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

Data packages powerful solution
ARDA DB logo

InfraConnect cloud integration