Equities and ETF/ETN

AlgoSeek’s historical Equities, ETF and ETN data covers all US listed and delisted Stocks, ETFs and ETNs from January 2007 to present. Data is from every exchange as well as FINRA.

Data Formats

Trades and Quotes/Tick

Consolidated/SIP feed with NBBO, Trades and top-of-book Bid/Ask from each Exchange.

Trades Only

All historical trades from every exchange and FINRA.

Minute Bars

Trades Only or Trades+Quotes minute bars with 50+ fieldss including millisecond Bid/Quote OHLC, trade at Bid/Ask, trade direction, VWAP, etc.

Custom Bars

AlgoSeek parallel cloud framework can quickly build custom bars for any intraday timeframe with custom field calculations.

Full Depth/Tick Data

Full depth direct feeds for ARCA, Nasdaq, BATS and EDGX/Y.

Documentation

Trades + Quotes Trades Only Trade+Quotes
Minute Bars
Trade
Minute Bars
Full Depth
Guides Guide Guide Guide Guide Guide

Sample Data

Trades + Quotes Trades Only Trade+Quotes
Minute Bars
Trade
Minute Bars
Full Depth
Equity: IBM Sample Sample Sample Sample Sample
ETF: SPY Sample Sample Sample Sample Sample
ETN: VXX Sample Sample Sample Sample Sample

About The Data

Delisted Symbols

Includes symbols that have been delisted due to bankruptcy, M&A or any other reason.

Data Delivery

Delivery choices include Amazon AWS Cloud, AWS S3, FTP and disk.

As-Is And Adjusted

Stock raw data is provided “as-is” from the trading day to provide the most realistic backtesting and research. An adjustment factor file is available to compensate for corporate events like splits and dividends.

Data Collection

The data is raw without any filtering to provide the most realistic dataset for research and backtesting.

Research

AlgoSeek data is perfect for your institution’s historical research and backtesting.

Clients

Data is used by professional traders, hedge funds, banks and universities.

Pre and Post Market

Data includes all pre and post market trading sessions.

Timestamps

Each event is timestamped to the millisecond.

Updates

Daily and weekly update subscriptions are available.

Data Format

Data is provided in CSV format for easy manipulation.

Pricing

Includes all historical stocks, ETF, ETN and ADR data from January 2007 to present.

Price Per Symbol Per Historical Year

Trades + Quotes Trades Only Trade+Quotes
Minute Bars
Trade
Minute Bars
Full Depth
Per Symbol $20 $15 $10 $5 $50
Select 100 $16 $12 $8 $4 $40
Select 250 $11 $8 $5 $3 $30
Select 500 $7 $5 $4 $2 $20

Complete Historical Dataset

(incudes all Stocks, ETFs and ETNs)
Trades + Quotes Trades Only Trade+Quotes
Minute Bars
Trade
Minute Bars
Full Depth
1 year $6,000 $3,000 $2,000 $1,000 $5,000
2 years $10,800 $5,400 $3,600 $1,800 $9,000
3 years $15,600 $7,800 $5,200 $2,600 $13,000
4 years $19,800 $9,900 $6,600 $3,300 $16,500
5 years $24,000 $12,000 $8,000 $4,000 $20,000
6 years $27,600 $13,800 $9,200 $4,600 $23,000
7 years $30,600 $15,300 $10,200 $5,100 $25,500
Complete
data set
$36,540 $18,270 $12,180 $6,090 $30,050

Updates and Pricing Information

Updates Next day and weekly updates are available to keep your historical data updated.
Please contact us for more information.
Pricing One-Time Monthly or Quarterly Lease
One time payment to buy the historical data. For firms (meeting requirements) to purchase data and pay over time. For firms (meeting requirements) requiring on premise data.
Discounts Education Discount Startup Discount
Discount available for Educational Institutions. Discount available for startups.
Minimum Order Size $500 minimum order size.

Order

Historical Data

Contact Information