned (quota) — Bytes the engine reads from the underlying storage to assemble your response. Always ≥ data_returned; reflects engine cost rather than wire cost.

dataset_text_id — The URL-friendly stable identifier for a dataset (e.g. eq_taq_1min). Used in catalog endpoint paths and in the GET api/v1/account/my/data-access-rules response.

entitlement — The set of datasets your account is subscribed to, with the date range and identifier universe for each. Discoverable via GET api/v1/account/my/data-access-rules.

expiry / expiration — The date a derivatives contract matures. For options, the third Friday of the contract month is the canonical US-listed expiry; for futures, contract-month and product-specific.

FastAPI / Pydantic — The Python web framework (FastAPI) and validation library (Pydantic) underlying the Algoseek API server. The deployed API deviates from FastAPI's default 4xx error envelope: where the framework normally returns a structured list (detail with loc/msg/type per offending field), the deployed API flattens this to a single human-readable detail string for every 4xx including 422. Clients written against the framework default will fail to parse the live response; see the errors chapter.

implied volatility (IV) — Annualised volatility of the underlying that, when fed into Black–Scholes, would price the option at its current market price. Reported per-contract on opt-greeks-daily.

idempotent / idempotency — Property of a request such that sending it once or many times has the same effect. All GET requests in this API are idempotent by definition, which makes a retry-on-transient-error pattern safe.

Link header (RFC 5988) — HTTP response header that encodes related URLs — next, previous, first, last — in a compact format. The deployed Algoseek dev API does emit a link: <URL>; rel="next" header on paginated responses, but the URL points at an internal origin host over plain http:// and is unsafe to follow. Drive pagination off pagination.next_offset in the JSON body instead. See pitfalls item 2.

NBBO — National Best Bid and Offer. The best bid and ask across all venues participating in the consolidated quote. The Q in TAQ (Trade-and-Quote).

OCC — The Options Clearing Corporation, the central clearinghouse for US-listed options. The occ-list-opt-daily and occ-eq-spec-settl endpoints expose OCC publications.

OPRA — Options Price Reporting Authority. The consolidated feed for US listed options data; the source for the equity-options endpoints in this API.

pagination, limit-offset — The simplest pagination scheme: the client passes limit (page size) and offset (rows to skip). Stateless, easy to debug; the engine bears linear cost at deep offsets.

pagination, cursor / link-header — Server-controlled pagination in which the client follows a URL embedded in the link header rather than constructing offsets itself. More robust against concurrent inserts; less convenient for random-access page jumps.

Pascal case — Capitalisation convention where each word starts with a capital letter and there are no separators (TradeDate, EventDateTime). The convention the API uses for column names and column-name filter parameters.

REST — Representational State Transfer. An architectural style for HTTP APIs that maps resources onto URLs and operations onto HTTP verbs (GET, POST, PUT, DELETE).

response_format — Query parameter selecting the wire shape: json (default), csv, or csv_gzip.

SecId — Numeric algoseek security identifier (compact form; ASID is the same identity in long-form 16-digit). Stable across ticker renames and delistings; pick one of SecId/ASID and use it consistently within a pipeline.

security master — Reference table of every listed security, with descriptive metadata (ticker, exchange, listing date, delisting date, ISIN, CUSIP, security type). Exposed via eq-sec-master.

sort parameter — Specifies result ordering. Column name with + prefix (or no prefix) for ascending, - prefix for descending, comma-separated for multi-column.

TAQ — Trade-and-Quote. Tick-level data including both trade events and quote updates. Distinguished from trade-only endpoints which exclude quotes.

token-bucket — Rate-limiter algorithm. Tokens accumulate at a fixed rate up to a cap; each request consumes one token; if no tokens are available, the request waits. The model underlying the per-minute quota.

X-API-KEY — HTTP request header carrying the API key. Required on every authenticated request.

x-amzn-RequestId — HTTP response header carrying a UUID identifying the request at the AWS API Gateway edge. Always quote the value when raising a support ticket — Algoseek can locate any past request in their server logs by this UUID alone. Header name is case-insensitive on the wire.

x-request-id — HTTP response header carrying a separate UUID generated by the FastAPI backend behind the gateway. Emitted on 2xx responses; not always present on 4xx/5xx. Useful for cross-correlating an edge log entry (under x-amzn-RequestId) with a backend log entry.