The data
solution provider
Trusted by solution provider
Experience the most accurate U.S. market data with easy, flexible access. We cover all U.S. exchanges, asset classes, and products —from Last Sale and TAQ to full order books — providing latency profiles that range from ultra-low-latency feeds to historical archives. For seamless implementation, whether you need co-location, a RESTful API, or direct cloud-based usage,
we tailor our market data solutions to fit your exact needs.
Data since
2007Service Downtime since Inception
ZERODaily Live-Trading AUM
$350BTrusted by
Our data, technology and services are the go-to for regulatory bodies, banks, funds, service providers, and other institutions including:
Easy, Flexible, Intuitive:
Access Real-Time Market Data
Whether you are an online broker, trader, market maker, portfolio manager, researcher, website, or finance service provider, we have the real-time data access method that meets your latency and functionality needs.
CoLocation
MultiCast
TCP Socket
Hosted Solution
Colocate or cross-connect to algoseek to receive low-latency (< 15 us) & high availability data feed directly from our third-generation ticker plant. Includes feed replay, add/remove tickers, etc.
Good for traders, funds, market makers, broker-dealers, fintechs, and financial services providers.
Internet
RESTful API
WebSocket
TCP Socket
One standardized API to access the entire universe of US equities, Futures and Options, stream real-time prices, retrieve historical data, company fundamentals, news, and more. Dedicated private connection available upon request.
Good for back offices, portfolio managers, corporate treasurers, app and website developers.
Cloud & Custom
Kafka
AWS Kinesis
Delta Live Table
Deliver high-quality data directly to your designated databases and applications, so you can focus on analysis and decision-making, instead of building and maintaining data 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.
Simple Storage & Real-Time Query Services
algoseek Private Cloud
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.
The ONLY
Institution-Oriented Data Vendor
Offering Comprehensive Data Solutions at Sensible PricesInstitution-Oriented Data Vendor
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.
Power your
business-critical applications
business-critical applications
Whether you create applications, train models, backtest your strategies, manage your portfolio, or mitigate regulatory risks, we’ve got you covered.
AI and ML
Leverage our deep historical archives and customized real-time feeds for backtesting and live trading, empowering your strategies to fully harness enriched market data.
Financial Applications
Seamlessly integrate algoseek market data by colocating with us or by tapping into our industry-standard APIs for electronic and click trading, OMS/EMS, risk management, workflow tools, and CRMs.
Websites
Leverage algoseek's APIs to enhance your websites with premium financial data, captivating digitally-savvy and mobile audiences.
Regulatory Compliance
A comprehensive historical database of tick data across all asset classes to help you meet best execution, Fundamental Review of the Trading Book (FRTB) and other compliance use cases.
Use Cases
Our real-time data offerings span a wide range of asset classes, data types, access methods, and services. This versatility positions us as the single or primary data solution provider for our clients’ unique business needs. Let's take you beyond the screen.
Mid-NBBO Dark Pool
Custom Low-Latency Equity Data Feed
Server Hosting
Private Connectivity
A leading global bank has its dark pool servers co-located with algoseek to receive low-latency US equity feed with custom data fields, including mid-NBBO calculated according to a set of pre-defined rules. algoseek also provides secure connection for the bank’s dark pool clients, and dedicated private bandwidth for its front, middle, back office operations.
Quant & Prop Trading
Real-Time Equity, Options, Futures, and Future Options packages
Server Hosting
API and Private Connectivity
ArdaDB
An Asian quant and prop trading firm chose algoseek as its market data provider. The firm has its servers running trading software and OMS/EMS co-located with algoseek and receives low-latency feeds. Its traders access market data via WebSocket and RESTful API and query ArdaDB from Singapore and HK offices. algoseek also provides private connectivity between the firm’s servers and Asian offices.
Market Making
Low-latency Options TAQ, custom TTOB and Greeks Feed
Cross-Connect
A prominent options market maker chose algoseek for our Options TAQ, customized TTOB, and Greeks, prioritizing speed, accuracy, and availability. Our Options TTOB offers a snapshot of the market at each trade, effectively condensing the extensive Options TAQ data into a more manageable format. This not only eases the data load but also significantly reduces the computational demand on the market maker's servers. Additionally, algoseek provides cross-connection from our ticker plant to the market maker's servers.
Online Service Provider
Equity and Futures Trade, Minute Bar, Bars of random time period
RESTful API
Real-Time ArdaDB
A financial service provider utilizes algoseek data to offer real-time price updates, charting, and order analysis to equities and futures retail traders. Their software queries the last sale for any given ticker using RESTful API, and employs ArdaDB to generate bars for any selected time period. Additionally, they use ArdaDB to power a customizable scanner, allowing users to set parameters for efficient market discovery.
Highlights
See what our clients enjoy about algoseek the most
Quality Data
“The consistency between Algoseek’s historical datasets and its real-time feeds has been invaluable. Our research models move straight into production without rework because the data structure and symbols are aligned from backtest to live trading.”
CTO
Northbridge Quant Labs
Affordable Data
“Algoseek gives us access to professional-grade market data without forcing us into enterprise-level budgets. It’s made high-quality real-time data practical for our entire research team.”
Head of Trading
Silver Line
High-touch Support
“Algoseek’s support team feels like an extension of our own engineering group. Their responsiveness and technical depth have made onboarding and ongoing operations remarkably smooth.”
Director of Trading Systems
Blue Heights Capital
Quality Data
“The consistency between Algoseek’s historical datasets and its real-time feeds has been invaluable. Our research models move straight into production without rework because the data structure and symbols are aligned from backtest to live trading.”
CTO
Northbridge Quant Labs
Affordable Data
“Algoseek gives us access to professional-grade market data without forcing us into enterprise-level budgets. It’s made high-quality real-time data practical for our entire research team.”
Head of Trading
Silver Line
High-touch Support
“Algoseek’s support team feels like an extension of our own engineering group. Their responsiveness and technical depth have made onboarding and ongoing operations remarkably smooth.”
Director of Trading Systems
Blue Heights Capital
Quality Data
“The consistency between Algoseek’s historical datasets and its real-time feeds has been invaluable. Our research models move straight into production without rework because the data structure and symbols are aligned from backtest to live trading.”
CTO
Northbridge Quant Labs
Additional Services
Data Onboarding & Feed Consolidation
The algoseek data engineering team utilizes our data pipeline infrastructure to help clients onboard real-time and historical data from third-party sources, consolidating all data into a single API access point.
Real-time Data Calculation
We provide real-time data calculations, including custom indicators, synthetic pricing, options pricing, filtered pricing, outlier removal, and more.
Ticker Plant as a Service
Apart from providing a real-time data feed, we also provide our third-generation ticker plant software as a service to help clients create their own data feeds and become data vendors.
Sample Pricing Plans for all Data Uses
All algoseek market datasets have real-time, delayed and historical data. Explore our sample 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)
$1,100/month
No Exchange fees
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
$2,500/month
Exchange fees
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
$3,750/month
Exchange fees
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
Custom Delivery Methods
Project Manager
All PhD development and support team
Expert help with design and building
Select services (colocation, connectivity type, etc)
Incubator Discounts
Launching funds, startup fintechs, etc can qualify for incubator program to receive discounts.
Delivery
Most datasets can be delivered over cross-connect, Cloud dedicated connection (eg. AWS Direct Connect), Internet or dark fiber. For a detailed discussion, please
Contact UsServer Build and Support
Custom servers and full hardware support for the most demanding usage.
Contact UsFrequently 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.