> For the complete documentation index, see [llms.txt](https://developer.barchart.com/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://developer.barchart.com/market-replay-docs/api-query-types/form-t-minute-queries.md).

# Form T minute queries

Use Form T minute queries for stock minute bars that include Form T trades.

This includes pre-market and post-market activity.

## Request handler

```
https://historical.aws.barchart.com/historical/queryformtminutes.ashx
```

## Parameters

Required:

* `username`
* `password`
* `symbol`

Optional:

* `start`
* `end`
* `maxrecords`
* `interval`
* `order`
* `splits`
* `dividends`

## Time rules

* Times use Eastern Time.
* `start` is inclusive.
* `end` is exclusive.
* Use `yyyymmdd[hhmm[ss]]` for input dates and times.

## Response format

The endpoint returns one comma-delimited record per minute:

```
YYYY-MM-DD HH:MM,TRADING_DAY,OPEN,HIGH,LOW,CLOSE,VOLUME
```

## Example

Get IBM Form T minute records from September 1 through September 9, 2009:

```
https://historical.aws.barchart.com/historical/queryformtminutes.ashx?username=username&password=password&symbol=IBM&start=20090901&end=20090910
```

## Notes

* This endpoint supports stocks only.
* Use `interval` to aggregate contiguous minute bars.
* Set `splits` and `dividends` explicitly when adjustment behavior matters.

## Related

* [Minute queries](/market-replay-docs/api-query-types/minute-queries.md)
* [Minute Range queries](/market-replay-docs/api-query-types/minute-range-queries.md)
* [End-of-day queries](/market-replay-docs/api-query-types/end-of-day-queries.md)


---

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