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

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Sandbox
RESTful API
Infrastructure
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US Equities Package
US Options Package
US Futures Package
Options on Futures Package
Multi-Asset Package

Use Cases
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Academic Program
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Data Supplier Solutions

Pricing
Licensing FAQ

Why algoseek
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Team
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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

Market Microstructure

Prices that Never Existed: A Universe-scale Measurement of Phantom-print Contamination in Equity Backtests

Daniel Gatto

Sep 30, 2026
Market Microstructure

The Price Impact of Hedging Expiring Index Options

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

Aug 25, 2026
Market Microstructure

From CAPE 15 to CAPE 35: Overnight Returns and Intraday Trading Patterns

Thomas PerretenProf. Dr. Martin Wallmeier

Aug 10, 2026
Market Microstructure

Adverse Selection Consumes the Touch: A True-Aggressor-Signed Maker-P&L Decomposition Across 13 CME Futures

Daniel Gatto

Jul 2, 2026
Market Microstructure

The Reach of the World Cup Distraction Effect: Evidence from Global Trading Venues

Daniel Gatto

Jun 18, 2026
Market Microstructure

Price Discovery Overnight:Evidence from Pre- and After-Market Trading

Thomas Perreten

Feb 28, 2026
Market Microstructure

0DTE Index Options and Market Volatility: How Large is Their Impact?

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

Feb 25, 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
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