Subscribed by
1,850+Institutions
Total live-trading AUM
$350+Billion
Data Usage
2US federal 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.
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.
algoseek
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.