See the actual data before you commit to anything.

Equities, options, futures, future options. Up to a year of data. Run SQL or Python against the actual datasets, download what you need, or use the API. No credit card required.

Sandbox

AI Assistant

1

A

5

Cloud Data Lab

Manage your active compute sessions and explore datasets using the integrated SDK.

aapl-minute-bars.ipynb

Run

import algoseek_connector as ac

manager = ac.ResourceManager()
ds = manager.create_data_source('ArdaDB')
group = ds.groups['USEquityMarketData'].fetch()

✓ connected

minute_bar = group.datasets['TradeAndQuoteMinuteBarExtended'].fetch()
query = (
    minute_bar.select(
        minute_bar['BarDateTime'],
        minute_bar['LastTradePrice'],
        minute_bar['VolumeWeightPrice'],
        minute_bar['HighTradePrice'],
        minute_bar['LowTradePrice']
    )
    .where(
        (minute_bar['TradeDate'].between('2023-01-03', '2023-01-31'))
        & (minute_bar['Ticker'] == 'AAPL')
    )
)
result = minute_bar.fetch_dataframe(query)
print(result.head(5))
BarDateTimeLastTradePriceVolumeWeightPriceHighTradePriceLowTradePrice
2023-01-03 04:00:00130.8900130.854120131.0000130.0600
2023-01-03 04:01:00131.1000130.955240131.1800130.8500
2023-01-03 04:02:00131.1900131.208770131.2900131.1000
2023-01-03 04:03:00131.2800131.220790131.2900131.1500
2023-01-03 04:04:00131.4000131.327900131.4600131.2400

Sandbox

AI Assistant

1

A

5

SQL Client

ArdaDB is built on open source ClickHouse. Use any ClickHouse compatible client, or standard ODBC and JDBC connectors.

aapl_minute_bars_ext.sql

Execute

SELECT
  BarDateTime,
  Ticker,
  VolumeWeightPrice,
  TotalVolume,
  TradeToMidVolWeightRelative,
  MaxSpread,
  TradeAtAsk,
  TradeAtBid
FROM USEquityMarketData.TradeAndQuoteMinuteBarExtended
WHERE Ticker = 'AAPL'
AND TradeDate BETWEEN '2023-01-02' AND '2023-12-31'

19,200 rows · 0.28s

BarDateTime TickerVolumeWeightPriceTotalVolumeTradeToMidVolWeightRelativeMaxSpreadTradeAtAskTradeAtBid
2023-01-03 04:00:00AAPL130.854128174-0.118180.318882079
2023-01-03 04:01:00AAPL130.9552488200.247620.354774359
2023-01-03 04:02:00AAPL131.208772112-0.370740.19781370
2023-01-03 04:03:00AAPL131.2207938880.30110.091851123
2023-01-03 04:04:00AAPL131.327959840.192370.292442329

Sandbox

AI Assistant

1

A

5

Download Data

Download specific tickers from any dataset as compressed CSV.

Dataset

US Equities Trade and Quote Minute Bar

Filter

AAPL · 2025-03-14

Rows

960 rows × 62 fields

Format

Compressed CSV · 136 KB

No need to pull an entire dataset. Files arrive ready for your local tools, your backtesting framework, or your existing pipeline.

Export CSV

About Data Downloads & Delivery

Package Format

Downloads are delivered as compressed CSV.

Expiration Policy

Download links and cloud delivery URLs remain active for up to 90 days. Please save your files locally before expiration.

Processing Time

Large downloads may take a few minutes. We’ll email you when your file is ready.

Sandbox

AI Assistant

1

A

5

RESTful API

Test your API integration against real algoseek data before committing to a subscription.

Request

Copy cURL

GET /v1/data/us-equity/eq-taq-1min-ext/AAPL
  ?TradeDate.gt=2023-01-01  # greater than
  &TradeDate.le=2023-01-31  # less than or equal
  &columns='BarDateTime,Ticker,VolumeWeightPrice,
    TotalVolume,TradeToMidVolWeightRelative,
    MaxSpread,TradeAtAsk,TradeAtBid'
  &response_format='json'
  &limit=1

Response

200 OK · 0.31s

{
  "data": [
    {
      "BarDateTime": "2023-01-03 04:00:00",
      "Ticker": "AAPL",
      "VolumeWeightPrice": 130.85412,
      "TotalVolume": 8174,
      "TradeToMidVolWeightRelative": -0.11818,
      "MaxSpread": 0.3,
      "TradeAtAsk": 1888,
      "TradeAtBid": 2079
    },
    {"BarDateTime": "2023-01-03 04:01:00", ...}
  ],
  "pagination": {
    "offset": 0,
    "limit": 2,
    "next_offset": 2
  }
}

Skip the evaluation queue

Most vendor evaluations take weeks of emails and NDAs before you see a single row. This one takes seconds.

Query the data yourself, with your own tools, on your own schedule.

Write SQL against the full archive

ArdaDB powers the SQL environment: subsecond responses on most queries across tick-level equities, options, and futures data. Write the queries you would actually use.

  • Built on ClickHouse. Use any compatible SQL clients or standard ODBC or JDBC connectors
  • Subsecond on most queries across terabytes
  • Powered by ArdaDB

Explore in Python without leaving your browser

Pre-configured Jupyter notebooks with the algoseek Python library already installed. Build your analysis in the browser, export notebooks and results when you are done.

  • algoseek Python library preinstalled
  • Connected to ArdaDB
  • Download notebooks and results

Download the data you need to your machine

Download specific tickers from data sets as compressed CSV. Bring algoseek data into your local tools, your backtesting framework, or your existing pipeline.

  • Query-filtered downloads
  • CSV format
  • S3 flat files download

Integrate directly into your pipeline

The algoseek RESTful API runs on ArdaDB. Pull data programmatically from any language.

  • Test against real data
  • Any language, any platform
  • JSON responses

We built the Sandbox because the data speaks for itself.

Most vendors gate their data behind sales calls and NDAs. algoseek would rather you see the data first and talk to us after.

Next steps

Validate the data first. Then choose the dataset or package that fits.

Explore the data

Browse datasets across equities, options, futures, and future options. Up to a year of historical data.

Test with your own code

Run your queries, build your notebooks, hit the API. Confirm the data fits your requirements.

Subscribe to a dataset or package

Full historical archive, daily updates, all delivery methods.

Add real-time when ready

Low latency streaming feeds from Mercury. Co-location at Equinix, cloud or internet.

See the data for yourself. That is all we ask.

The fastest way to find out whether algoseek data is what your team needs. No credit card