Infrastructure and Co-location
We are literally paranoid about how we run trading infrastructure.
Co-located infrastructure is either a problem you manage or a problem someone already solved. algoseek has spent two decades making sure it’s the latter.
Our infrastructure at a glance
2
decades building trading infrastructure
5
Equinix facilities: NY2, NY4, NY5, CH1, CH2
0
SLA failures, even under market volatility
4-way
arbitration across redundant feeds
30TB
OPRA data processed per day
2
regions: fully redundant across NJ and Chicago
Trusted by
Two US regulators
Custom OPRA NBBO calculations in production
Bulge bracket banks
Index TWAPs and intraday QIS calculations
Hedge funds
Raw multicast delivered into AWS across regions
Prop trading firms
Custom-built servers and private network delivery
How We Build
Things break. The question is whether you built for it.
Two decades of digging into every problem encountered, from data congestion to CPU meltdowns, and preventing it from happening at all.
Custom servers, not off-the-shelf
Manufacturers skimp wherever they can. algoseek uses custom copper coolers, matches motherboards and memory by production year, and puts dedicated-chip network cards in capture servers.
“
We glue the damn fan, so it stays where it belongs. And not just the fan. We glue cables so they never wander into a fan’s spinning blades.
Testing: twice before it touches a rack
Every component tested individually, every server tested at the office, the full suite run again at the data center. One failure there and the unit goes back.
Preventive monitoring, not failure detection
algoseek’s own tools read low-level OS logs for early indicators: an SSD going from 5 bad sectors to 20 in a week, a switch issuing pause frames before packets drop.
“
When you monitor for failure, you already failed.
Changes only on Saturdays
No changes during the production week: touching one server can dislodge a cable on the next. Visits are scripted and logged to the port; mid-week failures get a pre-tested spare.
Data integrity as the goal
Listener servers catch missing sequence numbers and compare exchange timestamps against server timestamps. algoseek over-monitors rather than explain a gap.
No trust in commercial products
Dell motherboards lock you into their upgrade path; commercial monitoring can’t see congestion on individual ports. algoseek builds its own because the alternative is paying more for less visibility.
Co-location
Three tiers of co-location
Every tier runs on the same Mercury infrastructure and the same engineering culture.
Tier 1
Hosted Applications
Dedicated servers hosted through a partner, the same Mercury feeds and monitoring as enterprise clients, no hardware to own.
Most common
Tier 2
Bring Your Own Server
Ship your own servers. algoseek handles installation, OS setup, networking, power, and remote access, with fiber straight from the Mercury ticker plant.
Tier 3
Full Custom Co-location
Hardware, software, and market data designed as one solution. Custom feeds run as Mercury add-ons, not greenfield builds: faster deployment, fewer moving parts.
Every tier includes
Normalized feeds
CTA/UTP, OPRA, CME/CBOT/NYMEX/COMEX, CFE, CBOE Global Indices, OTC Markets
Raw exchange feeds
Native format including raw multicast into cloud via Mercury TCP encapsulation
Custom feeds
VWAP, security status, aggregated bars, scanners, and other computed feeds in real time
Cross-connects
Direct physical connections to brokers, prime brokers, exchanges, and public clouds. 10G/40G/100G.
Private lines
Dedicated connections between algoseek facilities and your HQ, branch offices, or cloud environments
Cloud connectivity
AWS Direct Connect, Google Cloud, Azure, and other public clouds. Hybrid setups supported.
Same Mercury network, same engineering culture. Pick the tier that fits your hardware.
Tier 1 Hosted Applications | Tier 2 Bring Your Own Server | Tier 3 Full Custom | |
|---|---|---|---|
| Hardware | algoseek-managed servers via partner | Your servers, including custom GPU builds | Designed and built end to end by algoseek |
| Server count | 1-2 dedicated | Flexible | Enterprise scale |
| Mercury network access | ✓ | ✓ Direct fiber | ✓ Direct fiber |
| Normalized feeds | ✓ | ✓ | ✓ |
| Raw exchange feeds | ✓ | ✓ | ✓ |
| Custom computed feeds | ✓ | ✓ | ✓ |
| Cross-connects | ✓ | ✓ | ✓ |
| Cloud connectivity | ✓ | ✓ | ✓ |
| Hardware installation | Partner-managed | ✓ algoseek | ✓ algoseek |
| OS setup and networking | Partner-managed | ✓ algoseek | ✓ algoseek |
| Custom feed design | — | — | ✓ |
| Best for | Smaller firms needing co-located access without hardware management | Funds and prop desks with their own hardware and latency requirements | Banks, regulators, and firms with bespoke infrastructure needs |
Data Center + Cloud
Real-time market data into the cloud, at the latency your strategy requires
Public clouds cannot accept multicast; algoseek is one of the only firms delivering it raw, in production for years. TCP direct for latency-sensitive workloads, Kafka for the rest. Most clients run hybrid; algoseek manages both sides.
Cloud delivery options
Managed Services
You focus on trading. We run everything underneath it.
Most co-location providers hand you rack space and walk away. algoseek manages the full stack, with hands-on engineering from a founding team with 140+ years of combined experience.
24/7 Monitoring
In-house tools tracking servers, network, temperatures, fan speeds, SSD health, and electrical outputs. Anything drifting outside expected variance gets investigated before it becomes a problem.
Remote Hands
Installation, OS setup, deployments, updates, and on-site inspections. All work follows the Saturday-only protocol: scripted, tested, logged, verified.
Support and Escalation
Support and escalation desk for infrastructure, networking, and data delivery issues. 24/7 monitoring is live; 24/7 support coverage is in progress.
Managed Security
Routine network vulnerability scans, intrusion detection and protection. Private dedicated fiber between data centers.
Architecture
Infrastructure came first. Then the data.
Every exchange publishes an A feed and a B feed. algoseek receives both, twice over, through two independent routes. Mercury arbitrates across all four copies of the same exchange data in real time and writes the consensus.
Mercury is algoseek’s proprietary ticker plant, written in C++ and Assembly with zero external dependencies, running on custom real-time low-latency Linux with specialized low-latency network cards. The same handler serves real-time clients and writes the historical archive. Now in its 3rd generation.
All feeds pass through a single normalization layer: schema mapping, ASID security master assignment, timestamp alignment, and up to 90 quantitative fields per bar. The same normalization serves real-time and historical.
One pipeline, three outputs: real-time, delayed, and the historical archive. The real-time stream your trading consumes is the same data that appears in the historical archive the next morning. Delivered however suits your latency needs: co-location cross-connect, cloud, or internet.
Your servers sit in algoseek’s own cage, with a fiber cross-connect direct from the Mercury ticker plant. Choose standardized small, medium, or large pre-built servers, bring your own server, or a full custom enterprise build, at Equinix NY2, NY4, and NY5 in New Jersey and CH1 and CH2 in Chicago.
Redundancy runs end to end: duplicate capture, two regions, arbitration, automatic failover. A feed, a route, or an entire region can drop without touching what reaches you. No client downtime since 2015 through redundancy.
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
In Production
The hard problems we’ve already solved
US Regulator: Custom OPRA NBBO Regulatory
A US regulator needed its own NBBO for equity options, calculated to a specification no standard OPRA feed satisfies, holding up through volume spikes on a 30TB/day feed. algoseek built it on a Mercury compute grid scaled to absorb those spikes. To date, it has not missed an SLA.
Custom NBBO Calculation
Mercury Compute Grid
30TB/day OPRA
Zero SLA Failures
Hedge Fund: Raw Multicast into AWS Buy Side
A large fund wanted raw equity SIP and full multicast OPRA inside AWS, which cannot accept multicast. Mercury wraps the raw UDP feed into TCP over dark fiber into algoseek-controlled AWS accounts. The entire path is duplicated across New Jersey and Chicago, on both the data center and cloud sides: the fund pulls any channel, A or B feed, either region.
Raw Multicast to Cloud
TCP Encapsulation
Dark Fiber
Dual Region
Prop Trading: Custom Servers to Denmark Buy Side
A Danish fund’s quant and prop teams run on algoseek-built custom servers, receiving multicast SIP, minute bars, and Nasdaq TotalView over a dedicated connection to Denmark. An enterprise ArdaDB instance serves multiple teams.
Custom Servers
Multicast SIP
Nasdaq TotalView
ArdaDB Enterprise
Private Network to Denmark
Global Bank: Index TWAPs Sell Side
A bulge bracket bank needed intraday index pricing under strict SLAs, reaching internal teams and the external agents who publish official prices. algoseek deployed Mercury custom feed calculations on regionally redundant infrastructure, and agents pull any contract over HTTP, thousands of requests in parallel, no integration project.
Custom Data Feed
Regional Redundancy
GCS Output
HTTP Parallel Access
Common questions
-
Where are the co-location facilities?
Equinix data centers in New Jersey (NY2, NY4, NY5) and Chicago (CH1, CH2). About 11 cabinets in New York/New Jersey, additional presence in Chicago. algoseek maintains its own cage with dedicated cabinets.
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Can I bring my own servers?
Yes. Tier 2 co-location is designed for this. Ship your servers, including custom GPU builds. algoseek handles hardware installation, OS setup, networking, power, and remote access. A fiber cable runs directly from the Mercury ticker plant into your machine.
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Which feeds are available?
Normalized feeds from Mercury and raw exchange feeds for: CTA/UTP (equity SIP), OPRA (options), CME/CBOT/NYMEX/COMEX (futures), CFE (Chicago Futures Exchange), CBOE Global Indices, and OTC Markets. Both normalized and raw feeds can be delivered into cloud environments.
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Can I connect to my cloud environment?
Yes. AWS Direct Connect (dedicated fiber), or over the internet to AWS, Google Cloud, Azure, and other public clouds. Many clients run a hybrid setup with some components in the data center and some in the cloud.
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What is the uptime record?
With Mercury’s built-in redundancy, clients have experienced zero downtime. Individual exchange feeds can go down (outside algoseek’s control), but 4-way arbitration across redundant networks and servers means clients still receive data.
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Is algoseek a consulting firm?
No. There are no hourly rates and no standalone consulting engagements. algoseek builds and operates infrastructure as part of solving a market data problem for a client, whether that means getting exchange feeds into a data center, up into the cloud, or both.
The rest of the pipeline
Co-location
Your servers in our cage at Equinix, on the same network as Mercury. Three tiers from hosted apps to full custom builds.
Data Customization
Custom pipelines, computed feeds, data onboarding, and cloud migration.
Data Supplier Solutions
Tools and managed services for data vendors to build, sell, and deliver data products.
ArdaDB
Subsecond SQL queries on the full algoseek historical archive. Included with every data package.
We built the infrastructure behind two US regulators’ OPRA calculations. Let’s talk about yours.
You talk to the engineers who built it. No sales layer, no hourly billing. One conversation, and we scope the solution.