Getting Started

The algoseek Datasets API provides institutional-grade historical market data, engineered for quantitative researchers, data scientists, and developers. With it, you can programmatically access high-fidelity datasets including Equities, Futures, Options, and more.

Why should I read this guide section?

This section is designed to fast-track your onboarding process. Whether you are building complex systematic trading models or conducting academic research, understanding the fundamentals of our API—such as authentication, endpoint structure, and basic filtering—will save you valuable time. This guide will walk you through the essential steps to make your first successful API call so you can start retrieving high-quality market data without the guesswork.

To get started, you will need to sign up for an account and authenticate your requests using an API key. Visit Access Management to learn how to create and manage your API keys.

Making Your First Request

Here is a quick example of how to fetch adjusted US Equities Daily OHLC bars using the algoseek aggregation logic for a single ticker (AAPL) on a specific trade date (2023-03-01).

Note

API requests must be authenticated by passing your API key via the X-API-KEY header.

cURL

curl --get \
    'https://api.algoseek.com/v1/data/us-equity/daily-ohlc/AAPL' \
    --data-urlencode 'TradeDate=2023-03-01' \
    --data-urlencode 'adjusted=true' \
    --data-urlencode 'aggregation_logic=algoseek' \
     -H "X-API-KEY: YOUR_API_KEY"

Python

import requests

url = "https://api.algoseek.com/v1/data/us-equity/daily-ohlc"
params = {
    "Ticker": "AAPL",
    "TradeDate": "2024-01-15",
    "adjusted": "true",
    "aggregation_logic": "algoseek"
}
headers = {
    "X-API-KEY": "YOUR_API_KEY"
}

response = requests.get(url, headers=headers, params=params)
print(response.json())

JavaScript (Fetch)

const url = new URL("https://api.algoseek.com/v1/data/us-equity/daily-ohlc");
const params = {
    Ticker: "AAPL",
    TradeDate: "2024-01-15",
    adjusted: "true",
    aggregation_logic: "algoseek"
};
url.search = new URLSearchParams(params).toString();

fetch(url, {
    method: "GET",
    headers: {
        "X-API-KEY": "YOUR_API_KEY"
    }
})
.then(response => response.json())
.then(data => console.log(data))
.catch(error => console.error("Error:", error));

After reading this guide, you will be able to easily integrate algoseek dataset API into your daily workflows.