Every event, every bid, ask, and trade, lossless from the SIP.
39 datasets covering the full CTA/UTP consolidated feed, with extended bars carrying up to 90 quantitative fields. Every listed US equity since 2007, including delisted securities.
Trusted by two US regulators, bulge bracket banks, fintechs, and startup funds
US Equities Extended Minute Bar
AAPL
NASDAQ
Open
High
Low
Close
VWAP
Volume
TradeCount
BidPrice
AskPrice
BuyPressure
SellPressure
RetailPct
+78 more
09:30
213.45
213.92
213.12
213.78
1,247,832
09:31
213.78
214.01
213.65
213.89
892,441
09:32
213.90
214.15
213.82
214.08
634,218
ArdaDB Query
SELECT * FROM USEquityMarketData.TradeAndQuoteMinuteBarExtended
WHERE Ticker = ‘AAPL’
19,200 rows
318ms
US Equity Data
39 datasets. From tick-level events to daily summaries. One vendor. Do it once, you’re good.
All CTA/UTP tick-level trades, NBBO, and top-of-book quotes for every US equity since 2007. Extended bars with up to 90 quantitative fields. The same data the regulators use.
US Equities Trade and Quote Minute Bar
Production · algoseek
CSVSQL
US Equities Trade and Quote Extended Minute Bar
Production · algoseek
CSVSQL
US Equities Trade and Quote Minute Bar Excluding FINRA/TRF Trades
Production · algoseek
CSVSQL
US Equities Trade and Quote
Production · algoseek
CSVSQL
US Equities Trade Only
Production · algoseek
CSVSQL
US Equities Industry Standard Trade Only Minute Bar
Production · algoseek
CSVSQL
US Equities Industry Standard Trade Only Minute Bar Adjusted
Production · algoseek
CSVSQL
US Equities Trade Only Adjusted Minute Bar
Production · algoseek
CSVSQL
US Equities Trade Only Minute Bar
Production · algoseek
CSVSQL
US Equities Trade Only Minute Bar Excluding FINRA/TRF Trades
Production · algoseek
CSVSQL
US Equities Trade and Quote Extended Second Bar
Production · algoseek
CSV
US Equities Trade and Quote Extended Second Bar Excluding FINRA/TRF Trades
Production · algoseek
CSV
US Equities Daily OHLC Adjusted
Production · algoseek
CSVSQL
US Equities Primary Exchange Daily OHLC
Production · algoseek
CSVSQL
US Equities Daily OHLC
Production · algoseek
SQL
US Equities Industry Standard Daily OHLC Adjusted
Production · algoseek
CSVSQL
US Equities Trade and Quote Daily Bar
Production · algoseek
CSVSQL
US Equities Trade Only Second Bar Excluding FINRA/TRF Trades
Production · algoseek
CSV
US Equities Adjusted Trade Only
Production · algoseek
SQL
US Equities Buy/Sell Pressure and Retail Indicators Minute Bar
Production · algoseek
CSV
US Equities Industry Standard Daily OHLC
Production · algoseek
SQL
US Equities Primary Exchange Adjusted Daily OHLC
Production · algoseek
SQL
US Equities Standard Adjusted Daily OHLC
Production · algoseek
CSVSQL
US Equities Standard Daily OHLC
Production · algoseek
CSVSQL
US Equities Trade Only Adjusted Minute Bar Excluding FINRA/TRF Trades
Production · algoseek
SQL
Battle-hardened security master built and quality-controlled entirely in-house. The persistent ASID follows securities through ticker changes, mergers, and delistings, cross-referenced to FIGI and ISIN.
Corporate event adjustment factors for accurate historical price and volume analysis. Covers splits, dividends, mergers, spinoffs, and rights offerings.
New listing and initial public offering data for all US equity exchanges.
Point-in-time index membership, shares outstanding, trading halts, market holidays, OTC compliance, and announcements.
Data partner or data vendor
What separates the data partner from the data vendor
Every vendor gets the same raw feed. The difference is what happens after: whether the feed is lossless, whether the datasets fit how you work, and who picks up the phone at 6 AM.
algoseek
Owns the outcome
Data partner
Up to 90 quantitative fields per bar
A year of feature engineering, shipped as one dataset.
Battle-hardened security master, built in-house
One ASID follows a security through every ticker change since 2007.
Historical data is the direct capture of the real-time feed
From research to production, the data does not change.
Every listed US equity since 2007, including delisted
No gaps, no survivorship bias.
Chosen by two US regulators after full due diligence
So did bulge bracket banks and top funds.
Core team from the trading side
When you call, you reach someone at your level.
Adjustment factors recalculated nightly, going backwards
Download the latest file and your entire time series is current.
The data vendor
Sells you a feed
Standard OHLCV bars, 5-6 fields
Security master licensed from a third party
Backtest data and live feed are different products
Today’s universe, today’s tickers
Marketing claims about data quality
Support reads from a troubleshooting script
You manage your own adjustment factors
Access and Delivery
One pipeline writes the archive and streams the live feed. The data is identical.
Over 20 years of history written from the same Mercury feeds that stream to real-time clients. Query it, download it, stream it, or build on the API.
Mercury Ticker Plant
Sandbox
ArdaDB SQL
S3 / Download
RESTful API
Streaming
Same feed handler · Same schema · Same normalization
algoseek Sandbox
Run SQL or Python against real equity datasets. Up to a year of data, no credit card required.
ArdaDB Cloud SQL
Subsecond SQL queries across the full historical archive, queryable from a browser. No downloads, no local infrastructure.
AWS S3, SFTP, and Direct Download
Compressed CSV and Apache Parquet. Daily automated updates. Store it in the cloud, in a data center, or on your own laptops.
RESTful API
Programmatic access via the algoseek Python library or direct HTTP. Same data, same schema.
Real-Time Streaming
Direct multicast exchange feeds via the Mercury ticker plant. Microsecond latency, regional redundancy, 4-way arbitration, zero-failure architecture. Delivered real-time or with a 15-minute delay.
Use Cases
From backtest to live trading on the same data
TAQ bars + Security Master + ArdaDB
Backtest the full universe since 2007, delisted securities included. Up to 90 fields per bar for signal construction, and ASID keeps the history intact through every corporate event.
Extended Minute Bar (90 fields)
Security Master with ASID
Survivorship-bias-free archive
Full lifecycle on one pipeline
Historical research, out-of-sample testing, paper trading, and live trading on the same datasets in the same format. One vendor, one schema, one security master from backtest to execution.
Same data, backtest to live
Any time granularity
Delayed and real-time feeds
Tick TAQ + NBBO + Adjustment Factors
Reconstruct any moment in the market with nanosecond-timestamped ticks and NBBO quotes. The same accuracy two US regulators rely on, for TCA, surveillance, and compliance reporting.
Nanosecond tick data
Regulatory-grade accuracy
Adjustment factors
Extended bars + Real-time + Co-location
Order flow, buy/sell pressure, and retail indicators without building your own feature pipeline. Real-time streaming at 50% of list for package subscribers, co-location at Equinix.
90-field bars at second resolution
Real-time streaming
Co-location available
Bulk Download + ASID + ArdaDB
Consistent schemas, ASID entity resolution, and CSV or Parquet via S3 with daily automated updates. algoseek works closely with fintechs on exchange licensing to minimize redistribution costs.
CSV and Parquet via S3
ASID entity resolution
Exchange licensing expertise
Questions teams ask before switching
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How far back does the US equity data go?
Over 20 years. All US equity datasets go back to 2007, covering the full CTA/UTP SIP feed. This includes the 2008 financial crisis, every flash crash, and every major market event since. Every delisted security is in the archive.
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What is the Extended Minute Bar?
A minute bar with up to 90 quantitative fields. Beyond standard OHLCV, it captures order flow direction, buying and selling pressure, retail flow indicators, exchange-level volume differences, and bid/ask spread analytics. Available at both second and minute resolution. The kind of feature set a professional quant team would spend a year building.
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What makes the algoseek security master different?
It is built, maintained, and quality-controlled entirely in-house from multiple sources. One ASID provides a persistent identifier that follows a security through every ticker change, merger, and delisting, with cross-references to FIGI, ISIN, and others. Most vendors license security masters from third parties and inherit all the gaps.
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Can I try the data before committing?
Yes. The algoseek Sandbox gives you up to a year of historical data access across all asset classes. Jupyter notebooks, SQL via ArdaDB, Python, Excel, and download. No credit card required.
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What delivery methods are available?
Historical research access methods include AWS S3 flat files, RESTful API, ArdaDB cloud SQL, Jupyter notebooks, and Python library. Streaming delivery includes TCP/IP with co-location, to cloud, and over the internet.
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Is the real-time feed the same data as the historical archive?
Yes. The Mercury ticker plant captures and normalizes every exchange feed in real time and simultaneously writes to the historical archive. What you receive streaming is exactly what appears in the historical record the next day. When you move from research to production, the data does not change.
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What is the difference between a dataset and a package?
A dataset is a single product. A package is every dataset for an entire asset class under one price. If you need one or two specific datasets, individual licensing is cheaper. When you need three or more, the package costs less and includes a much wider range of data. New datasets are added to packages automatically at no extra cost.
One License, Every Core Dataset
The US Equities Package
All the intraday datasets, security masters, and adjustment factors under one contract at a fixed monthly fee. Research any ticker, on any time frame, at will.
Two ways to start
See the data first, or talk to someone who knows it.
See the data
Run SQL or Python against real equity datasets in the Sandbox. No credit card. Up to a year of data.
Talk to someone who has worked with it
Our core team comes from the trading side and understands the data at the same level you do.