Leave data to algoseek

All trades with exchange flags.

Millisecond or nanosecond timestamps.

All trades and top-of-book quotes (bid and ask) from all exchanges with flags.

Millisecond or nanosecond timestamps.

National Best Bid Offer included if applicable.

Shows the number of future contracts or the size of equity quotes that are displayed at each of the available prices.

Also known as the level II order book, depth of market.

Designed for quant clients needing ready-to-use in-depth intraday data for machine learning.

Include OHLC bid/ask/trades and unique fields such as TradeAtAsk, TradeAtBid,TradeAtMid, FinraVolume, RepeatUptickVolume, RepeatDowntickVolume, TimeWeightedBid/Ask, etc.

Provide Open/High/Low/Close price, volume and number of trades during the bar period.

The daily price and size for official open/close from the security’s primary exchange and the high/low of the day.

Standard end of day dataset with Open/Close price and volume of the day.

Data customization services to our clients.

With our effective data engineer team, cloud based infrastructure and parallel processing, custom bars are usually delivered in 3 to 7 days.

Map algoseek SecID to ISIN, FIGI, SEDOL, etc., to allow easy cross-reference with other data vendors.

Track changes on ticker, name, primary exchange, etc., for all listed and delisted securities.

Map algoseek SecID to FIGI to allow easy cross-reference with other data vendors.

Track start date, end date, expiration date, first notice, first delivery, last delivery.

Full events including dividend, merge/spinoff, spilt, hiring, AGM (Annual General Meetings), etc.

Detailed data points provide complete historical in-depth information with event update history.

Price and volume adjustment factors for dividend, merger, spinoff, split and reverse split.

Use to create historical adjusted time series.

Price and volume adjustment factors with detailed information such as dividend value.

Convert Exchange Tickers (or Futures Contracts) to algoseek Security Id and FIGI