Custom Financial Data Pipelines | algoseek Bespoke Services

Data Onboarding

We help our clients onboard and continuously manage data from external data sources, both historical and in real-time, and establish data consistency and vendor connectivity.

Collecting Data from Third-Party Sources

Using algoseek's prebuilt and custom-developed connectors, we extract data from any third-party vendor on our clients’ behalf. Especially good at handling high volume, high velocity data.

Data Profiling and Quality Control

Automatically examine and analyze the data, detect schema, generate summary; compare the data against pre-defined schema and quality metrics, generate quality report, alert on data drift and schema breaks.

Data Normalization & Cleaning

Standardize and reshape the data, sort values, transpose rows and columns, sanitize column names, normalize numerical values, and format dates; identify and eliminate anomalies, remove duplicate entries and outliers, and replace missing values with pre-defined logic.

Entity Mapping & Cross Referencing

Cross reference data using algoseek SecID and industry standard identifiers like FIGI and ISIN; map and match entities using predefined logic and AI/ML algorithms.

Data Calculation and Customization

We offer a wide range of custom data and analysis, real-time and historical data computing, and other market data-related services and solutions for brokerages, prop and quant traders, portfolio managers, financial websites, and startups.

Custom Data Fields and Aggregates

We customize data fields like technical and market indicators and synthetic pricing. We also offer a diverse range of aggregations such as Renko bar, options expiry bar, bars of various time intervals, bars that are aggregated based on a predefined number of ticks/volume/price movements, and bars that are based on long/short combination of multiple tickers (for example, AAPL + 3*MSFT - 2*GOOG).

Custom Indexes

We offer the creation and administration of custom indexes according to your specific methodology and rules set, including handling corporate actions, reweighting and rebalancing of index composition, and quality monitoring and controlling to ensure protection from inaccuracies arising from rare market events, data outages, or data degradation. Depending on your needs, we can calculate and disseminate the index in real-time, or at custom frequencies tailored for applications like market making.

Order Book Aggregation

We provide tailored insights into order books, for example we can merge TotalView and NYSE Integrated into a unified book, compare an order book's top-of-book quotes with NBBOs from the SIP feed, combine an order book with TAQ (trade and top-of-book quote) based bars, construct liquidity heatmap, and devise market profile indicators for non-executed volumes at each price level, among other custom solutions.

Options Analytics, Options Pricing and other Calculated Data Services

Other than our standard Options analytics datasets, we provide custom calculations of theoretical options prices, Greeks, implied volatilities, P/C ratios, and other metrics for options on equities, ETFs, indices, and futures, based on real-time and historical data feeds. We also provide other calculations, such as market indicators and signals.

Custom Market Scanner

We offer market scanners according to various criteria, including technical indicators, market indicators, options metrics, underlying fundamentals, etc., and the combination of multiple standards. This empowers our clients to monitor market behavior in real-time, pinpoint the optimal investment instruments, and sift through thousands of tickers, focusing only on the most promising trading opportunities.

Data Integration

Whether you’re a data consumer preparing data for AI and machine learning projects, or a data supplier building new data products, we help you process, integrate and curate data from various sources into a unified, easy-to-discover and ready-to-use format.

Data Extraction

Extract data from different sources such as web pages, emails, deep folders, databases, social media feeds, applications, etc., organize information into pre-designed schema, and stage it into files or relational databases for further processing.

Data Transformation and Blending

Validate, enrich (e.g. full address to street, city, state, and country), sanitize and transform any datasets, and quickly combine data from multiple sources, to accelerate research and productization.

Cloud Migration

Help our clients evaluate historical and real-time data, design architecture, plan and execute the data and code migrations to AWS or cloud ArdaDB, clean and transform the data when necessary, with complete testing, documentation, and quality control.

Data Curation

Structure, index and annotate data, and create and maintain data catalog and views, to facilitate data discovery and organization.

Custom Data Delivery

Backed by algoseek private cloud and highly-experienced data engineers

Any Destination

Aws

Google cloud

Snowflake

Databricks

Data lakes & Warehouses

Azure

SFTP

API

SQL

Analytics Platform

Any Delivery/ Access Technology

AWS

Google Cloud

Snowflake

Databricks

Azure

SFTP

API

SQL

Any File Format

CSV

JSON

Binary

Parquet

HDF5

Excel

FIX

Feather

Get your data how, where, and when you need it

The algoseek custom data delivery services offer flexible data distribution, supporting integration with multiple sources and destinations, diverse cloud environments, and a wide range of data formats and access technologies. This versatility allows us to provide tailored solutions to meet the delivery needs of both data consumers and data vendors.

Data Pipeline As a Service

No need to re-invent the wheel. Use algoseek pipeline modules to build and monitor your own pipeline with flexibility. Modules currently run in AWS environment but can easily integrate with any systems and infrastructure.

Source/Destination Connector

Connects to data sources and delivery destinations. With built-in data governance and safety protocols to meet security and compliance requirements.

Profiler & Quality Manager

Automatically examines and analyzes the data, detects schema, generates summary; compares the data against pre-defined schema and quality metrics, generates quality report, alerts on data drift and schema breaks.

Normalizer

Standardizes and reshapes the data, sorts values, transposes rows and columns, sanitizes column names, normalizes numerical values, and formats dates; identifies and eliminates anomalies, removes duplicate entries and outliers, and replaces missing values with pre-defined logic.

Cross-referencer

Cross-references data using algoseek SecID and industry standard identifiers like FIGI and ISIN.

Transformer & Blender

The Transformer module has multiple sub-modules performing data validating, enriching, sanitizing and transforming any datasets; The Blender quickly combines data from multiple sources.

Entity Mapper

Maps and matches entities using predefined logic and AI/ML algorithms.

Scheduler

Schedules the timing for pipeline execution, whether in real-time, daily at 2am, etc. If a task fails, it sets a re-try duration before triggering an alert.

Pipeline Manager

Oversees the interconnections between various modules, monitors the pipeline's operation, collects logs and alerts from each module, and sends alerts in case of discrepancies or issues.

Ticker Plant as a Service

Utilize algoseek 3rd Generation Ticker Plant to process exchange data feeds and normalize your raw PCAPs.

Supports all raw data feeds from all major US stock exchanges, with proven reliability, optimized for speed and efficiency.

Includes a row-based database with SQL query support.

Offers diverse output methods: multi-cast, TCP socket, web socket, Restful API, and Kafka streaming.

Supports time-machine feed replay.

Operational environments: both cloud-based and on-premises.

If you feel building your own ticker plant to process numerous feeds from multiple exchanges and upgrading in lockstep with exchange specifications are expensive and exhausting, algoseek Ticker Plant as a Service is the solution you need.

Financial Data Engineering Services