RESTful API
Equities, options, futures, and reference data through a single endpoint
Authenticate once, query any dataset algoseek has. JSON or CSV responses, standard REST conventions, and the same schema whether you’re pulling historical bars or streaming real-time data.
algoseek API Reference
v1
api.algoseek.com
Get minute bars
Returns minute bars with up to 90 fields per bar including VWAP, trade count, buy/sell volume, spread analytics, and order flow indicators.Parameters
symbol
REQUIRED
Ticker symbol (e.g. AAPL)
date
REQUIRED
Trading date (YYYY-MM-DD)
fields
OPTIONAL
Field set: standard, extended, or all
format
OPTIONAL
Response format: json or csv
Response Schema
200
403
404
422
symbol
string
AAPL
asid
int
1147693
time
string
09:30:00
open
float
243.52
close
float
243.76
volume
int
1,284,350
vwap
float
243.6712
Showing 7 of 90 fields
Python
cURL
C#
HTTP
from algoseek import Client client = Client (api_key= "…" ) bars = client. get_bars ( symbol= "AAPL" , interval= "1m" , date= "2025-01-15" , fields= "all" )
Response
{ "symbol": "AAPL", "asid": 1147693, "bars": [ { "time": "09:30", "open": 243.52, "close": 243.76, "volume": 1284350, "vwap": 243.67, "buy_volume": 742100 }, // … 389 more bars ] }
Why One API
Every vendor you add costs weeks before you see data
Onboarding a new data vendor is never just an API call. Your technical team has to set up connectivity, learn the schema, configure authentication, handle pagination and rate limits, map fields to your internal models, and deal with firewalls, VPNs, and access permissions. At a larger firm, add legal review, procurement, and security approvals. Each vendor repeats the entire cycle.
With algoseek, you do that work once. Equities, options, futures, reference data, corporate actions, and security master lookups all come through the same endpoint, the same authentication, and the same field schema. Integrate once, access everything.
What’s Behind the API
The data matters more than the delivery method
20+ years of history
Tick, bar, and reference data going back to 2007. Backtest through the 2008 crisis, the 2020 crash, and every regime in between. Updated daily, consistent with the live feed.
Security masters via API
Reconciling identifiers across vendors is a recurring headache. algoseek’s security master handles ASID, FIGI, and ISIN cross-referencing and entity resolution through the same API your pipeline already uses.
Real-time and historical
Query the historical archive or stream real-time data. Same authentication, same schema. Your backtest and your live feed come from the same source.
Standard REST conventions
Predictable URL structure, standard HTTP methods, pagination, and error codes. JSON or CSV response formats. No proprietary SDK required.
Institutional rate limits
Rate limits built for production pipelines that need to pull full universes, not for hobby projects pulling a single ticker. The API is a delivery method, not a metered product.
High-touch support
When something breaks, you talk to engineers who come from the trading and research side and understand the data. Not a ticket queue, not a junior rep reading from a script.
Endpoints
What you can query
GET
/v1/bars/minute
Minute bars with up to 90 fields
GET
/v1/bars/daily
Daily OHLCV bars
GET
/v1/taq/trades
Tick-level trade data
GET
/v1/taq/quotes
NBBO and top-of-book quotes
GET
/v1/reference/security-master
Security master lookups
GET
/v1/reference/adjustments
Corporate actions and adjustment factors
GET
/v1/options/greeks
Greeks and implied volatility
GET
/v1/stream
Real-time streaming (WebSocket)
Not Just an API
Four ways to access the same data
The RESTful API is one of four access methods. Every method hits the same underlying data, so your team can use whichever fits the workflow without worrying about consistency.
RESTful API
Programmatic
ArdaDB
Cloud SQL
Jupyter
Notebook
Download
S3 flat files
Start with the data, not the integration
Explore algoseek’s full archive in the Sandbox before writing a single line of integration code. No credit card needed.