Algoseek: Ultra-Low-Latency Financial Data for Quant Trading

Who we are

Our ambition is to become the best market data and related service provider for the financial sector. Tech savviness is imprinted in our genes, as our founders developed our first-generation proprietary ticker plant in 2006, partially written in Assembly code and utilizing customized servers for enhanced efficiency. In 2015, algoseek was spun off from a trading fund and launched its first commercial dataset. Since then, we have been fusing technological sophistication and financial data know-how to empower our clients worldwide.

Subscribed by

1,850+

Institutions

Including

200+

Datasets

Data total

3,000+

Terabytes

Total live-trading AUM

$350+

Billion

Institutional grade, Friendly rate

Real-Time Market Data

Built on a founding team with 140 years of collective experience in data and algo-trading, and with over 60% of our R&D colleagues holding PhDs, algoseek data represents the industry’s highest quality, reliability, and flexibility. Whether you need ultra-low-latency data for high-frequency trading, absolutely accurate feed for industrial regulation, custom feed combining options and their underlyings for quantitative strategies, or internet-latency data for classroom demonstration and website display, we are here to deliver the real-time data solutions tailored to your needs.

Flexible Technology

Flexible Latency Profile

Flexible Access

Professional Academic

Institutional grade, Friendly rate

Data & Services
for Most Rigorous Use Cases

Quant and Algo Trading

Order Routing

Machine Learning

Market Making

Trusted by

Our data, technology and services are the go-to for regulatory bodies, banks, funds, service providers, and other institutions including:

Our Data Offerings

Data coverage across all major U.S. asset classes and exchanges, including Equity SIP (CTA/UTP), Options (OPRA), Futures (CME, CBOT, NYMEX, and COMEX). Data is curated with unparalleled professionalism, efficiency, and meticulous attention to detail. Our premium data products, including the Advanced TAQ Bars, Primary Exchange OHLC, Options TTOB, and normalized full-message feeds, are highly acclaimed and trusted by our clients.

Available as Historical, Daily & Real-time

Market data

Equity/ETF/ETN

Equity Option

Futures/Future Options

Crypto

Core reference data

Equities Security Master File

Options Security Master File

Futures Security Master File

Full Corporate Events

Options Greeks and Analytics

Extended reference data

News Feed

Fundamentals

IPOs/Announcements

Index Compositions

US Mutual Funds

Market Data Types

Our depth of expertise in market data enables us to offer a vast array of data types, including specialized aggregations like Renko bars and options expiry bars, computed analytics such as custom indicators, tailored data based on market participants and trade/quote types, ensuring a comprehensive suite of data solutions for diverse market needs.

TAQ series, including TAQ (Trade and Quote), TANQ (Trade + NBBO Quote), and TTOB (Trade + Top of Book)

Advanced TAQ Bars (flexible intervals available, 90+ data points)

Trade Only Bars (flexible intervals available)

Full Depth / Multiple Depth

Trade Only

Daily OHLC

End of Day

Custom Data

Core and Extended Reference Data

We provide comprehensive core reference data to describe and analyze financial instruments, including security status, options analytics, and a unique Security ID that ensures consistency despite ticker or name changes. Additionally, we offer extended reference data, such as corporate fundamentals, short interests, news, IPOs, index compositions, and more, helping our clients to navigate a seemingly fickle market and make well-informed decisions.

Equity/Future/Options Security Master File

Equity Announcements

Full Corporate Events

News

Equity IPO

Mutual Fund Fundamentals

Options Analytics

Detailed Adjustments Factors

Look-Up Files

Short Interest

Equity Fundamentals

Stock Index Composition

New

Data Packages

Get all the data you need, worry-free on costs

Flexible Sizing

We provide both standard and custom packages. You can choose the data you need and enjoy our package pricing.

Tailored Delivery

We deliver data directly to your preferred destination in the format you need. Alternatively, you can access our data using tools like standard API, SQL query, Jupyter Notebook, or Excel plug-in. We adapt to your workflow.

Single, Golden Source of Truth

All our datasets are consistent across historical, daily updated, delayed and real-time, and across different file formats and access methods, ensuring a single, golden source of truth from backtesting and simulation to live trading.

View Package Options

Quants’ go-to database

Fast

Built on the ClickHouse open-source code, with adaptions for cloud environment and financial market data to further boost efficiency.

Ready-to-Use Data

algoseek historical datasets with near-real-time updates, 2 PB and growing, are already in ArdaDB, ready for you to use, without you bearing storage costs

Low Operational Overhead

ArdaDB eliminates operational overheads, drastically cutting computing costs and freeing up database engineers' time.

Safe & Private

Dedicated DB server & storage for each client with multi-factor authentication.

algoseek Private Cloud

Simple Storage & Real-Time Query Services

algoseek proprietary GSS (Gateway Simple file Storage)

algoseek proprietary GSS offers an interface identical to AWS S3, allowing clients to download large datasets without incurring costly egress fees. GSS also supports HTTP for browser-based interaction and high-speed SFTP for secure, efficient data transfers. As a file-based storage solution, GSS can handle any type of data—from raw PCAP and normalized market data to corporate actions, fundamentals, news, and metadata.

algoseek VSS (Volant SQL Server)

Built in-house, algoseek VSS is an ultra-fast, real-time database optimized for ingesting high-volume streaming data such as OPRA feed. It provides lightning-fast SQL lookups and simple calculations of both real-time and historical data, while also powering our RESTful API services. With VSS, algoseek clients enjoy random access to datasets of any size in real-time, ensuring swift and flexible data analysis.

algoseek Console

A centralized platform providing immediate access to a comprehensive suite of algoseek and third party financial data, tools, and services, all within a secure cloud environment

A Zero Setup Time, Zero CapEx, Zero Maintenance data solution, allowing you to immediately work with data on our platform using your preferred tools, or from your own computer with database connection, algoseek Python Library, or Excel plug-in.

Go to Console

Leave Data to algoseek

Data Onboarding & Engineering Services

Collecting data from third-party sources

Data profiling and QA

Normalization & cleaning

Cross-referencing & entity mapping

Delivery

We build and maintain pipelines on your behalf, extracting data from multiple third-party sources, integrating it into a unified, easy-to-discover and ready-to-use format, and delivering it to you in your delimited format at your designated location(s). You focus on what you do best and leave data troubles to algoseek.

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