Real-Time Market Data
Real-time data that matches your historical archive.
Most firms discover their real-time and historical data differ the moment they move from backtest to production. With algoseek, the feed you trade on is the data you researched, from a pipeline in production for over a decade, now in its third generation.
CTA / UTP
OPRA
CME
CBOT
NYMEX
COMEX
CFE
OTC Markets
One pipeline
The moment you go live, you find out whether your vendor runs one pipeline or two.
Separate stacks mean separate normalization, separate timestamps, and data that doesn’t match when you go live. Mercury writes both from the same handler.
No algoseek client has ever lost a feed. Redundant A and B feeds over two routes, compared four ways before delivery.
Exchange feeds
Feed A
Route 1
Feed B
Route 1
Feed A
Route 2
Feed B
Route 2
Arbitration
4-way
verified
Ticker plant
Mercury
Your data
Real-time
Delayed
Historical archive
Same exchange. Same handler. Same data. Three outputs.
Custom builds
You trade. algoseek handles everything between the exchange and your screen.
A US regulator needed a custom OPRA NBBO. A bank needed intraday index pricing. A fund needed alternative data merged inside the ticker plant. algoseek built each from the hardware up.
US Regulator
Custom OPRA NBBO to the regulator’s own specification. High SLA. In production for years.
Bulge Bracket Bank
Intraday index pricing for the capital markets. Portfolio valuation across the bank’s QIS team and external agents.
Large Hedge Fund
Raw multicast OPRA delivered into AWS. Fully redundant across two regions.
Quantitative Fund
Alternative data combined with market data feeds inside the ticker plant. Real-time derived metrics.
You describe the requirement. We build the infrastructure.
Low-latency trading systems, real-time calculations, high-SLA index pricing. algoseek builds, operates, and monitors it around the clock.
Custom calculations running inside the ticker plant
Custom feeds run as add-ons to the existing ticker plant, not greenfield builds: faster deployment, fewer things that can break.
Real-time data pricing sample
No conversations about pricing before you see the numbers. US equities sample below. Other asset classes on request.
Sample pricing for US equities (SIP: CTA/UTP). Futures, options, and OTC pricing on request.
Real-Time Feed
$2,500/mo
The full US equity universe, streaming to your infrastructure
- Full US equity universe
- Complete CTA/UTP lossless packet feed
- Fully arbitrated A and B feeds
- Regional redundancy
- Institutional level support
- Mercury intraday playback and rewind
Exchange fees apply. algoseek helps with all paperwork.
Delayed Feed
$1,250/mo
Same data, same quality, 15 minutes behind. No exchange fees.
- Full US equity universe
- Complete CTA/UTP lossless feed
- Up to 90 quantitative fields per bar
- Most advanced bars for machine learning
- 15-minute delay
No exchange fees for delayed feeds.
Real-Time + Research Package
$3,750/mo
Research on historical data, trade on real-time. One pipeline, one price.
- Everything in Real-Time Feed
- Full historical research package
- Real-time at half price when bundled with historical
- One pipeline from backtest to live
Exchange fees apply. Combined historical + real-time.
Exchange licensing
Exchange licensing is the part every new client dreads. algoseek takes it off your plate.
Exchange fees depend on your classification and use case. algoseek is a vendor of record: we handle the paperwork, estimate the fees, and can get guidance from the exchanges without revealing your name.
Delivery
Your latency requirements decide how you receive the feed. algoseek delivers all three.
Co-location
Feeds run from Mercury at Equinix in New Jersey and Chicago. Cross-connect, or take a pre-racked server in small, medium, or large.
Traders, funds, market makers, broker-dealers
Cloud Delivery
Delivered into AWS, Google Cloud, or Azure via dark fiber or internet. algoseek manages both ends of the connection.
Research teams, quant platforms, fintechs
Internet
RESTful API and WebSocket access for the full universe of US equities, options, and futures. Real-time or delayed. Dedicated private connection available on request.
Back offices, portfolio managers, app developers
Questions about real-time data
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Can I subscribe to only trades or only data from selected exchanges?
algoseek can provide data on consolidated tapes such as SIP as well as individual exchange feeds. Futures and future options are licensed by individual exchange for all data.
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Is the real-time feed the same data as the historical archive?
Historical data is a capture of the real-time feed, saved as an archive and updated daily. You can license one without the other, or both. With the historical package, streaming licenses are at 50% of list price.
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How does algoseek process the data?
Raw multicast data from the exchanges runs through the 3rd generation Mercury ticker plant: custom low-latency Linux, specialized network hardware, C++ and assembly with zero external dependencies. Mercury normalizes feeds into standard or custom formats including trades, time bars, and derived metrics.
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If I am receiving real-time, can I save the historical?
Real-time clients can retain up to 48 hours of data from their feed. For longer access, the historical packages give you the full archive back to 2007 for equities. One pipeline, one data source.
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What co-location options are available?
Equinix in New Jersey (NY2, NY4, NY5) and Chicago (CH1, CH2), with feeds running directly from the Mercury ticker plant. Cross-connect or full co-location, with standard pre-racked servers in small, medium, and large configurations.
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Can I subscribe to other data alongside real-time feeds?
Yes. algoseek can access third-party data on your behalf, cross-reference it with algoseek identifiers, apply quality control and normalization, and deliver everything in a consistent format.
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What are the exchange fees?
Exchange fees depend on your classification (professional vs nonprofessional) and your use case. Real-time streaming always requires exchange fees on top of algoseek fees; some delayed feeds may too. algoseek will provide guidance on expected fees for your use case.
One conversation. We scope the feed, the delivery, and the licensing.
algoseek typically responds within 24 hours. You talk to the engineers who build and operate the infrastructure, not a sales team.
Start with historical data
Up to a year of historical data in the Sandbox, no credit card required. Validate first, add the feed when you’re ready.