The de facto standard for professional market data and infrastructure.
Trusted by two US regulators and powering 1,855+ institutions and professionals since 2015.
Every dataset across equities, options, and futures
Real-time feeds, historical archives, and the reference data that holds them together. Browse by asset class.
Real-Time Streaming
Equities · Live · Mercury
Live stream + delayed feeds
The same CTA/UTP feed that powers the historical archive, delivered over multicast and working with co-location in Equinix NY2/NY4 and CH1 data centers. The data you trade on is the data you research on.
Since Live
Multicast, TCP, co-located delivery
Same Mercury handler as the historical archive
AAPL
Apple Inc.
MSFT
Microsoft Corp.
GOOGL
Alphabet Inc.
AMZN
Amazon.com
TSLA
Tesla Inc.
Sample datasets
TAQ & Bars
Equities · TAQ · Bars
The real SIP feed covering all US equity exchanges. Trades and quotes, trades, and second and minute bars with up to 90 quantitative fields per bar, all available both historical and real time.
Since 2007
Up to 90 quantitative fields per bar
Full SIP feed (CTA/UTP)
AAPL
Apple Inc.
MSFT
Microsoft Corp.
GOOGL
Alphabet Inc.
AMZN
Amazon.com
TSLA
Tesla Inc.
Sample datasets
Equity Security Master
Reference · Identifiers
The ASID persistent identifier follows each security through ticker changes, mergers, and delistings. Cross-referenced against FIGI, ISIN, and the identifiers your pipelines already use.
Since 2007
ASID, FIGI, ISIN, plus industry identifiers
Battle-hardened, built from multiple sources
ASID
algoseek ID
FIGI
Financial Inst.
ISIN
Intl Securities
TICKER
Ticker symbol
MIC
Market Identifier
Sample datasets
Adjustment Factors
Reference · Corporate actions
Comprehensive corporate actions and adjustment factors for accurate historical analysis. Covers splits, dividends, mergers, spinoffs, and other events that affect price continuity.
Since 2007
Full corporate actions history
Essential for accurate backtesting
Splits
Stock splits
Divs
Dividends
Mergers
M&A events
Spinoffs
Spinoff events
Rights
Rights issues
Sample datasets
IPOs
Reference · New listings
IPO data covering new listings, initial pricing, and first-day trading activity across US equity markets.
Since 2007
New listings and initial pricing
Complete US IPO coverage
Date
IPO date
Price
Offer price
Size
Deal size
Exchange
Listing venue
Sector
Industry
Sample datasets
Index Components
Reference · Index membership
Historical index composition data tracking which securities belong to major indices at any point in time. Critical for avoiding look-ahead bias in index-based research.
Since 2007
Historical index membership
Point-in-time composition, no look-ahead bias
S&P 500
S&P 500 comp.
Russell
Russell indices
DJIA
Dow Jones
Nasdaq
Nasdaq 100
Sector
Sector indices
Sample datasets
Real-Time OPRA
Options · Live · Mercury
Live stream + delayed feeds
Live OPRA stream carrying the same trade and NBBO data as the historical archive, delivered from Mercury. Shared schema, so strategies move from backtest to production without rewrites.
Since Live
Multicast, TCP, co-located delivery
Same Mercury handler as the historical OPRA archive
SPY
SPDR S&P 500
QQQ
Invesco QQQ
AAPL
Apple Inc.
IWM
iShares Russell
VIX
CBOE Volatility
Sample datasets
TAQ (Trades and Quotes)
Equity options · Full feed
Complete Options Price Reporting Authority feed covering all US equity options exchanges. Trade and quote data with NBBO, top-of-book, and full quote variations.
Since 2014
Full feed, all US options exchanges
The complete OPRA event stream
SPY
SPDR S&P 500
QQQ
Invesco QQQ
AAPL
Apple Inc.
IWM
iShares Russell
VIX
CBOE Volatility
Sample datasets
TANQ (Trades and NBBO Quotes)
Equity options · Trades + NBBO
Trades paired with the National Best Bid and Offer rather than the full quote stream. Also available with top of book quotes, both historical and real time.
Since 2014
Trades and NBBO quotes
NBBO and top of book variations
SPY
SPDR S&P 500
QQQ
Invesco QQQ
AAPL
Apple Inc.
IWM
iShares Russell
VIX
CBOE Volatility
Sample datasets
Minute Bars
Equity options · Aggregated
One-minute bars with up to 60 fields per bar, built from the full OPRA feed. Trade and quote bars, trade-only bars, and continuous contract bars, available both historical and real time.
Since 2014
Up to 60 fields per bar
Built from the full OPRA feed
SPY
SPDR S&P 500
QQQ
Invesco QQQ
AAPL
Apple Inc.
IWM
iShares Russell
VIX
CBOE Volatility
Sample datasets
Options Security Master
Reference · Options identifiers
Well-tested options security master mapping every options contract through its lifecycle, including expiration, strike changes, and underlying corporate actions.
Since 2014
Full contract lifecycle tracking
Proprietary options identifier system
OSI
OSI symbol
Root
Root symbol
Expiry
Expiration
Strike
Strike price
Type
Put/Call
Sample datasets
Greeks and IV
Analytics · Derived
Options greeks and implied volatility. Delta, gamma, theta, vega, and rho across the full OPRA universe.
Since 2014
Greeks and IV at multiple intervals
Full OPRA universe coverage
Delta
Price sensitivity
Gamma
Delta change
Theta
Time decay
Vega
Vol sensitivity
IV
Implied vol
Sample datasets
Real-Time Futures
Futures · Live · CME Group
Live stream + delayed feeds
Live CME Group feed covering CME, CBOT, NYMEX, and COMEX as an officially licensed reseller. The schema of a live trade matches a 2014 trade in the backtest.
Since Live
Multicast, TCP, co-located delivery
Officially licensed CME Group reseller
ES
E-mini S&P
NQ
E-mini Nasdaq
CL
Crude Oil
GC
Gold
ZB
US T-Bond
Sample datasets
Depth
Futures · Order book
Order book depth to ten levels across CME, CBOT, NYMEX, and COMEX. The most granular view of the futures market, available both historical and real time.
Since 2014
10 depth levels
Officially licensed CME Group reseller
ES
E-mini S&P 500
NQ
E-mini Nasdaq
CL
Crude Oil
GC
Gold
ZB
US T-Bond
Sample datasets
Trades and Quotes
Futures · Full feed
The full trades and quotes feed for CME, CBOT, NYMEX, and COMEX. Every trade and every quote, available both historical and real time.
Since 2014
Every trade and quote
Officially licensed CME Group reseller
ES
E-mini S&P
NQ
10E-mini Nasdaq
CL
Crude Oil
GC
Gold
ZB
US T-Bond
Sample datasets
Trades
Futures · Trade only
The trade-only feed across CME, CBOT, NYMEX, and COMEX, every trade without the quote stream, available both historical and real time.
Since 2014
Trade-only feed
Officially licensed CME Group reseller
ES
E-mini S&P
NQ
E-mini Nasdaq
CL
Crude Oil
GC
Gold
ZB
US T-Bond
Sample datasets
Minute Bars
Futures · Aggregated
One-second and one-minute bars with up to 55 fields per bar, built from the full feed for CME, CBOT, NYMEX, and COMEX, available both historical and real time.
Since 2014
Up to 55 fields per bar
Built from the full futures feed
ES
E-mini S&P
NQ
E-mini Nasdaq
CL
Crude Oil
GC
Gold
ZB
US T-Bond
Sample datasets
Real-Time Future Options
Derivatives · Live · CME Group
Live stream + delayed feeds
Live options-on-futures feed across the full CME Group complex, on the same Mercury infrastructure as the historical archive. Same schema live as historical.
Since Live
Multicast, TCP, co-located delivery
Same Mercury handler as the historical future-options archive
ES Opts
S&P Fut Opt
CL Opts
Crude Opt
GC Opts
Gold Fut Opt
ZB Opts
T-Bond Opt
NG Opts
NatGas Opt
Sample datasets
Depth
Future options · Order book
Order book depth for options on futures across CME, CBOT, NYMEX, and COMEX, available both historical and real time.
Since 2014
Order book depth
Officially licensed CME Group reseller
ES Opts
S&P Fut Opt
CL Opts
Crude Opt
GC Opts
Gold Fut Opt
ZB Opts
T-Bond Opt
NG Opts
NatGas Opt
Sample datasets
Trades and Quotes
Future options · Full feed
The full trades and quotes feed for options on futures across CME, CBOT, NYMEX, and COMEX, available both historical and real time.
Since 2014
Every trade and quote
Officially licensed CME Group reseller
ES Opts
S&P Fut Opt
CL Opts
Crude Opt
GC Opts
Gold Fut Opt
ZB Opts
T-Bond Opt
NG Opts
NatGas Opt
Sample datasets
Trades
Future options · Trade only
The trade-only feed for options on futures across CME, CBOT, NYMEX, and COMEX, available both historical and real time.
Since 2014
Trade-only feed
Officially licensed CME Group reseller
ES Opts
S&P Fut Opt
CL Opts
Crude Opt
GC Opts
Gold Fut Opt
ZB Opts
T-Bond Opt
NG Opts
NatGas Opt
Sample datasets
Minute Bars
Future options · Aggregated
Minute bars for options on futures, built from the full feed across CME, CBOT, NYMEX, and COMEX, available both historical and real time.
Since 2014
Trade and quote minute bars
Built from the full feed
ES Opts
S&P Fut Opt
CL Opts
Crude Opt
GC Opts
Gold Fut Opt
ZB Opts
T-Bond Opt
NG Opts
NatGas Opt
Sample datasets
One architecture, from the exchange to your application
algoseek built its servers, owns its low latency networks, and wrote its own ticker plant. Zero third-party dependencies means nobody else’s update, corrupted library, or mistake can take the feed down. algoseek owns and controls every link in the chain.
Exchanges
Raw multicast feeds
SIP (CTA/UTP) · OPRA
CME · CBOT · NYMEX · COMEX
OTC Markets · CBOE Indices · CFE
New Jersey · NY2 / NY4 / NY5
A feed
Lossless
capture
B feed
Lossless
capture
Regional failover
Chicago · CH1 / CH2
A feed
Lossless
capture
B feed
Lossless
capture
Mercury ticker plant · 3rd gen
Four-way
arbitration
4 copies in
1 consensus out
Normalization
Schema · ASID
Up to 90 fields per bar
One source
Real-time
Streaming feed
Delayed
15-minute
Historical archive
Same handler
Since 2007
By latency need
Co-location
Cross-connect
direct from Mercury
Cloud
AWS · Google · Azure
Internet
API · bulk download
Your
applications
Co-lo · Cloud
On-prem
We run the infrastructure. The data is what it produces.
algoseek was spun off from a low-latency trading fund, having developed its own ticker plant, co-location, and data pipelines before ever selling a dataset.
Today, the same expert engineering team operates infrastructure for funds, bulge bracket banks, fintechs, regulators, and the data vendors who build their own products on top of it.
Infrastructure
Dedicated servers
Pre-built, ready to rack
Standardized small, medium, or large builds at Equinix NY2/NY4 and Chicago CH1, monitored around the clock.
Custom infrastructure
Built to the requirement
For enterprise deployments and complex co-location hosting, we design and build the full environment: network, feeds, compute, and provide remote hands. This is the work we do for banks and regulators.
Data & vendor services
Data engineering and delivery
Custom fields, third-party source integration, order book aggregation, and delivery into AWS, Snowflake, Databricks, or wherever your team already works.
For data suppliers
Vendors build, host, deliver, and support their own products on algoseek infrastructure, with marketplace listing, billing, a customer console, and first-line support handled for them.
From historical research to live trading on the same data
Most vendors cover one stage of the strategy lifecycle well. algoseek covers all four on the same pipeline, so the logic you validated in research is the logic that runs with real money.
01
02
03
04
Historical research
Backtest on 20+ years of tick data with up to 90 quantitative fields per bar.
history
20+ years, tick-level
Fields
Up to 90 per bar
Access
S3, API, SQL, and Notebook
Out-of-sample testing
Walk-forward validation on held-out periods.
Isolation
Clean date-range queries
Schema
Identical to Stage 01
Reference
Point-in-time security master
Paper trading
Test the strategy on live feeds before you risk real money.
Feed
Mercury real-time multicast
Schema
Same bar format as historical
Latency
Low latency
Live trading
Ship to production without rewriting a single line of data-handling code.
Uptime
No client downtime since 2015
Delivery
Co-location, cross-connect, cloud hybrid, and internet
Support
Core engineering team
What stays constant
The work you did in Stage 01 still runs in Stage 04.
Identifier
ASID (persistent)
Schema
Up to 90 fields per bar
Reference data
Security master, corporate events
Source
One source of truth
Nothing changes from backtest to live, because there is only one pipeline. Same identifier, same schema, same handler from 2007 to the tick that arrived this morning.
Explore the data before you talk to anyone
Up to a year of production data, queryable now in Python, SQL, and Restful API. No credit card, no sales call.
The sandbox runs on ArdaDB: over 10 petabytes of algoseek data, pre-loaded and queryable. No schema to map, no batch jobs, no datasets to ingest. You connect and the data is already there.
Cost is a fixed monthly fee, not a meter. Hit the database as hard as you like and the price does not move.
What that looks like on your invoice
ArdaDB
Subsecond
typical query
Flat
monthly fee
None
per-query cost
Typical cloud data warehouse
Seconds+
typical query
Usage
monthly fee
$
per-query cost
ArdaDB runs on fixed monthly compute with AWS egress at pass-through rates. No per-query fees, no surprise costs from analysts leaving dashboards running overnight.
Updated nightly
Ingestion, quality control, and reference-data joins run by the algoseek database team.
Standard SQL
No DSL, no proprietary query language, no retraining required.
Production-proven
Powers the RESTful API, the Python libraries, and the data sandbox behind this page.
What separates the data partner from the data vendor
Five places where ordinary vendor data quietly breaks, and what we do instead.
The first thing
Support that separates a partner from a vendor
Ask most vendors a hard question and you reach a triage queue, then a script, then a wait. Ask algoseek about an OPRA symbology edge case or a condition-code interpretation and you reach someone who built the data.
Direct to engineering
No tier-1 layer between you and the person who built it.
From the trading side
Core team rotates out of research and development.
Edge-case fluent
OPRA symbology, condition codes, corporate actions.
One business day
Contractual SLA. Most tickets close same-day.
Four-way arbitration
Exchange feeds go down. Yours stays up.
Every feed arrives four times over: A and B feeds through two independent routes, New Jersey and Chicago. Mercury writes the consensus of all four, so a route or a whole region can drop without touching what reaches you.
Source paths
Live
Down
Live
Live
100%
consensus
Your stream, uninterrupted, no matter what fails behind it.
4-way
arbitration across routes and regions
A + B
two independent routes
Since 2015
no client downtime through redundancy
Identifiers that survive every corporate event
Tickers change, companies merge, share classes split. ASID tracks each security through all of it, cross-referenced to FIGI, ISIN, and the rest.
ASID cross-reference
2012
Lists on XNAS
FB
2021
Renamed Meta Platforms
FB
2022
Ticker change
META
ASID 1048291
one identifier, unbroken through every event
Point-in-time query, as of 2018
→ FB · XNAS
Cross-referenced FIGIISINTICKERMIC
Up to 90 quantitative fields in every bar
The derived fields a quant team would otherwise spend a year building, already computed in every bar: order flow, buy and sell pressure, retail flow, VWAP variants, spread dynamics. Industry-standard bars carry ten to fifteen.
Inside equity TAQ minute bar
Query every dataset with one simple API
One RESTful API reaches every dataset: historical bars, security masters, and corporate actions. Standard HTTP, native Python and C# libraries, and the same SLA that serves two US regulators.
Authentication
API key in header, per-client scoping
Rate limits
Tiered by package, burst-tolerant
Response format
JSON, CSV, and Compressed CSV
Versioning
Explicit /v1 path, no silent breakage
Who We Serve
The professional finds us. The institution follows.
It starts with one quant who needs clean data, and ends with the whole team running on it.
Quant trading firms
Hedge funds, prop shops, and independent quants.
Banks and institutions
Surveillance, risk, compliance, execution analytics.
Regulators
Market reconstruction and oversight on reference-complete data.
Fintechs and data platforms
Custom feeds, white-label delivery, redistribution.
Academic researchers
Universities and research institutions, citable in published work.
Start with the data, not a sales call
Explore the data now
Notebook and SQL access to real production data. No credit card.
Talk to our team
Talk to someone who built the data. Response within one business day.