Institutional grade
options data
Ready-to-Use for Individualsoptions data
Immediate access to real-time and historical equity options data from all U.S. exchanges via our standard API. Our broad range of data encompasses everything from trades, quotes, bars, snapshots, greeks and analytics, to news and options reference data.
Total Data Size
60 PBData Since
2012Service Downtime since Inception
ZEROTrusted by
Our data, technology and services are the go-to for regulatory bodies, banks, funds, service providers, and other institutions including:
Premium Market & Reference Data
for Individuals
for Individuals
Originating from a quantitative hedge fund, our expertise in gathering market and reference data extends back to 2007, and our founding team has collectively over 140 years of experience in financial data and trading. AS the leading vendor and one of the most trusted names in the quant world, we take our expertise to empower individual users.
Quant & Algo Traders
We provide the most sophisticated bars with over 60 data fields. We also provide flexible choices for tick data, including TAQ (trade and quote), TANQ (trade & NBBO quote), and TTOB (trade & market snapshot at the time of trade). Moreover, we have sophisticated reference datasets such as greeks, security master file, as well as underlying equity and indices data.
Our extensive file format support (such as Turtle) and continuous bar time make data easy to consume.
Discretionary Traders
We offer a wide range of market and reference data to empower discretionary traders worldwide, including various bars, Greeks and analytics, technical indicators, corporate events, news, underlying short interests, insider ownership and transactions,
and more.
Excel and Google Sheet plug-ins and data visualization tools make examining and reviewing data easier than ever.
Investors & Researchers
Other than high-quality, sophisticated Options market and reference data, to empower investors and researchers, algoseek offers standardized & as-reported financial statement data, comprehensive SEC filings, aggregate financials by SIC code, SEC filings search API, IPOs, EFT compositions, economic data,
and more, all available through standard API.
App Developers
One standard API to retrieve all information, from historical to real-time, from market to reference and fundamental data.
We also support flexible real-time data access methods and historical data file formats such as JSON, AVRO, and Parquet, to ensure easy integration and analysis of our data with your applications.
Low-Latency Real-Time Data
We provide a full spectrum of access methods and latency profiles for low-latency market data. For ultra low-latency users, we provide application and compute hosting in our colocation infrastructure.
Restful API & WebSocket
One standardized API to access the entire universes of US equities, Options, Futures and more, stream real-time prices, retrieve historical data, company information, news, and more.
TCP Socket
High-speed real-time streaming coming directly out of algoseek third-generation ticker plant. Good for latency sensitive applications, such as high-frequency trading & arbitraging.
Kafka
Guaranteed delivery of every messages even at the peak of market volume. Good for applications sensitive to repeating messages and packet loss, such as real-time data analytics.
Access Historical & Near-Real-Time Data
We strive to make real-time and historical financial data affordable and accessible for everyone. Whether you're backtesting strategies, conducting research, or building your next financial application, our delivery platform offers the access technologies and formats that suit you best.
SQL Query
SFTP
S3 Bucket
Dropbox
Email
CSV
Parquet
JSON
Binary
LEAN
Avro
With our on-demand delivery platform, you can choose from a diverse array of file formats, including CSV, JSON, Parquet, and binary. Whether you prefer AWS S3, SFTP, Dropbox, email, Snowflake, or more — simply specify your destination and we'll seamlessly deliver your data files.
Download
ArdaDB
Other than simple query via Restful API, our proprietary database supports full SQL and lets you perform complex query and computation with extraordinary speed and ease.
Cloud-based Services
Microsoft Excel
Database Query
Jupyter
Apache Superset
SDK
Linux Terminal
Visual Studio
Access algoseek Console or download Excel & Google Sheet plug-ins to immediately work with cloud data. No need to download data or install applications.
Trusted Provider of
the Most Rigorous Institutions
the Most Rigorous Institutions
Third generation ticker plantstands the test of time
Our proprietary ticker plant has been designed to withstand the most extreme market conditions. Since our inception in 2015, we have successfully navigated through multiple times volume explosions with zero service downtime and zero data loss.
Primary and hot backup servers, each with redundant networks
For each exchange data feed, we use 2 fully segregated networks and 2 sets of servers to receive and consume the data to prevent interruption in the event of hardware failures.
2+1 storage: low latency, easy access, easy debugging
We store normalized data in (1)row-based ticker plant database to support ultra-low latency query and feed replay, and (2) columnar ArdaDB for full SQL capability in sub-second level latency. Additionally, we keep a copy of raw PCAPs.
Data cross-examination
We cross examine minute by minute our OHLC and volume between independently received and calculated by primary and backup servers to ensure data accuracy.
Immediate Access; Free to Cancel
Options Data Pricing
Frequently Asked Questions
I don’t need full Trades and Quotes from all exchanges. Can I subscribe to only Trades, or only data from selected exchanges?
Yes. algoseek can provide data from consolidated tapes such as SIP and OPRA, as well as data feeds from individual exchanges. As to exchange license fees, it depends. For example, the CTA plan allows subscribers to subscribe to trades and quotes separately, but UTP charges a holistic fee for trades and quotes; futures and future options are licensed by individual exchanges, but trades and quotes cannot be licensed separately. Please discuss with us your data needs, and we will work out the best real-time data solution for you.
Apart from algoseek data, I also subscribe to other data vendors. Can I access all the data from a single access point?
Yes. We provide data onboarding and pipeline services for our clients. We act as your service provider and access third-party data on your behalf, perform cross-referencing, quality-control, normalization and transformation as you need, and deliver the data to your specified destination.
Where does algoseek data come from?
algoseek’s market data products are built on direct exchange feeds, processed through our third-generation ticker plant infrastructure. We receive raw binary data directly from the exchanges and normalize it into standard or custom formats — including trade and quote data, time bars, technical indicators, and derived metrics such as options Greeks.
How do you manage to provide much better pricing than other high-end, institutional-grade data vendors?
It’s simple actually: (1) Economies of scale: Our cost curve has already flattened; (2) Bootstrapping: We don’t have investors demanding for quick returns; all algoseek shares are owned by our highly-mature, self-motivated teammates who choose long-term growth over short-term interests (3) Commitment: Data shouldn’t be that expensive, really. We are committed to change the status quo.