Equities Historical Research Package
From historical research to live trading, one US equity data pipeline.
39 datasets across the full CTA and UTP SIP feeds: tick trades and quotes, extended minute and second bars with up to 90 quantitative fields, end-of-day summaries, and algoseek’s battle-hardened security master. Every event with microsecond-precise timestamps, lossless from the SIP, 20+ years deep.
1
Historical research
2
Out-of-sample
3
Paper trading
4
Live trading
Trusted by
2
US regulators
1,855+
institutions since 2015
Starting at
$2,500
/month
Fixed-fee 2-year lease for a team of up to 10.
Indicative pricing. Final quotes reflect history depth, delivery method, and team size.
All 39 core datasets
Equity SIP, CTA and UTP
Daily updates included
No exchange fees on historical
39
datasets
50%
off streaming data
20+
years of history
Historical and streaming delivery methods
Core team from the trading side
Research to Live
One vendor, one license, the full intraday research-to-trading lifecycle.
Most strategies die in the seam between research and trading, where the backtest data and the live feed are subtly different shapes. The package collapses that seam: the same Mercury pipeline writes both the archive and the feed.
Core team from a quantitative trading background
The person who picks up your support thread has used data like this in production. You’re not just buying data, you’re buying the professional level of support that goes with it.
Your research, your IP
Features, signals, models, backtests, papers: what you derive is yours, and stays yours after the lease ends.
2-year lease, fixed fee, growing catalog
The fee stays the same for the full term. Methodology improvements and new eligible algoseek datasets are added to your account automatically, with no mid-term repricing.
Sized for a team of up to 10
One to ten hands-on users, on any computers you manage. Unlimited use within the team, no per-seat metering.
30-day setup, billing pauses
A 30-day onboarding window before billing starts: time to wire up S3, connect ArdaDB, and ingest your first datasets.
Daily updates included
Every dataset refreshes daily. Adjustment factors are recalculated nightly going backwards, so the as-of-today view stays point-in-time correct.
All delivery methods available
Choose what fits your workflow, then add real-time when you’re ready.
AWS S3 flat files
RESTful API
ArdaDB cloud SQL
Jupyter notebook
Python library
Streaming TCP/IP: co-location, cloud, on-prem, or internet
Three datasets, three contracts, three renewals. Or the package.
Most quant teams need at least three datasets: tick data, enriched bars, and a security master. The package covers all 39 under one agreement, and the moment you need a fourth, it’s already in the account.
Equities Historical Research Package
$2,500
/month
Every core equity dataset. One license. Up to 10 team members.
Every event-based, aggregated, end-of-day, and reference dataset
20+ years of history with daily automated updates
Real-time and delayed streaming at 50% of list price for standard feeds
New eligible algoseek datasets added automatically, no extra charge
vs
Pay per dataset
$2,800/month
A typical three-dataset minimum for backtesting at scale.
- Trade and Quote (TAQ), tick-level $1,200
- Extended Minute Bar, 90 fields $900
- Security Master with ASID $700
- Total per month $2,800
Indicative individual pricing for illustration. Actual quotes depend on history depth, delivery method, and team size.
What’s Included
Every core US equity dataset algoseek publishes.
Event-based ticks, aggregated bars, end-of-day summaries, and reference data. Click any dataset for fields and documentation.
Tick-level trade and quote data from the official consolidated SIP feed. Every executed trade and bid/ask quote across all US equity exchanges, timestamped to the nanosecond.
US Equities Detailed Adjustment Factors
Production · algoseek
CSVSQL
US Equities Basic Adjustment Factors
Production · algoseek
CSVSQL
US Equities Cumulative Adjustment Factors
Production · algoseek
CSV
US Equities Daily Cumulative Adjustment Factors
Production · algoseek
CSV
US Equities Trading Halts
Production · algoseek
CSVSQL
Second and minute bars built from the SIP feed, with up to 90 quantitative fields per bar. Several methodology variants for industry-standard compatibility.
US Equities Trade and Quote Minute Bar
Production · algoseek
CSVSQL
US Equities Trade and Quote Extended Minute Bar
Production · algoseek
CSVSQL
US Equities Trade and Quote Minute Bar Excluding FINRA/TRF Trades
Production · algoseek
CSVSQL
US Equities Trade and Quote
Production · algoseek
CSVSQL
US Equities Trade Only
Production · algoseek
CSVSQL
US Equities Industry Standard Trade Only Minute Bar
Production · algoseek
CSVSQL
US Equities Industry Standard Trade Only Minute Bar Adjusted
Production · algoseek
CSVSQL
US Equities Trade Only Adjusted Minute Bar
Production · algoseek
CSVSQL
US Equities Trade Only Minute Bar
Production · algoseek
CSVSQL
US Equities Trade Only Minute Bar Excluding FINRA/TRF Trades
Production · algoseek
CSVSQL
US Equities Trade and Quote Extended Second Bar
Production · algoseek
CSV
US Equities Trade and Quote Extended Second Bar Excluding FINRA/TRF Trades
Production · algoseek
CSV
US Equities Trade Only Second Bar Excluding FINRA/TRF Trades
Production · algoseek
CSV
US Equities Adjusted Trade Only
Production · algoseek
SQL
US Equities Buy/Sell Pressure and Retail Indicators Minute Bar
Production · algoseek
CSV
US Equities Trade Only Adjusted Minute Bar Excluding FINRA/TRF Trades
Production · algoseek
SQL
Daily summaries from the same SIP feed and methodology as the intraday bars, in several calculation variants. Adjusted variants include corporate-event factors.
US Equities Daily OHLC Adjusted
Production · algoseek
CSVSQL
US Equities Primary Exchange Daily OHLC
Production · algoseek
CSVSQL
US Equities Daily OHLC
Production · algoseek
SQL
US Equities Industry Standard Daily OHLC Adjusted
Production · algoseek
CSVSQL
US Equities Trade and Quote Daily Bar
Production · algoseek
CSVSQL
US Equities Industry Standard Daily OHLC
Production · algoseek
SQL
US Equities Primary Exchange Adjusted Daily OHLC
Production · algoseek
SQL
US Equities Standard Adjusted Daily OHLC
Production · algoseek
CSVSQL
US Equities Standard Daily OHLC
Production · algoseek
CSVSQL
US Equities Daily SSR Circuit Breakers
Production · algoseek
CSVSQL
Built and maintained in-house: the security master with persistent ASIDs, adjustment factors, IPO history, and point-in-time index membership.
US Equities Security Master File
Production · algoseek
CSVSQL
US Equities ASID Lookup
Production · algoseek
CSVSQL
US Equities Lookup File
Production · algoseek
CSVSQL
US Equities Announcements
Production · algoseek
CSVSQL
US Equities IPO
Production · algoseek
CSVSQL
US Equities IPO Detailed
Production · algoseek
CSVSQL
US Equities Index Components
Production · algoseek
CSV
US Equities Market Holidays
Production · algoseek
CSVSQL
Built to Grow With You
Your datasets expand over time. The fee doesn’t.
New eligible algoseek datasets are added to the package automatically. Period.
- New eligible algoseek datasets are added automatically at no extra charge.
- All additions of methodology are included for the duration of the package lease.
- Pricing stays fixed inside the term, with a small predictable adjustment on renewal.
- Daily updates and recalculated adjustment factors land in your account overnight.
Equities Historical Research Package
Datasets in the package over time
2022
23 datasets
2023
29 datasets
2024
35 datasets
2025
39 datasets
Customers who started in 2022 receive the same datasets as new customers, at their original price.
Historical and Streaming
One pipeline. Historical, delayed, and real-time on the same data.
The Mercury ticker plant runs one process that branches into two outputs: an archive your team backtests against, and a streaming feed your team trades on. Both see identical fields and identical condition codes, because they’re the same write.
Exchange feed
CTA
Exchange feed
UTP
Mercury ticker plant infrastructure
Direct multicast exchange feeds, microseconds latency, regional redundancy, 4-way arbitration, zero-failure architecture.
Equinix NY2
Equinix NY4
Equinix NY5
Chicago CH1
Same pipeline
Historical archive
Included
20+ years of historical data written from the same Mercury feeds. Daily automated updates keep your archive current.
- Full archives and daily updates included
- S3, ArdaDB SQL, RESTful API, Jupyter, Python library
- Adjustment factors recalculated nightly going backwards
Streaming feed
Add-on
Same normalized feeds delivered real-time or with a 15-minute delay. The same source as your historical research data.
- Real-time or 15-minute delayed
- 50% of list price for standard feeds
- TCP/IP: co-location, cloud, on-prem, or over internet
Delayed feed
Add-on for package holders
$625/mo
Standard feeds
15-minute delayed streaming on the same normalized feeds, for work that doesn’t need millisecond latency.
Real-time feed
Add-on for package holders
$1,250/mo
Standard feeds
Real-time streaming via Mercury, over TCP/IP to co-location, cloud, on-prem, or the internet, for paper trading and live execution. Non-standard configurations quoted at list price; exchange fees are set by the exchanges.
License Terms
What you can do with the data.
Download it, store it wherever you control, keep your derived research after the lease ends.
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Can I download the data?
+
Yes. You can download data, as much as you like, and store it wherever you want.
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Where am I allowed to have the data?
+
Any computer you manage or control: cloud, data center, office, or laptops.
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What happens at the end of the lease?
+
At the end of the lease, you delete all raw algoseek data. You keep your derived data: signals, statistical outputs, and anything that cannot be reverse-engineered back into the raw dataset.
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What exactly is derived data?
+
Signals, statistical outputs, sampled data: anything from your research that cannot be reverse-engineered back into the raw algoseek data.
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Can I buy the data at the end of the lease?
+
Yes. You can buy the data in perpetuity at the end of the lease for a one-time payment. Contact sales for pricing.
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Can I use the data for my fintech?
+
Lease pricing here is for internal use. Displaying data to your own end users involves exchange licensing; algoseek works closely with fintechs to minimize those costs. Contact sales to discuss.
Other Packages
Research across asset classes? Add a second package at half price.
Each package follows the same structure: every core dataset for the asset class, all delivery methods, daily updates, fixed fee for two years. Or fold them all under the Multi-Asset Package.
US Equity Options (OPRA)
US Equity Options Package
$3,000/mo
15 datasets
Every contract on every US options exchange (OPRA). Tick-level trades and quotes, 60+ field minute bars, open interest, contract lifecycle tracking, full security master, and Global Trading Hours (GTH) included.
US Futures
US Futures Package
$2,500/mo
CME, CBOT, NYMEX, and COMEX under one license. Tick-level trades and quotes, second and minute bars, and up to 10 levels of market depth. Future security master.
Future Options
Future Options Package
$2,500/mo
Options on CME, CBOT, NYMEX, and COMEX under one license. Same datasets as futures. The dataset most teams struggle to source cleanly, handled.
All Asset Classes
Multi-Asset Package
$5,000/mo
60+ datasets
Every equity, options, futures, and future options dataset under one contract. One ASID identifier across every asset class. One price, one renewal, every new eligible algoseek dataset added automatically.
Two ways to start
See the data first, or talk to someone who knows it.
A quick conversation about pricing and licensing, or query the data first. Both routes work.
Contact us about the package
Talk to a person who has worked with the data, not just read about it. Pricing, history depth, licensing: the conversation starts where it needs to.
Explore the Data
Run SQL or Python against real equity datasets in the Sandbox. No credit card, up to a year of data.