Real-time market data that matches your historical archive.
Most firms discover their real-time and historical data differ the moment they move from backtest to production. With algoseek, the feed you trade on is the data you researched on.
CTAUTPOPRACMECBOTNYMEXCOMEXCFE
Mercury Real-Time Feed LIVE
AAPL NASDAQ
TimeBidAskLastSize
09:30:01213.44213.46213.451,200
09:30:01213.45213.47213.46800
09:30:02213.47213.49213.482,400
09:30:02213.48213.50213.491,650
Feed status
A/B · 4-way arbitrated
SIP, OPRA and CME feed coverage
There is no single real-time feed. There are many, and you choose the one your strategy needs.
Every CTA and UTP feed type, streaming from the same Mercury ticker plant that writes the historical archive. Real-time or delayed.
US Equities Trade and Quote
Production · algoseek
REAL-TIMEDELAYED
US Equities Trade Only
Production · algoseek
REAL-TIMEDELAYED
US Equities Trade and Quote Minute Bar
Production · algoseek
REAL-TIMEDELAYED
US Equities Trade and Quote Extended Minute Bar
Production · algoseek
REAL-TIMEDELAYED
US Equities Trade and Quote Minute Bar Excluding FINRA/TRF Trades
Production · algoseek
REAL-TIMEDELAYED
US Equities Industry Standard Trade Only Minute Bar
Production · algoseek
REAL-TIMEDELAYED
US Equities Industry Standard Trade Only Minute Bar Adjusted
Production · algoseek
REAL-TIMEDELAYED
US Equities Trade Only Adjusted Minute Bar
Production · algoseek
REAL-TIMEDELAYED
US Equities Trade Only Minute Bar
Production · algoseek
REAL-TIMEDELAYED
US Equities Trade Only Minute Bar Excluding FINRA/TRF Trades
Production · algoseek
REAL-TIMEDELAYED
US Equities Trade and Quote Extended Second Bar
Production · algoseek
REAL-TIMEDELAYED
US Equities Trade and Quote Extended Second Bar Excluding FINRA/TRF Trades
Production · algoseek
REAL-TIMEDELAYED
The complete OPRA feed across all US options exchanges, in four feed types. Real-time or delayed.
US Options Trade and Top of Book Quote
Production · algoseek
REAL-TIMEDELAYED
US Options Trade and NBBO Quote
Production · algoseek
REAL-TIMEDELAYED
US Options Trade Only
Production · algoseek
REAL-TIMEDELAYED
US Options GTH Trade Only
Production · algoseek
REAL-TIMEDELAYED
US Options Trade and Quote GTH
Production · algoseek
REAL-TIMEDELAYED
US Options Continuous Trade and Quote Minute Bar
Production · algoseek
REAL-TIMEDELAYED
US Options Trade and Quote Minute Bar
Production · algoseek
REAL-TIMEDELAYED
US Options Trade Only Minute Bar
Production · algoseek
REAL-TIMEDELAYED
CME, CBOT, NYMEX, COMEX, and CFE, in four feed types including full depth. Real-time or delayed.
US Futures Trade and Quote
Production · algoseek
REAL-TIMEDELAYED
US Futures Multiple Depth
Production · algoseek
REAL-TIMEDELAYED
US Futures Trade Only
Production · algoseek
REAL-TIMEDELAYED
US Futures Trade and Quote Minute Bar
Production · algoseek
REAL-TIMEDELAYED
US Futures Trade Only Minute Bar
Production · algoseek
REAL-TIMEDELAYED
US Futures Trade Only Second Bar
Production · algoseek
REAL-TIMEDELAYED
Options on futures across the CME Group exchanges, in the same four feed types as the underlying futures. Real-time or delayed.
US Future Options Trade and Quote
Production · algoseek
REAL-TIMEDELAYED
US Future Options Trade Only
Production · algoseek
REAL-TIMEDELAYED
US Future Options Trade and Quote Minute Bar
Production · algoseek
REAL-TIMEDELAYED
US Future Options Trade Only Minute Bar
Production · algoseek
REAL-TIMEDELAYED
One pipeline for real-time and historical data
The moment you go live, you find out whether your vendor runs one pipeline or two.
Separate stacks mean separate normalization, separate timestamps, and data that doesn’t match when you go live. Mercury writes both from the same handler.
No algoseek client has ever lost a feed. Redundant A and B feeds over two routes, compared four ways before delivery.
Exchange feeds
Feed A
Route 1
Feed B
Route 1
Feed A
Route 2
Feed B
Route 2
Arbitration
4-way
verified
Ticker plant
Mercury
Your data
Real-time
Delayed
Historical archive
Same exchange. Same handler. Same data. Three outputs.
Custom real-time feed case studies
You trade. algoseek handles everything between the exchange and your screen.
US Regulator
Custom OPRA NBBO to the regulator’s own specification. High SLA. In production for years.
Bulge Bracket Bank
Intraday index pricing for the capital markets. Portfolio valuation across the bank’s QIS team and external agents.
Large Hedge Fund
Raw multicast OPRA delivered into AWS. Fully redundant across two regions.
Quantitative Fund
Alternative data combined with market data feeds inside the ticker plant. Real-time derived metrics.
You describe the requirement. We build the infrastructure. Low-latency trading systems, real-time calculations, high-SLA index pricing. algoseek builds, operates, and monitors it around the clock.
Custom calculations running inside the ticker plant. Custom feeds run as add-ons to the existing ticker plant rather than greenfield builds, so deployment is faster and there are fewer things that can break.
Real-time data pricing
No conversations about pricing before you see the numbers.
Every feed above, priced. Real-time and delayed, across all four asset classes.
Exchange fees are set by the exchanges and are separate from algoseek license fees. algoseek is a vendor of record and handles the paperwork.
Delayed trades and quotes feed
$1,250/mo
The full US equity universe, 15 minutes behind, with no exchange fees. Test against real market data before you commit to real-time costs.
- Full US equity universe
- Complete CTA/UTP lossless feed
- 15-minute delay
- Phone and Zoom support
No exchange fees for delayed feeds.
Real-time trades and quotes feed
$2,500/mo
The complete CTA/UTP feed, lossless and fully arbitrated, streaming to your infrastructure. The same feed US regulators run on.
- Full US equity universe
- Complete CTA/UTP lossless packet feed
- Fully arbitrated A and B feeds
- Regional redundancy
- Mercury intraday playback and rewind
- Institutional level support
Exchange fees apply. algoseek helps with all paperwork.
Real-time trade and quote minute bars
$2,000/mo
Streaming minute bars built inside the ticker plant, in the same schema as the historical archive. Your live features match your backtest features.
- Up to 90 quantitative fields per equity TAQ minute bar
- Same bar schema as the historical archive
- Built for machine learning workflows
- Institutional level support
Exchange fees apply. algoseek helps with all paperwork.
Real-time + research package
$3,750/mo
Real-time trades and quotes plus the full historical research package. Research and live trading on one pipeline.
- 35+ data sets covering TAQ, bars, EOD market data, the security master, corporate events, and reference data
- Everything in the real-time trades and quotes feed
- Real-time at 50% off when bundled with historical
- One pipeline from backtest to live
See what is in the historical research package →
Exchange fees apply. Combined historical + real-time.
Delayed second trade and quote bars
$1,250/mo
Second trade and quote bars across the full OPRA universe, 15 minutes behind.
- Full US options universe (OPRA)
- All US options exchanges
- 15-minute delay
- Phone and Zoom support
No exchange fees for delayed feeds.
Real-time trade and NBBO quotes
$2,750/mo
Trade and NBBO quote data streaming from the Mercury ticker plant.
- Full US options universe (OPRA)
- Over 1.5 million contracts per day
- Fully arbitrated A and B feeds
- Low latency
- Institutional level support
Exchange fees apply. algoseek helps with all paperwork.
Real-time + research package
$4,375/mo
Research on historical options data, trade on real-time. One pipeline, one price.
- Everything in the real-time trade and NBBO feed
- Historical options research package from 2014
- Real-time at 50% off when bundled with historical
- One pipeline from backtest to live
See what is in the historical research package →
Exchange fees apply. Combined historical + real-time.
Delayed second trade and quote bars
$1,250/mo
Second trade and quote bars across the CME Group exchanges, 15 minutes behind.
- CME, CBOT, NYMEX, COMEX, CFE
- 15-minute delay
- Phone and Zoom support
Exchange fees apply.
Real-time depth (MBP) quotes
$2,750/mo
Market-by-price depth streaming from the Mercury ticker plant.
- CME, CBOT, NYMEX, COMEX, CFE
- Up to 10 levels by price
- Fully arbitrated A and B feeds
- Low latency
- Institutional level support
Exchange fees apply. algoseek helps with all paperwork.
Real-time + research package
$4,375/mo
Research on historical futures data, trade on real-time. One pipeline, one price.
- Everything in the real-time depth feed
- Historical futures research package from 2014
- Real-time at 50% off when bundled with historical
- One pipeline from backtest to live
See what is in the historical research package →
Exchange fees apply. Combined historical + real-time.
Delayed second trade and quote bars
$1,250/mo
Second trade and quote bars across CME Group future options, 15 minutes behind.
- All CME Group future options
- 15-minute delay
- Phone and Zoom support
Exchange fees apply.
Real-time depth (MBP) quotes
$2,750/mo
Market-by-price options depth streaming from the Mercury ticker plant.
- All CME Group future options
- Up to 10 levels by price
- Fully arbitrated A and B feeds
- Low latency
- Institutional level support
Exchange fees apply. algoseek helps with all paperwork.
Real-time + research package
$4,375/mo
Research on historical future options data, trade on real-time. One pipeline, one price.
- Everything in the real-time depth feed
- Historical future options research package from 2014
- Real-time at 50% off when bundled with historical
- One pipeline from backtest to live
See what is in the historical research package →
Exchange fees apply. Combined historical + real-time.
Custom
Enterprise builds, custom feeds, and third-party data integrated inside the ticker plant.
Exchange licensing for real-time data
Exchange licensing is the part every new client dreads. algoseek takes it off your plate.
Exchange fees depend on your classification and use case. algoseek is a vendor of record. We handle the paperwork, estimate the fees, and can get guidance from the exchanges without revealing your name.
Multicast and TCP/IP delivery
Your latency requirements decide how you receive the feed. algoseek delivers all three.
MercuryEquinix NY2 / NY4 · CH1
Your systems
Co-location
Feeds run from Mercury at Equinix NY2 / NY4 and Chicago CH1. Cross-connect, or take a pre-racked server in small, medium, or large.
Traders · funds · market makers
Cloud Delivery
Delivered into AWS, Google Cloud, or Azure via dark fiber or internet. algoseek manages both ends of the connection.
Research teams · quant platforms
Internet
RESTful API and TCP/IP access for the full universe of US equities, options, and futures. Real-time or delayed. Dedicated private connection available on request.
Back offices · app developers
Common questions about real-time data
-
Can I subscribe to only trades or only data from selected exchanges?
algoseek can provide data on consolidated tapes such as the SIP as well as individual exchange feeds. Futures and future options are licensed by individual exchange for all data.
-
Is the real-time feed the same data as the historical archive?
Yes. Historical data is a capture of the real-time feed, saved as an archive and updated daily. You can license one without the other, or both. With the historical package, streaming licenses are at 50% of list price.
-
How does algoseek process the data?
Raw multicast data from the exchanges runs through the 3rd generation Mercury ticker plant: custom low-latency Linux, specialized network hardware, C++ and assembly with zero external dependencies. Mercury normalizes feeds into standard or custom formats including trades, time bars, and derived metrics.
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What co-location options are available?
Equinix NY2 / NY4 and Chicago CH1, with feeds running directly from the Mercury ticker plant. Cross-connect or full co-location, with standard pre-racked servers in small, medium, and large configurations.
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Can I subscribe to other data alongside real-time feeds?
Yes. algoseek can access third-party data on your behalf, cross-reference it with algoseek identifiers, apply quality control and normalization, and deliver everything in a consistent format.
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What are the exchange fees?
Exchange fees depend on your classification (professional vs nonprofessional) and your use case. Real-time streaming always requires exchange fees on top of algoseek fees; some delayed feeds may too. algoseek will provide guidance on expected fees for your use case.
One conversation. We scope the feed, the delivery, and the licensing.
algoseek typically responds within 24 hours. You talk to the core team from the trading side, the people who build and operate the infrastructure.
Start with the data behind the feed
Explore up to a year of sample data in the Sandbox before you choose your data set or your date range. No credit card required to explore, validate, and look at the research data.