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US Equities Buy/Sell Pressure and Retail Indicators Minute Bar

GET 

/v1/data/us-equity/ret-indic-1min/:identifier

The U.S. Equities Buy/Sell Pressure and Retail Indicators (1-Minute) dataset provides minute-level analytical signals designed to characterize buy/sell pressure and retail trading activity across the full universe of U.S. exchange-listed equities, including common stocks, ETFs, ETNs, ADRs, and funds. Identifying retail participation directly from consolidated Trade and Quote (TAQ) data is inherently non-deterministic. This dataset therefore applies a set of probabilistic indicators derived from observable trade characteristics, such as trade size, execution price behavior, and execution venue, to estimate the likelihood of retail-driven activity. These indicators are complemented by additional market microstructure analytics that help contextualize order flow and short-term sentiment. Data is aggregated at a one-minute frequency, enabling intraday analysis of trading pressure, retail participation dynamics, and short-horizon market behavior for quantitative research and signal development

For more details, please refer to the dataset documentation: US Equities Buy/Sell Pressure and Retail Indicators Minute Bar Guide.

Advanced Filtering

You can provide one or multiple filter expressions based on the dataset's columns to narrow down the results. For example, StartDate.gt=2023-01-01&StartDate.lt=2023-12-31, Ticker=AAPL.

Please refer to the Advanced Filtering Guide for the extensive reference.

Optimizing Performance

Some queries to this endpoint may be slow due to the size of the data chunk requested. If this becomes an issue, consider narrowing down the response data with query parameters.

For more details, please refer to the Query Performance Guide.

Request

Responses

JSON, CSV file, or gzip-compressed CSV file, depending on the value of response_format query parameter