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
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.