Multi-Asset Historical Research Package
All the intraday data your team needs. One API, one vendor, one place of support.
60+ datasets spanning all four asset classes: equity ticks with up to 90 fields per bar, complete OPRA, CME Group futures with ten levels of depth, and future options as a first-class asset class. One identifier (ASID) across everything. Full history from 2007 with daily automated updates.
1
Historical research
2
Out-of-sample
3
Paper trading
4
Live trading
Trusted by
2
US regulators
1,855+
institutions since 2015
Starting at
$5,000
/month
Fixed-fee 2-year lease for a team of up to 10.
Indicative pricing. Final quotes reflect history depth, delivery method, and team size.
Every asset class under one contract
ASID across all asset classes
Daily updates included
No exchange fees on historical
60+
datasets
50%
off streaming data
2007
history start
Historical and streaming delivery methods
Core team from the trading side
Cross-Asset Research
Four asset classes, accessible to the whole team from day one.
A quant working in options who needs the underlying equity has it. A futures researcher who wants options on the same contract has it. No new agreement, no waiting. The research moves across asset classes in the same session.
2-year lease, fixed fee, growing catalog
The fee stays the same for the full term. New eligible algoseek datasets and methodology improvements are added automatically, with no mid-term repricing.
Sized for a team of up to 10
One to ten hands-on users, on any computers you manage. Unlimited use within the team, no per-seat metering.
30-day setup, billing pauses
A 30-day onboarding window before billing starts: time to wire up S3, connect ArdaDB, and ingest your first datasets.
Daily updates included
Every dataset in the package refreshes daily. Reference data and new history land in your account overnight.
Your research, your IP
Features, signals, models, backtests, papers: what you derive is yours, and stays yours after the lease ends.
Core team from a quantitative trading background
The person who picks up your support thread has used data like this in production. You’re not just buying data, you’re buying the professional level of support that goes with it.
All delivery methods available
Choose what fits your workflow, then add real-time when you’re ready.
Jupyter notebook
ArdaDB cloud SQL
AWS S3 flat files
RESTful API
Four asset classes, four contracts, four renewals. Or one.
Four separate vendors means four onboarding processes, four file formats, and four systems to learn. The package is one onboarding, one infrastructure, one set of tools.
Pay per dataset
$10,500/month
All four asset class packages licensed individually.
- US Equities Package (39 datasets) $2,500
- US Options Package (15 datasets) $3,000
- US Futures Package $2,500
- Future Options Package $2,500
- Total per month $10,500
vs
Multi-Asset Package
$5,000
/month
Every dataset across all asset classes. One license. Up to 10 team members.
60+ datasets across equities, options, futures, and future options
Full history from 2007 with daily automated updates
Real-time and delayed streaming at 50% of list price for standard feeds
New datasets added to the package automatically, no extra charge
Indicative individual pricing. Actual quotes depend on history depth, delivery method, and team size.
What’s Included
Datasets across every US asset class.
Each tab shows the datasets for that asset class. Click any dataset for fields and documentation.
The full CTA/UTP SIP feed with up to 90 quantitative fields per bar, security masters with ASID persistent identifiers, and every listed equity since 2007.
Complete OPRA feed with 60+ field minute bars, daily analytics, Global Trading Hours sessions, and proprietary options security masters.
US Options Continuous Trade and Quote Minute Bar
Production · algoseek
CSV
US Options Trade and Top of Book Quote
Production · algoseek
CSV
US Options Trade and Quote Minute Bar
Production · algoseek
CSVSQL
US Options Trade and NBBO Quote
Production · algoseek
CSVSQL
CME, CBOT, NYMEX, and COMEX futures. Trade and quote tick data, minute bars, second bars, and ten levels of market depth.
Options on futures contracts across the full CME Group exchange complex.
Built to Grow With You
Your datasets expand over time. The fee doesn’t.
Customers who signed in 2022 have received 25+ additional datasets at their original package price.
- New eligible algoseek datasets are added automatically at no extra charge.
- All additions of methodology are included for the duration of the package lease.
- Pricing stays fixed inside the term, with a small predictable adjustment on renewal.
Multi-Asset Package
Datasets in the package over time
2022
35 datasets
2023
46 datasets
2024
56 datasets
2025
60+ datasets
Customers who started in 2022 receive the same datasets as new customers, at their original price.
Historical and Streaming
One identifier across every asset class. Historical and streaming from the same source.
One ASID spans all four asset classes: a position across the underlying and its derivative resolves to a single ID. Mercury writes the archive and the feed from the same architecture.
Mercury ticker plant infrastructure
Direct multicast exchange feeds, microseconds latency, regional redundancy, 4-way arbitration, zero-failure architecture.
Same pipeline
Historical archive
Included
20 years of tick-level history written from the same Mercury feeds. Daily automated updates keep your archive current.
- Full archive from 2007
- Daily updates included
- S3, ArdaDB SQL, RESTful API, Jupyter, Python library
Streaming feed
Add-on
Same normalized feeds delivered real-time or with a 15-minute delay. The same source as your historical research data.
- Real-time or 15-minute delayed
- 50% of list price for standard feeds
- TCP/IP: co-location, cloud, on-prem, or over internet
Delayed feed
Add-on for package holders
50% offlist price
Standard feeds
15-minute delayed streaming on the same normalized feed, for work that doesn’t need millisecond latency.
Real-time feed
Add-on for package holders
50% offlist price
Standard feeds
Real-time streaming via Mercury, over TCP/IP to co-location, cloud, on-prem, or the internet, for paper trading and live execution. Non-standard configurations quoted at list price; exchange fees are set by the exchanges.
License Terms
What you can do with the data.
Download it, store it wherever you control, keep your derived research after the lease ends.
-
Can I download the data?
+
Yes. You can download data, as much as you like, and store it wherever you want.
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Where am I allowed to have the data?
+
Any computer you manage or control: cloud, data center, office, or laptops.
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What happens at the end of the lease?
+
At the end of the lease, you delete all raw algoseek data. You keep your derived data: signals, statistical outputs, and anything that cannot be reverse-engineered back into the raw dataset.
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What exactly is derived data?
+
Signals, statistical outputs, sampled data: anything from your research that cannot be reverse-engineered back into the raw algoseek data.
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Can I buy the data at the end of the lease?
+
Yes. You can buy the data in perpetuity at the end of the lease for a one-time payment. Contact sales for pricing.
-
Can I use the data for my fintech?
+
Lease pricing here is for internal use. Displaying data to your own end users involves exchange licensing; algoseek works closely with fintechs to minimize those costs. Contact sales to discuss.
Other Packages
Only need one asset class? Each is available as its own package.
If your research stays within one asset class, a single-asset package gives you the same structure at a lower price. Teams that later expand can move to the Multi-Asset Package.
US Equities
US Equities Package
$2,500/mo
39 datasets
The complete SIP feed from 2007 to yesterday. Tick-level trades and quotes, extended minute bars with up to 90 fields, second bars, and the in-house security master.
US Equity Options (OPRA)
US Equity Options Package
$3,000/mo
Every contract on every US options exchange. Tick-level trades and quotes, 60+ field minute bars, open interest, contract lifecycle tracking, and Global Trading Hours included.
US Futures
US Futures Package
$2,500/mo
CME, CBOT, NYMEX, and COMEX under one license. Tick-level trades and quotes, second and minute bars, and up to 10 levels of market depth.
Future Options
Future Options Package
$2,500/mo
Options on CME Group futures. Tick-level trade and quote data with minute bar aggregations. The dataset most teams struggle to source cleanly, handled.
Two ways to start
See the data first, or talk to someone who knows it.
A quick conversation about cross-asset coverage and pricing, or query the data first. Both routes work.
Contact us about the package
Talk to a person who has worked with the data, not just read about it. Pricing, history depth, licensing: the conversation starts where it needs to.
Explore the Data
Run SQL or Python against real datasets across all four asset classes in the Sandbox. No credit card, up to a year of data.