Financial data
For AcademiaEmpowering professors, educators, students and universities with comprehensive market and reference data and cost-effective subsets for research, demos, and projects. All accessible through
intuitive, user-friendly methods.
Total Data Size
30 PBData since
2007Service Downtime since Inception
ZEROTrusted by
Our data, technology and services are the go-to for regulatory bodies, banks, funds, service providers, and other institutions including:
The ONLY
Institution-Oriented Data Vendor
With Professional and Reasonably-Priced Data SolutionsInstitution-Oriented Data Vendor
for Academic Users
Our featured products include:
Security Master File
Offers a stable reference system for tracking securities over time. Each security is assigned a unique algoseek SecID that persists through ticker changes. Our meticulously maintained Security Master File records changes in tickers, listing exchanges, company names, mergers, demergers, spinoffs, etc., and cross-referenced algoseek SecID with multiple industry identifiers such as FIGI, ISIN, SEDOL, ensuring comprehensive and reliable data management.
Security Status
Tracks the distinct statuses of a security, including security type and subtype, order imbalance, short sale restriction, limit-up-limit-down, trading halt, insurer’s market tier and financial status (such as delinquent and bankrupt), etc.
Advanced Bar
The algoseek Equity TAQ Bar stands out in the realm of intraday data with an expansive set of 90 data fields, far surpassing the typical ~20 offered by most data vendors. This comprehensive dataset provides in-depth insights into market microstructure and trading dynamics, making it an indispensable resource for advanced research and the development of machine learning models.
Primary Exchange OHLC
All exchanges have used the ‘Official Open’ and ‘Official Close’ flags only since Sep 2019, and opening prices from non-primary exchanges usually arrive earlier than the official opening price from the primary exchange. As a result, most data vendors simply use the first or last trade, or the first opening or closing print received from any exchange, as the open or close price. algoseek Primary Exchange OHLC provides accurate primary exchange official opening and closing prices based on complex logic, including time, volume, trading flags, and the stock’s primary exchange information.
Easy, Flexible, Intuitive:
Access Real-Time Market Data
Whether you are a professor using data for research, educator creating dashboards, or student developing your own applications, we have the data access methods that meet your needs.
Co-Location
Co-locating with or cross-connect to us, and receive low latency (< 20 us) & high availability data feed directly from algoseek third-generation ticker plant. Support feed replay (TCP Socket only).
Internet
One standardized API to access the entire universes of US equities, Futures and Options, stream real-time prices, retrieve historical data, company fundamentals, news, and more. Easy access from any application. Dedicated private connection available upon request.
Cloud & Custom
Deliver high-quality data directly to your designated databases and applications, so you can focus on research and analysis, instead of managing data and pipelines.
A single, golden source of truth
algoseek Data Connectivity
From backtesting to real-time trading — and across front, middle, and back-office functions — you can seamlessly access high-quality financial data from around the globe with minimal installation and setup. Whether you need low-latency, consolidated, or historical data, our solution guarantees consistency across all access methods and the full latency spectrum.
API & Streaming
We support versatile real-time data streaming options, from low-latency co-location and cross-connect to internet access via TCP Socket, WebSocket, and Kafka.
For query-focused access, we offer two options: simple query and full SQL via RESTful API.
Custom Bulk Delivery
You can choose from a diverse array of file formats and delivery destinations, including AWS S3, SFTP, Snowflake, Databricks, CSV, JSON, Parquet, Turtle, AVRO, and more.
Cloud-Based Console
With algoseek user console services and Excel plug-ins, you can work with data directly in the cloud, without having to download data or install software.
Near-Rear-Time Managed Database Solution
Streamline your data management with our AWS-hosted ArdaDB, offering direct and secure access for querying algoseek's real-time and historical data. This eliminates the need for dedicated infrastructure on your end. You can freely choose database sizes to fit your team's needs.
Effortlessly upload to and download from the managed database, and integrate algoseek's market and reference data with your internal applications and servers, or build your own data warehouse in the cloud. ArdaDB is compatible with your everyday data analysis tools, allowing direct interaction with algoseek, third-party, and internal data.
Trusted Provider of
the Most Rigorous Institutions
the Most Rigorous Institutions
Third generation ticker plantstands the test of time
Our proprietary ticker plant has been designed to withstand the most extreme market conditions. Since our inception in 2015, we have successfully navigated through multiple times volume explosions with zero service downtime and zero data loss.
Primary and hot backup servers, each with redundant networks
For each exchange data feed, we use 2 fully segregated networks and 2 sets of servers to receive and consume the data to prevent interruption in the event of hardware failures.
2+1 storage: low latency, easy access, easy debugging
We store normalized data in (1)row-based ticker plant database to support ultra-low latency query and feed replay, and (2) columnar ArdaDB for full SQL capability in sub-second level latency. Additionally, we keep a copy of raw PCAPs.
Data cross-examination
We cross examine minute by minute our OHLC and volume between independently received and calculated by primary and backup servers to ensure data accuracy.
Sample Datasets for Academic Data Users
Explore our standard plans or customize your real-time market data solution to align with your unique objectives. Have questions? Contact us, and we are happy to help.
Delayed Second Trade+Quote Bars (90 Fields)
Contact Us for Pricing
Full US Equity Universe
90 Fields per Bar
Most advanced bars for ML
15 Minute Delay
Phone/zoom Support
Good for testing without exchange fees
Real Time Trade+Quotes
Contact Us for Pricing
Full US Equity Universe
Complete CTA and UTP
Lossless Packet feed
Fully Arbitrated or A/B feeds
Used by US Regulators
Low latency
Account Manager
Phone/Zoom support
For trading, benchmarks, risk management
Research Package and Real-Time Minute Bars
Contact Us for Pricing
Full US Equity Universe
25+ datasets of historical TAQ, bars, EOD market data with sec. master, corp. events and ref. data
Data from 2007
Second/Minute/EOD Trade+Quote Bars
Full events - TAQ
Low latency real-time
Used by US Regulators and top banks/funds
Account Manager
Phone/Zoom support
All data needed for intraday Equity research, trading, execution, risk management
Custom
Custom
Enterprise
Custom feed
Integrate other third-party feeds
Experienced team used to global banks and regulators
Select access methods
Project Manager
All PhD development and support team
Expert help with design and building
Select services (colocation, connectivity type, etc)
Frequently Asked Questions
I don’t need full Trades and Quotes from all exchanges. Can I subscribe to only Trades, or only data from selected exchanges?
Yes. algoseek can provide data from consolidated tapes such as SIP and OPRA, as well as data feeds from individual exchanges. As to exchange license fees, it depends. For example, the CTA plan allows subscribers to subscribe to trades and quotes separately, but UTP charges a holistic fee for trades and quotes; futures and future options are licensed by individual exchanges, but trades and quotes cannot be licensed separately. Please discuss with us your data needs, and we will work out the best real-time data solution for you.
Apart from algoseek data, I also subscribe to other data vendors. Can I access all the data from a single access point?
Yes. We provide data onboarding and pipeline services for our clients. We act as your service provider and access third-party data on your behalf, perform cross-referencing, quality-control, normalization and transformation as you need, and deliver the data to your specified destination.
Where does algoseek data come from?
algoseek’s market data products are built on direct exchange feeds, processed through our third-generation ticker plant infrastructure. We receive raw binary data directly from the exchanges and normalize it into standard or custom formats — including trade and quote data, time bars, technical indicators, and derived metrics such as options Greeks.
How do you manage to provide much better pricing than other high-end, institutional-grade data vendors?
It’s simple actually: (1) Economies of scale: Our cost curve has already flattened; (2) Bootstrapping: We don’t have investors demanding for quick returns; all algoseek shares are owned by our highly-mature, self-motivated teammates who choose long-term growth over short-term interests (3) Commitment: Data shouldn’t be that expensive, really. We are committed to change the status quo.