Est. 2015 · New York

Built by quants
who needed
better data

algoseek provides institutional-grade US market data, managed data infrastructure, and high-touch support to quantitative trading firms, banks, fintechs, and academic researchers.

280 +

Current institutional, fintech, bank, and regulator clients across four continents

$350B+

In live-trading AUM powered by algoseek data

2

US regulators trust algoseek for production infrastructure

2+ PB

Normalized, research-ready market data since 2007

Zero end-user downtime

Fully redundant infrastructure. Regional redundancy means clients have never lost access to data.

From trading floor to data company

algoseek started inside a quantitative hedge fund where the founders had spent nearly a decade building trading systems. The market data they were buying from established vendors was expensive, and on close inspection, unreliable. So they built their own.

2006

First ticker plant

The founders write a proprietary ticker plant to power their own quantitative trading systems. It works. They keep building.

First ticker plant

2015

algoseek launches

Spun off from the trading fund after eight years of successful high-frequency trading. First product: the Equity TAQ Minute Bar.

Algoseek Launches

Futures and options

2017

Futures and options

Product coverage expands to aggregated futures and options data across CME, CBOT, NYMEX, and COMEX.

2018

Reference data

Security Master File and Corporate Event History launch after a full year of development. The proprietary ASID identifier tracks every ticker change, merger, and delisting.

Reference Data

Data Services

2020

Data services

algoseek begins managing data infrastructure for other firms. Fellow data vendors start outsourcing their own storage and delivery to algoseek.

US Regulator

Largest infrastructure deal

algoseek beats out all the other financial market data firms to win a deal to build large real-time data infrastructure for a US regulator, providing custom equity SIP and OPRA feeds.

Largest infrastructure deal

Custom institutional feeds

Bulge bracket bank

Custom institutional feeds

A bulge bracket bank selects algoseek to build custom OPRA feed and equity feeds for its global index desk.

2021

ArdaDB

algoseek launches a cloud-based SQL database allowing full SQL search over the entire universe, with the option for dedicated servers for complete privacy.

ArdaDB

Sandbox

2025

Sandbox

algoseek launches the Sandbox, giving prospects and clients a place to explore data, run queries, and evaluate datasets before committing.

Today

Data, technology, and service

Over 280 current institutional, fintech, bank, and regulator clients since inception. 34 employees, one-third PhDs. Growing real-time data and infrastructure across multiple regions.

Data, technology, and service

One architecture, every US market

Every dataset passes through the same pipeline: captured at the source, normalized by Mercury, stored in ArdaDB, and delivered through a single API.

Source

Source

Exchange Feeds

CTA/UTP · OPRA · CME

NYSE NASDAQ CBOE CME ARCA

Capture

Capture

Mercury Ticker Plant

Direct multicast feeds · Microsecond latency

Regional redundancy 4-way arbitration

Process

Process

Normalize & Store

ASID masters · ArdaDB

90pts/bar Subsecond ASID

Deliver

Deliver

Access Methods

Sandbox · API · Flat files

Jupyter SQL Python

Our team

The people behind the data

The founding team has over 140 years of collective experience in financial data, trading systems, and exchange infrastructure. algoseek is bootstrapped, employee-owned, self-funded, and profitable. There are no outside investors and no board to answer to.

Technology mind, service heart

When there is a data problem, time is literally money. The people who designed our infrastructure are the same people who maintain it and support clients directly.

We built this infrastructure because we needed it for our own trading. That origin shapes everything: the engineering, the support, the pricing.

Zero

Divergence

Historical data is the direct capture of the real-time feed. When you move from research to production, the data does not change.

Your research is yours

Derived data from your research is your IP. algoseek does not claim it.

Real money on the line

Dedicated support is always available for real-time clients. When a feed goes quiet during a session, response is immediate.

Packages grow with you

New datasets get added to existing packages automatically. Updates to existing datasets roll in without any change of fee.

Who we serve

Professionals find us, institutions follow.

Regulators

Market surveillance, enforcement, research

Two US regulators rely on algoseek data. Full-depth historical archives with audit-grade provenance.

Quant Trading

Funds, prop firms, independents

The most detailed bars in the market, survivorship-bias-free history, one architecture across all asset classes.

Banks & Institutional

Mid-office, risk, TCA, compliance

No 6.5% annual price escalators. No early termination penalties. Transparent pricing with the same data quality regulators already trust.

Fintechs

Platforms, API consumers, redistributors

Build algoseek into your platform. Redistribution licensing that doesn’t price you out of your own margins.

Academic

Peer-reviewed research, citable data

Sandbox access with Jupyter, SQL, and up to 6 months of historical data. No credit card needed.

We’re hiring

Join the team

Employee-owned, no outside investors, and the people who build the infrastructure are the same people who support clients. We are hiring engineers, data scientists, and domain experts.

Tell us what you are working on

Whether you need historical archives, real-time feeds, or infrastructure to run it all, we will walk you through what fits.