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Real-Time DataLow-latency normalized streaming via Mercury
US EquitiesFull SIP feed, TAQ, 90-field bars, security masters
US Equity Options (OPRA)Full OPRA feed, 60+ field bars, contract lifecycle
US FuturesCME, CBOT, NYMEX, COMEX, CFE, 10-level depth
Options on FuturesOptions depth, same schemas as futures

Equity Security MasterASID, FIGI, ISIN cross-reference
Options Security MasterContract lifecycle and identifiers
Adjustment FactorsSplits, dividends, recalculated nightly
Index ComponentsPoint-in-time index membership
Greeks IVDelta, gamma, theta, vega, and implied volatility
IPOsNew listings, initial pricing, first-day trading

US Equities PackageTAQ, bars, reference data, analytics
US Options PackageOPRA, greeks, security masters
US Futures PackageCME group, depth, reference data
Options on Futures PackageOptions on futures, same schemas
Multi-Asset PackageEquities, options, and futures combined

Co-locationEquinix NY and Chicago, fully managed
ArdaDBSubsecond cloud SQL on the full archive
SandboxUp to a year of data, no credit card required
RESTful APIMercury, real-time feeds, managed services
InfrastructureMercury, real-time feeds, managed services

Use CasesQuant trading, banks, regulators, fintechs
Incubator ProgramFor startup funds and pre-funding teams
Academic ProgramFor universities and research institutions
Data CustomizationCustom feeds and pipelines
Data Supplier SolutionsWhite-label and distribution

PricingPackages, individual datasets, and comparison
Licensing FAQExchange fees, redistribution, compliance

Why algoseekWhat separates the data partner from the data vendor
AboutBootstrapped, employee-owned, profitable
CareersOpen roles
TeamThe people behind the data
ContactTalk to our team

BlogInsights, analysis, and thought leadership from algoseek experts.
ResearchWhitepapers, case studies, videos, and technical content.
Market DashboardDaily market intelligence measured from the Algoseek tape

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Explore the Data

Real-Time Data
US Equities
US Equity Options (OPRA)
US Futures
Options on Futures
Security Masters
Adjustment Factors
Index Components
Greeks and IV
IPOs

ArdaDB
Sandbox
RESTful API
Infrastructure
Co-location

US Equities Package
US Options Package
US Futures Package
Options on Futures Package
Multi-Asset Package

Use Cases
Incubator Program
Academic Program
Data Customization
Data Supplier Solutions

Pricing
Licensing FAQ

Why algoseek
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Team
Contact

Blog
Research
Market Dashboard

Talk to Our Team

Explore the Data

Research from the data desk

Whitepapers, case studies, videos, and technical documentation from the team behind the feed.

Backtesting and Evaluation

Data Quality and Construction

Market Microstructure

Backtesting and Evaluation

Multi-Horizon Echo State Network Prediction of Intraday Stock Returns

Giovanni BallarinJacopo CapraPetros Dellaportas

Sep 4, 2026
Backtesting and Evaluation

Outperforming the Market: Portfolio Strategy Cloning from SEC 13F Filings

Dr. Jan L. Schroeder

Sep 3, 2025
Backtesting and Evaluation

New Evidence on the Performance of Customer Options Trades

Dr. Diego AmayaDr. Pedro A. Garcia-AresDr. Neil D. PearsonDr. Aurelio Vasquez

Apr 7, 2025
Backtesting and Evaluation

Effects of Non-Reliance Disclosures in Form 8-K Filings on Stock Prices

Dr. Jan L. Schroeder

Jan 31, 2025

Market, reference, and research data for professionals. Trusted by two US regulators and powering 1,855+ institutions since 2015. Bootstrapped, employee-owned, profitable, and self-funded.

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US Equities
US Options (OPRA)
US Futures
Options on Futures
Real-Time Data
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