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aapl-minute-bars.ipynb
Run
import algoseek_connector as ac
manager = ac.ResourceManager()
ds = manager.create_data_source('ArdaDB')
group = ds.groups['USEquityMarketData'].fetch()✓ connected
minute_bar = group.datasets['TradeAndQuoteMinuteBarExtended'].fetch()
query = (
minute_bar.select(
minute_bar['BarDateTime'],
minute_bar['LastTradePrice'],
minute_bar['VolumeWeightPrice'],
minute_bar['HighTradePrice'],
minute_bar['LowTradePrice']
)
.where(
(minute_bar['TradeDate'].between('2023-01-03', '2023-01-31'))
& (minute_bar['Ticker'] == 'AAPL')
)
)
result = minute_bar.fetch_dataframe(query)
print(result.head(5))| BarDateTime | LastTradePrice | VolumeWeightPrice | HighTradePrice | LowTradePrice |
|---|---|---|---|---|
| 2023-01-03 04:00:00 | 130.8900 | 130.854120 | 131.0000 | 130.0600 |
| 2023-01-03 04:01:00 | 131.1000 | 130.955240 | 131.1800 | 130.8500 |
| 2023-01-03 04:02:00 | 131.1900 | 131.208770 | 131.2900 | 131.1000 |
| 2023-01-03 04:03:00 | 131.2800 | 131.220790 | 131.2900 | 131.1500 |
| 2023-01-03 04:04:00 | 131.4000 | 131.327900 | 131.4600 | 131.2400 |
SQL Client
ArdaDB is built on open source ClickHouse. Use any ClickHouse compatible client, or standard ODBC and JDBC connectors.
aapl_minute_bars_ext.sql
Execute
SELECT
BarDateTime,
Ticker,
VolumeWeightPrice,
TotalVolume,
TradeToMidVolWeightRelative,
MaxSpread,
TradeAtAsk,
TradeAtBid
FROM USEquityMarketData.TradeAndQuoteMinuteBarExtended
WHERE Ticker = 'AAPL'
AND TradeDate BETWEEN '2023-01-02' AND '2023-12-31'19,200 rows · 0.28s
| BarDateTime | Ticker | VolumeWeightPrice | TotalVolume | TradeToMidVolWeightRelative | MaxSpread | TradeAtAsk | TradeAtBid |
|---|---|---|---|---|---|---|---|
| 2023-01-03 04:00:00 | AAPL | 130.85412 | 8174 | -0.11818 | 0.3 | 1888 | 2079 |
| 2023-01-03 04:01:00 | AAPL | 130.95524 | 8820 | 0.24762 | 0.35 | 4774 | 359 |
| 2023-01-03 04:02:00 | AAPL | 131.20877 | 2112 | -0.37074 | 0.19 | 78 | 1370 |
| 2023-01-03 04:03:00 | AAPL | 131.22079 | 3888 | 0.3011 | 0.09 | 1851 | 123 |
| 2023-01-03 04:04:00 | AAPL | 131.3279 | 5984 | 0.19237 | 0.29 | 2442 | 329 |
Download Data
Download specific tickers from any dataset as compressed CSV.
Dataset
US Equities Trade and Quote Minute Bar
Filter
AAPL · 2025-03-14
Rows
960 rows × 62 fields
Format
Compressed CSV · 136 KB
No need to pull an entire dataset. Files arrive ready for your local tools, your backtesting framework, or your existing pipeline.
About Data Downloads & Delivery
Package Format
Downloads are delivered as compressed CSV.
Expiration Policy
Download links and cloud delivery URLs remain active for up to 90 days. Please save your files locally before expiration.
Processing Time
Large downloads may take a few minutes. We’ll email you when your file is ready.
RESTful API
Test your API integration against real algoseek data before committing to a subscription.
Request
Copy cURL
GET /v1/data/us-equity/eq-taq-1min-ext/AAPL
?TradeDate.gt=2023-01-01 # greater than
&TradeDate.le=2023-01-31 # less than or equal
&columns='BarDateTime,Ticker,VolumeWeightPrice,
TotalVolume,TradeToMidVolWeightRelative,
MaxSpread,TradeAtAsk,TradeAtBid'
&response_format='json'
&limit=1Response
200 OK · 0.31s
{
"data": [
{
"BarDateTime": "2023-01-03 04:00:00",
"Ticker": "AAPL",
"VolumeWeightPrice": 130.85412,
"TotalVolume": 8174,
"TradeToMidVolWeightRelative": -0.11818,
"MaxSpread": 0.3,
"TradeAtAsk": 1888,
"TradeAtBid": 2079
},
{"BarDateTime": "2023-01-03 04:01:00", ...}
],
"pagination": {
"offset": 0,
"limit": 2,
"next_offset": 2
}
}Skip the evaluation queue
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