Market data pricing: every tick, every bar, every exchange, one partner
Real-time feeds and historical archives across US equities, options, and futures. The same data powering two US regulators, bulge bracket trading desks, fintechs, and startup funds. Transparent pricing, no surprises.
Consolidated SIP (CTA/UTP) · OPRA · CME · CBOT · NYMEX · COMEX · CFE · OTC Markets
Why teams choose a market data partner
What separates the data partner from the data vendor
Every vendor gets the same raw feed from the same exchanges. The difference is what happens after: whether it’s lossless, if the datasets fit how you work, whether anyone picks up the phone at 6am.
Chosen under scrutiny
Two US regulators compared every vendor, tore apart every dataset, and chose algoseek. We won it. And we won it against the best.
Your backtest and your live feed are the same data
Historical data is the direct capture of the real-time feed: from research to production, the data does not change.
Our core team comes from the trading side
When you call, you talk to someone who understands the data at your level, not a troubleshooting script.
The security master is ours
Most vendors license a security master and inherit its gaps; algoseek built its own. ASID tracks every ticker through every merger and delisting since 2007, cross-referenced with FIGI and ISIN.
How market data pricing works: lease or buy
Historical research data: lease for a term or buy in perpetuity
Lease individual datasets on a 12-month minimum term, or an entire asset class as a package, and store it anywhere: cloud, data center, your own laptops.
Lease for a term
The full historical archive arrives day one, with daily automated updates for the life of the license. Billing starts after a 30-day setup window.
No exchange fees on historical data
Daily updates included
No storage restrictions
30-day setup
Buy in perpetuity
One payment, yours forever: no user limit, no ongoing fees. Buying is typically company-wide rather than per team.
Market data pricing for early-stage and academic teams
Incubator Program
Pricing crafted to be affordable for individual professionals, startup funds and early-stage fintechs: the data your team needs now, at a price within your current ability.
Academic research
The same data used by regulators and trading teams, available to universities and research institutions at academic pricing. We ask for accreditation in published work. That is the trade.
Historical tick and bar data pricing with daily updates
Choose the exact historical datasets you need
Examples from our catalog. Lease specific datasets with the full historical archive and daily automated updates, or take an asset class package with all of the datasets in it. No exchange fees on historical data.
Equity Trade and Quote (TAQ)
$1,500/mo
The complete CTA/UTP SIP feed: trades, NBBO and top-of-book quotes across every US equity since 2007, with all condition codes, timestamps and exchange. Used by regulators.
Full history + daily updates
Extended Trade and Quote Minute Bars
$1,500/mo
Up to 90 quantitative fields per bar: buying and selling pressure, retail flow, spread dynamics, exchange-level volume, from 2007.
Full history + daily updates
Package
Equities Research Package
$2,500/mo
The complete SIP feed from 2007 to yesterday: trades and quotes, extended bars with up to 90 fields, battle-hardened security master, adjustment factors recalculated nightly.
Options Trade and NBBO Quote
$2,000/mo
The full OPRA universe. Tick-level trades and NBBO quotes across every US options exchange. Over 1.5 million contracts per day, from 2014.
Full history + daily updates
Options Trades and Quotes Minute Bars
$1,550/mo
60+ fields per bar across the full OPRA universe. Global Trading Hours coverage included. Built for options research at scale, from 2014.
Full history + daily updates
Package
Options Research Package
$3,000/mo
Every contract on every US options exchange from 2014: trades and quotes, minute bars, open interest, contract-level security master, lifecycle tracking. Global Trading Hours included.
Futures Trade and Quote
$1,500/mo
CME, CBOT, NYMEX, and COMEX. Tick-level trades and quotes with full depth available across all major US futures exchanges.
Full history + daily updates
Futures Multiple Depth
$2,000/mo
Up to 10 levels of depth by price across CME, CBOT, NYMEX and COMEX. Tick-level book updates for order flow research and execution analytics.
Full history + daily updates
Package
Futures Research Package
$2,500/mo
CME, CBOT, NYMEX and COMEX under one license: trades and quotes, second and minute bars, MBP (market by price, up to 10 levels of depth) and MBO (market by order, showing every order change).
Options on Futures Trade and Quote
$1,500/mo
Options on CME, CBOT, NYMEX and COMEX futures. Tick-level trades and quotes across every listed contract, from 2014. Same data and schemas as the futures feed, licensed as a separate asset class.
Full history + daily updates
Options on Futures Multiple Depth
$2,000/mo
Up to 10 levels of depth by price on every listed option across CME, CBOT, NYMEX and COMEX futures. Tick-level book updates for order flow research and execution analytics.
Full history + daily updates
Package
Options on Futures Research Package
$2,500/mo
Options on CME, CBOT, NYMEX and COMEX futures: trades and quotes, and minute bars across all listed contracts. The dataset most teams struggle to source cleanly, handled.
OTC Trade and Quote
Contact sales
Trade and quote data across OTC Markets venues. Coverage includes OTC-listed equities and instruments not available on primary exchanges.
Full history + daily updates
OTC Minute Bars
Contact sales
Minute bar aggregations for the OTC universe with the same field depth as the listed equity bars.
Full history + daily updates
Just starting out? The Incubator Program prices these datasets against where your business is today, not against the enterprise rate card. Open to individual professionals, startup funds and early-stage fintechs. Apply for the Incubator Program
Asset class package pricing
All the core historical research data your team needs, under one license
Packages exist because quant teams were tired of signing multiple contracts for historical research data, whether it is tick data, trades and quotes, bars, reference data or masters. One monthly price per asset class, new datasets added automatically at no additional fee.
When does a package make sense? If you need one or two datasets, individual licensing may be better. From three or more in the same asset class, the package costs less and covers more.
US Equities
Equities Research Package
$2,500/mo
The complete SIP feed from 2007 to yesterday: trades and quotes, extended bars with up to 90 fields, battle-hardened security master, adjustment factors recalculated nightly.
US Equity Options (OPRA)
Options Research Package
$3,000/mo
Every contract on every US options exchange from 2014: trades and quotes, minute bars, open interest, contract-level security master, lifecycle tracking. Global Trading Hours included.
CME Group (CME, CBOT, NYMEX, COMEX)
Futures Research Package
$2,500/mo
CME, CBOT, NYMEX and COMEX under one license: trades and quotes, second and minute bars, MBP (market by price, up to 10 levels of depth) and MBO (market by order, showing every order change).
Options on Futures (CME, CBOT, NYMEX, COMEX)
Options on Futures Research Package
$2,500/mo
Options on CME, CBOT, NYMEX and COMEX futures: trades and quotes, and minute bars across all listed contracts. The dataset most teams struggle to source cleanly, handled.
Multi-Asset
Multi-Asset Research Package
$5,000/mo
All four packages in one contract: no per-asset-class negotiations, no separate renewals, every new dataset added automatically.
Streaming at 50% of list price with a package. Hold a historical research package and add a real-time or delayed feed for the same asset class at 50% of the standard streaming rate. The reduction applies to the algoseek data price only, not to exchange license fees, which are set by the exchanges. Additional packages beyond the first are also available at 50% of list price.
Just starting out? The Incubator Program prices these packages against where your business is today, not against the enterprise rate card. Open to individual professionals, startup funds and early-stage fintechs. Apply for the Incubator Program
Real-time and delayed feed pricing
Real-time and delayed feeds
Mercury, the ticker plant behind the historical archive, now in its third generation after 15 years in production. One ticker or the full universe, symbols added on the fly, replay on request, schema identical to the historical data.
Real-Time Trade + Quotes
$2,500/mo
Complete CTA and UTP SIP feed for the full US equity universe. Lossless packet capture with four-way arbitration and zero downtime. The same feed used by US regulators.
Delayed Second Trades and Quotes Bars
$1,050/mo
The full US equity universe with up to 90 quantitative fields per bar on a 15-minute delay. All the depth of the historical bars, streaming live. No CTA exchange fees; UTP is $250 a year for professional users.
Research Package + Real-Time
$3,750/mo
Historical and real-time in one license. The full equities research package from 2007 to yesterday, plus low-latency streaming today. One contract, one price, one source of truth.
Real-Time Trade + NBBO Quotes
$2,750/mo
The full OPRA universe across every US options exchange. Over 1.5 million contracts per day. Lossless packet feed with full arbitration.
Delayed Minute Bars
$1,000/mo
The full OPRA universe with 60 fields per bar on a 15-minute delay. Built for options research and ML workflows. No exchange licensing required.
Research Package + Real-Time
$4,375/mo
Historical and real-time in one license. 15+ datasets of historical options data from 2014, plus low-latency streaming. One contract, one source of truth.
Real-Time Trades and Quotes
$2,500/mo
Trades and quotes across all four CME Group exchanges: CME, CBOT, NYMEX and COMEX, included in one price. Lossless packet feed with full arbitration.
Delayed Second Bars
$1,425/mo
$475 per exchange, or all four for $1,425 with the multi-exchange discount. All CME, CBOT, NYMEX and COMEX futures with 60 fields per bar on a 15-minute delay. Built for futures research and ML workflows.
Research Package + Real-Time
$3,750/mo
Historical and real-time in one license. Datasets covering CME, CBOT, NYMEX and COMEX futures from 2014, plus low-latency streaming. One contract, one source of truth.
Real-Time Trades and Quotes
$2,500/mo
Trades and quotes on every listed option across CME, CBOT, NYMEX and COMEX futures, on the same schemas as the futures feed. Lossless packet feed with full arbitration.
Delayed Second Bars
$1,425/mo
$475 per exchange, or all four for $1,425 with the multi-exchange discount. Every listed option on CME, CBOT, NYMEX and COMEX futures with 60 fields per bar on a 15-minute delay. Built for research and ML workflows.
Research Package + Real-Time
$3,750/mo
Historical and real-time in one license. Datasets covering options on CME, CBOT, NYMEX and COMEX futures from 2014, plus low-latency streaming. One contract, one source of truth.
OTC Real-Time Quotes
$1,200/mo
Real-time quotes from OTCBB with one year of historical trades and quotes included. Unlimited API calls and WebSocket delivery.
OTC Real-Time Trades + Quotes
$2,000/mo
Real-time trades and quotes from OTCBB with one year of historical trades and quotes included. Full co-location support available.
Standard list pricing, effective January 1, 2026. Final terms depend on your license scope.
Full licensing FAQ
Just starting out? The Incubator Program prices these packages against where your business is today, not against the enterprise rate card. Open to individual professionals, startup funds and early-stage fintechs. Apply for the Incubator Program
Market data license terms and exchange fees
What you can do with the data
Pricing on this page is for licensed use by a research team or trading operation. Firms (e.g., fintechs) that need to display or provide data to end users should contact sales to discuss redistribution licensing.
During the license
Can I download the data?
Yes. Download as much as you want, as often as you want.
Where can I store it?
Anywhere you control. Cloud, data center, office machines, laptops. No restrictions on where the data lives as long as it is on infrastructure you manage.
Do I keep my research?
Typically, yes. Signals, statistical outputs, sampled data, and anything that cannot be reverse-engineered back into the raw feed. Your derived work stays with you after the license ends.
After the license
What happens when the term ends?
You delete the raw algoseek data. Everything you built on top of it stays with you.
Can I buy instead of lease?
Yes. One payment, you own it in perpetuity with no user limit. Contact sales for buy pricing.
What about fintech redistribution?
If you need to display data to your own end users through a platform or app, exchange licensing may vary depending on which exchange the data comes from. algoseek has deep expertise working with fintechs to minimize costs and get the right data configuration. Contact sales to discuss.
Pricing questions
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Dataset or package: which do I need?
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A dataset is a single product. A package is every dataset for an entire asset class under one price. If you only need one or two specific datasets, individual licensing is cheaper. Typically, the moment you need three or more, the package costs less and includes everything: tick data, bars, reference data, security masters, and any new dataset algoseek adds in the future.
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How do historical data and streaming relate?
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Both come from the same source. Historical data is a capture of the real-time feed, saved as an archive and updated daily at the end of each day. Streaming is you receiving the dataset in real time or on a delay. You can license one without the other, or both. If you hold a historical package and add streaming for the same asset class, the streaming license is 50% of list price.
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Can I try the data first?
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Yes. The algoseek data sandbox gives you up to a year of historical data across all asset classes. Jupyter notebooks, SQL, download, and Excel. No credit card required.
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Can I buy historical data without updates?
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Yes, though this is rare. Contact sales for pricing.
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Are daily updates included?
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Yes. Every dataset and package includes the full historical archive and daily automated updates for the life of the license. There is no separate charge for updates.
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Are there exchange fees?
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No exchange fees on historical data, in any asset class. The listed price is all-inclusive. Real-time streaming carries exchange license fees on top of the algoseek data license, and some delayed feeds do too: delayed CME, CBOT, NYMEX and COMEX are charged per exchange, while delayed OPRA and CTA carry none. What you pay also depends on whether you are classified professional or non-professional, and on display versus non-display use. The licensing FAQ lists current fees by asset class and feed, and includes a classification check. Contact sales for a detailed breakdown.
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What if my team has more than 10 users?
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Additional user blocks are available in increments of 5 or 10, or we can discuss an enterprise-wide license. Contact sales for details.
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What is the Incubator Program?
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Pricing crafted for startup funds and early-stage fintechs to deliver the datasets your team needs at a price within your current ability. algoseek evaluates applicants individually. The goal is to help you reach critical mass with professional data you need now, not after your next round.
Talk to our team
Custom licensing, enterprise pricing, streaming infrastructure, or a question about a specific dataset? Talk to a person who has worked with the data, not just read about it.