ALalgoseek
us-equity-intraday-bar

US Equities Trade Only Second Bar Excluding FINRA/TRF Trades

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The U.S. Equities Trade-Only Second Bar (Excluding FINRA/TRF Trades) dataset provides a one-second summary of executed trades for U.S. exchange-listed equities, constructed exclusively from on-exchange trade activity. Each one-second interval includes Open, High, Low, Close, and Volume (OHLCV) metrics, along with VWAP and trade count, delivering a high-resolution intraday view of trading activity based solely on lit exchange executions. Off-exchange trades reported to FINRA Trade Reporting Facilities (TRF) are explicitly excluded, enabling clean isolation of exchange-driven price formation and volume. The dataset is derived from the consolidated Equity Securities Information Processor (SIP) trade feed and covers all public-traded U.S. equity issue types, including common and preferred stocks, ETFs, ETNs, ADRs, warrants, and units.

For more details, please refer to the dataset documentation: US Equities Trade Only Second Bar Excluding FINRA/TRF Trades Guide.

<details> <summary>**Advanced Filtering**</summary>

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 <a href="https://algoseek.com/docs/rest-api/tutorial/advanced-filtering">Advanced Filtering Guide</a> for the extensive reference.

</details>
get/v1/data/us-equity/trades-1sec-nofinra/{identifier}

Request

Path parameters

identifierstring required

Dataset's security identifier

Query parameters

periodstring nullable

A string representing the time period for which to retrieve data. The format and accepted values depend on the dataset. If not provided, data for all available periods will be returned.

sortstring nullable

Sorting criteria for the results. Provide a column name with optional prefix '+' for ascending order, or prefix with '-' for descending order. Multiple sorting fields may be supported depending on the dataset. If sort prefix is not provided, the ascending order is applied.

columnsstring nullable

A comma-separated list of columns to include in the response. Use this parameter to select only specific fields from the dataset. If not provided, all available columns will be returned.

offsetinteger

Number of records to skip before returning results. To be used with the limit parameter for pagination. If not provided, defaults to 0.

limitinteger

Maximum number of records to return. Default and maximum values depend on the response format; see format_limits in the schema for details.

response_format'json' | 'csv' | 'csv_gzip'

Note the lowercase which is used for the consistency with other projects and tools

The type of the data to return

Response

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

Example response

{
  "data": [
    {
      "TradeDate": "2026-01-09",
      "BarDateTime": "2026-01-09 09:30:00",
      "Ticker": "A",
      "ASID": 1010000000001000,
      "FirstTradePrice": 147.48,
      "HighTradePrice": 147.62,
      "LowTradePrice": 147.44,
      "LastTradePrice": 147.48,
      "VolumeWeightPrice": 147.61661,
      "Volume": 22661,
      "TotalTrades": 5
    }
  ],
  "pagination": {
    "limit": 1000,
    "next_offset": 2000,
    "offset": 1000
  }
}

Changes