Subscribed by

1,850+

Institutions

Total live-trading AUM

$350+

Billion

Data Usage

2

US federal regulators

Used by Two US Regulators

When a dispute arises between broker-dealers or banks about market price, the regulatory determination is based on algoseek data. Because two US regulators rely on algoseek.
That is not a marketing claim. It is our actual role in US regulatory infrastructure.
Regulators do not select data vendors based on pricing, brand recognition, or sales partnerships. They select based on accuracy, completeness, support, and technology.
Only two types of vendors have ever served this function: large multi-billion dollar firms and algoseek.

Your Research Is Only as Good as Your Security Master

A stock ticker that represented one company in 2015 may be a different company today, and your backtest will never tell you. This is how survivorship bias and entity misattribution enter research pipelines undetected. algoseek has complete security masters for each of its asset classes, including US equity, OPRA, and US futures (CME, CBOT, COMEX, NYMEX), built and maintained entirely in-house. One ASID provides a persistent identifier that follows a security through every change, enabling proper tracking as well as cross-referencing to other industry identifiers.

Most data vendors either source their security masters from third parties, making them very expensive to end clients, or do not offer them at all. algoseek built their security masters from scratch. Years of use by large banks, funds, and other financial institutions has ensured a level of accuracy and completeness that only comes from sustained, large-scale production use.

algoseek

One Architecture,
One Source of
Truth

Engineering First

Up to 90 Data Points Per Bar

algoseek's core team background is quantitative trading. We understand the need for quality derived data that can be delivered to machine learning, statistical, and AI systems for refining and improving strategies, whether for alpha, better execution, or TCA.

Our bars carry up to 90 data points per interval, including multiple variations with or without TRFs and odd lots. Industry standard intraday bars often carry just 10 to 15.

algoseek bars include data points to help you infer order flow direction, buying and selling pressure within the bar period, retail order flow, and differences between exchanges. The type of information that a professional quant team  would have spent a year or more building is now available, pre-computed across second and minute granularity, with some asset classes going back to 2007.

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