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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
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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
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Greeks and IV
IPOs

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

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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
Backtesting and Evaluation

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

Dr. Jan L. Schroeder

Jan 31, 2025
Data Quality and Construction

Quality issues of implied volatilities of index and stockoptions in the OptionMetrics IvyDB database

Prof. Dr. Martin Wallmeier

Feb 18, 2024

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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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US Futures
Options on Futures
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