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Introduction to the algoseek Datasets API Platform

Welcome to the algoseek Datasets API! This RESTful service is designed to provide developers, quantitative researchers, and data scientists with seamless, programmatic access to institutional-grade historical market data.

Core Concepts​

  • Base URL: All API requests should be directed to the primary server: https://api.algoseek.com.

  • Data Structure: The API is structured around different asset classes and data types, including US Equities (Tick, Intraday Bar, Daily), Equity Options, Futures, and extensive Reference data (like Corporate Actions and Security Master lookups).

  • Standard Query Parameters: Most data-retrieval endpoints share a common set of query parameters to help you filter and shape your results:

    • columns: A comma-separated list of specific fields you want to return (e.g., TradeDate,Ticker,OpenPrice).

    • sort: Sorts your results. Use a + prefix for ascending order (default) or a - prefix for descending order (e.g., -TradeDate). Multiple fields can be separated by commas.

    • response_format: Determines the format of the returned data. Acceptable values are json (default), csv, or csv_gzip.

  • Pagination: To handle large datasets, the API uses limit/offset pagination:

    • limit: The maximum number of records to return (defaults to 1000, maxes at 10,000 for JSON, 30,000 for CSV and 80,000 for CSV Gzip).
    • offset: The number of records to skip before returning results (defaults to 0).

Making Your First API Request​

At your terminal, let’s make a simple request using the curl command to the Identity endpoint. This confirms your authentication is working and returns your account details.

cURL

curl --get \
    'https://api.algoseek.com/v1/account/my' \
     -H "X-API-KEY: YOUR_API_KEY"

This command retrieves your identity record. If you omit the header or use an invalid key, you will receive a 403 Forbidden error.

Understanding the API Response​

All REST API endpoints from algoseek return data in a structured JSON format. For the identity request above, you will see a root-level object containing your account information.

JSON Response

{
  "identity_id": 1622,
  "name": "John Doe",
  "max_active_api_keys": 6,
  "ip_subnets": [
    "3.52.0.0/24",
    "164.12.58.10/32"
  ]
}

Exploring Available Data​

Once authenticated, you can explore the datasets available to you by querying the Metadata endpoint. This is the best way to discover the dataset_id values required for fetching actual market data.

cURL

curl --get \
    'https://api.algoseek.com/v1/meta/datasets' \
     -H "X-API-KEY: YOUR_API_KEY"

Example Response

[
    {
        "dataset_id": "US1033",
        "dataset_name": "US Equities Trade and Quote Minute Bar",
        "data_group": "Equity",
        "vendor": "algoseek"
    },
    {
        "dataset_id": "US1034",
        "dataset_name": "US Equities Trade and Quote Extended Minute Bar",
        "data_group": "Equity",
        "vendor": "algoseek"
    },
    {
        "dataset_id": "US1035",
        "dataset_name": "US Equities Trade and Quote Minute Bar Excluding FINRA/TRF Trades",
        "data_group": "Equity",
        "vendor": "algoseek"
    }
    ...
]

Next Steps​

With your first successful API request and an understanding of our authentication and metadata structure, you are prepared to explore the data:

  1. Check Data Status: Use GET /v1/meta/datasets/{dataset_id}/status to see data availability and last update time.
  2. Inspect Columns: Use GET /v1/meta/datasets/{dataset_id}/columns to understand the data schema.
  3. Fetch Data: Begin downloading historical data using the GET /v1/data/ paths.

Refer to the full API Reference for detailed parameters and filtering options for each dataset.