Fetch Data
This tutorial covers how to pull tick-by-tick US Equities Trade and Quote (TAQ) data for a specific identifier and date. The examples below use 2023-03-01, as this falls within the demo data period and is accessible to most clients for free.
Query API Metadata
A tutorial on navigating the algoseek Datasets API metadata endpoints.
Understand Data Access Rules
The GET /v1/account/my/data-access-rules endpoint helps professional and academic users audit their active subscriptions and constraints. It retrieves a comprehensive list of datasets currently associated with your account, along with specific access constraints such as permitted date ranges and ticker universes.
How to Query Reference Data
Because tickers can change over time due to corporate events, you should rely on algoseek's unique SecId for historical accuracy. This tutorial shows how to query the Lookup File, along with other critical reference datasets.
Formatting and Pagination
Understand how to handle large datasets efficiently using `limit`, `offset`, column filtering, and sorting modifiers.
Customize Data Output
Query Parameters
Data Filtering
When building institutional-grade financial applications, backtesting systematic trading models, or conducting quantitative research, retrieving the exact slice of data you need is critical.
Advanced Filtering
The following section explains how to apply column-level modifiers to fine-tune your data requests using the algoseek Datasets API. By appending specific operators to column names in your query string, you can filter for specific price ranges, volume thresholds, or ticker patterns directly at the endpoint level.
Optimizing Query Performance
When querying historical market data, response sizes can grow rapidly—especially with high-resolution tick and intraday datasets. The algoseek Datasets API provides several query parameters designed to help you fetch exactly what you need. By strategically applying these filters, you optimize network transfer times, reduce latency, and speed up your systematic processing.