Our featured products designed for Machine Learning

TRADE & QUOTE
(TAQ) MINUTE BARS

  • Featured product

    STOP STARVING YOUR MACHINE

      • Intraday bars from other vendors usually contain less than 20 data points and provide only OHLC (Open/High/Low/Close) price, bid/ask size and overall volume
      • Eventless gaps are troublesome to deal with
  • Featured product

    FEED IT SOME REAL MEAL

      • algoseek TAQ Minute Bar has 90+ data fields, providing the most comprehensive, detailed information for machine learning and quantitative trading
      • Bar time is continuous when there's no event. Developers don't need to carry forward previous events

EQUITY SECURITY MASTER FILE

  • Security Master File
    • Easy cross-reference to Bloomberg, Refinitiv, ICE Data and other data vendors’ equity data as algoseek SecID is mapped to ISIN, FIGI and SEDOL
    • Track changes on ticker, name, ISIN, primary exchange, etc., for all listed and delisted securities

PRIMARY EXCHANGE OHLC

  • Elephant and Feather

    • FACTS YOU MAY NOT ALREADY KNOW:

      - Before 2019, most exchanges did not publish flag showing opening/closing cross trade

      - Historically some exchanges published the Opening Cross as multiple trades instead of just one trade

      - All exchanges started using “Official Open” and “Official Close” flags only since Sep 2019, and opening prices from non-primary exchanges usually arrive earlier than the official opening price from the primary exchange

    • Most data vendors simply use the first/last trade, or the opening/closing cross from a random exchange, as opening/closing price
    • algoseek Primary Exchange OHLC provides accurate official opening/closing cross price based on complex logic including time, volume, flags and the stock’s primary exchange