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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.

To get started, you will need to sign up for an account and authenticate your requests using an API key.

Authenticate Your Request​

Before you can access algoseek data, you need your unique API key.

Obtaining Your API Key​

  1. Sign up or log in to your algoseek Console.

  1. Go to your Profile Settings, and open the Team Authorization tab.

  1. Generate your API key.

Generate API Key

Tip

Keep your API key secure; it provides full access to your subscription and account details.

Header Authentication​

The algoseek API requires authentication via a custom HTTP header. You must include your key in the X-API-KEY header for every request:

GET /api/v1/account/my HTTP/1.1
Host: https://api.devalgoseek.com
X-API-KEY: YOUR_API_KEY
Note

Replace YOUR_API_KEY with your actual API key from your dashboard.

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

Example Response

[
    {
        "dataset_id": "US1033",
        "dataset_text_id": "eq_taq_1min",
        "dataset_name": "US Equities Trade and Quote Minute Bar",
        "data_group": "Equity",
        "vendor": "algoseek"
    },
    {
        "dataset_id": "US1034",
        "dataset_text_id": "eq_taq_1min_ext",
        "dataset_name": "US Equities Trade and Quote Extended Minute Bar",
        "data_group": "Equity",
        "vendor": "algoseek"
    },
    {
        "dataset_id": "US1035",
        "dataset_text_id": "eq_taq_1min_nofinra",
        "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 /api/v1/meta/datasets/{id}/status to see data availability and last update time.
  2. Inspect Columns: Use /api/v1/meta/datasets/{id}/columns to understand the data schema.
  3. Fetch Data: Begin downloading historical data using the /api/v1/data/ paths.

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