Why algoseek
Used by two US regulators for official market price determinations
When broker-dealers dispute a market price, the regulatory determination is based on algoseek data. That is not a marketing claim. It is our actual role in US regulatory infrastructure.
Only two types of vendors have ever served this function: large multi-billion dollar firms and algoseek.
Security masters
Your research is only as good as your security master
A ticker from 2015 may be a different company today, and your backtest will never tell you: survivorship bias, undetected. Most vendors source security masters from third parties or skip them; algoseek built its own, hardened by production use at banks, funds, and regulators.
FIGI ISIN SEDOL CUSIP US Equity OPRA CME CBOT NYMEX COMEX
What happens without a security master
2015 — $ACME trades at $42
Your backtest buys ACME Corp based on a mean-reversion signal.
2018 — $ACME acquired, ticker reassigned
The ticker now belongs to a different company. Your backtest doesn’t know.
2023 — Your strategy shows alpha
But the alpha is from entity misattribution. The signal was on a company that no longer exists under that ticker.
With ASID — one persistent identifier
Tracks every change: ticker reassignments, mergers, delistings, spinoffs, restructuring. Cross-references to FIGI, ISIN, SEDOL, CUSIP.
ASID · Built in-house · Battle-tested by banks, funds, and regulators
Architecture
One architecture, one source of truth
Most vendors run separate real-time and historical stacks: timestamp drift, fields in one feed but not the other, normalization that diverges silently, reconciliation failures at deploy. algoseek eliminated that class of error entirely.
Build on historical data, deploy against the real-time feed. No surprises when you go live.
CTA / UTP US Equities
OPRA US Options
CME GroupFutures
OTC Markets OTC
Direct multicast feeds · 4-way arbitration
Mercury Ticker Plant Infrastructure
Equinix NY2, NY4, NY5 · Chicago CH1
Streaming feeds
Historical archive
High-touch support
When there is a data problem, time is literally money
High-touch support for every client, from banks and US regulators to startups. The team rotates from R&D: ask about condition codes or OPRA edge cases and you are talking to someone who has worked that data at scale.
No tier-1 triage. No escalation queue. Hours, not days.
Reliability
Every market crisis is on the front page. None of them are on ours.
August 24, 2015
Flash Crash Wipes $1.2T in Minutes
ETF pricing breaks. NYSE invokes Rule 48. Data feeds across the street fail.
February 5, 2018
VIX Doubles in a Day. Volmageddon.
Inverse VIX products implode. Several vendors report data quality issues.
March 16, 2020
Dow Plunges 2,997 in Worst Day Since 1987
Trading halts triggered. Volatility hits record. Feeds across the industry struggle.
2018 — Present
OPRA Volume Explosion: Record After Record
Options message rates break historical capacity. Vendor outages reported throughout the period.
Zero end-user feed failures since inception
Redundant pathways and four-way arbitration have never failed to deliver streaming data, even through upstream failures: designed by a team that traded through every crisis of the last two decades and knows the cost of losing a feed.
Tell us what you are working on
Whether you need historical archives, real-time feeds, or infrastructure to run it all, we will walk you through what fits.
Explore the data
Up to a year of historical data in the Sandbox. Python, Jupyter, SQL, Excel, RESTful API. No credit card needed.
Query the full archive
2+ PB in ArdaDB, queryable subsecond via standard SQL. No downloads, no per-query fees, no egress charges.
Talk to our team
Sales and engineering typically respond within 24 hours. Tell us what you are building and we will scope it together.