EQUITY SECURITY MASTER
The equity security master, battle-hardened and built to be trusted in production.
algoseek does what most vendors will not: build, maintain, and quality-control an equity security master entirely in-house, from multiple independent sources. Most vendors license theirs from a third party and never touch it again. Our team sources, reconciles, and corrects the data directly.
Equity Security Master (sample)
ASID
| Field | Type | Example |
|---|---|---|
| ASID | integer | 320193 |
| ListStatus | string | L |
| Ticker | list(string) | AAPL |
| Name | list(string) | Apple Inc. |
| Sector | string | Technology |
| ISIN | list(string) | US0378331005 |
| FIGI | list(string) | BBG000B9XRY4 |
| USIdentifier | list(string) | 037833100 |
| PrimaryExchange | list(string) | NASDAQ |
Built, not borrowed
Most vendors white-label someone else’s master. We built ours.
Almost every market data vendor licenses its security master from a third party, puts its own name on it, and sells it as proprietary, inheriting every gap that comes with it. The ones quoting a security master at an attractive price are reselling the same underlying file, and when that file is wrong, they have no way to fix it.
When a mapping is wrong or a corporate event is missing, the vendor who licensed the file has nowhere to go. They file a ticket with their upstream provider and wait. Because algoseek owns the build, we can trace the error, correct it, and push the fix, often before it reaches a client’s pipeline. That is the practical difference, and it is the reason the master has survived production at hundreds of firms.
Maintained in-house, daily
A dedicated team sources, builds, and quality-controls the master directly. When something is wrong, we can troubleshoot it and fix it, because we own every step.
Cross-referenced against multiple inputs
We reconcile our own data against independent external sources, so errors surface before they reach you, instead of after they have propagated through everything downstream.
Full equity history from 2007
Every security that has ever traded, including the delisted, merged, and acquired. Work with the universe as it actually was, not the survivors that happen to still trade today.
The cost of getting it wrong
What you will NOT get from a resold master.
If your identifiers are wrong, everything built on top of them is wrong too, no matter how clean the underlying prices are. The errors do not announce themselves. They surface as a number that looked right in research and behaves differently in production.
A third-party master, white-labelled
Sourced from a single external provider with documented gaps, repackaged under a new name.
Updated weekly. By the time a corporate event reaches the file, your pipeline has already run on stale identifiers.
No one to call when a mapping is wrong. The vendor cannot fix data they did not build.
Equities only. No equivalent master for options or futures, so every asset class needs a separate fix.
The algoseek equity master
Built from multiple independent sources and reconciled against our own market data.
Updated daily, so corporate events land in the file before they distort your results.
A team that owns the data end to end, and a master battle-tested across hundreds of firms in production.
Full security masters for equity, options, and futures, all keyed to one persistent ID.
The same ASID covers equity, options, and futures, asset classes most vendors do not offer a full master for at all. One identifier, one source of truth, across everything you trade and research.
The ASID
A ticker is not an identity. One persistent ID is.
A ticker is a label that gets reassigned, recycled, and split out from under you. The algoseek Security ID never moves. It pins the security itself across every name change, split, share-class change, and delisting, so your data follows one company instead of whatever happened to trade under that symbol that year. Here is a real example, entirely within the history algoseek covers.
Alphabet (Google): one ASID, the ticker keeps moving
one persistent ASID
2007
Covered from here
GOOG
2014
Class C created, shares split
GOOGL + GOOG
2015
Renamed to Alphabet
GOOGL, GOOG
2022
20-for-1 split, all classes
GOOGL, GOOG
Anything keyed to “GOOG” quietly stitches a voting Class A share to a non-voting Class C share as if they were one continuous series, then mishandles two splits along the way. Keyed to the ASID, the history resolves correctly on its own.
Why ticker-keyed data quietly corrupts
Tickers get recycled, reassigned, and split apart. Key your data to the symbol string and you are stitching together different securities, dropping names the day they delist, and double-counting after a split. None of it raises an error. It just hands you a result that looks clean and is wrong.
Reference the ASID instead and the lookup work disappears. One stable ID resolves the full history correctly, with no mapping tables of your own to build, reconcile, and watch drift out of date.
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A delisted ticker gets reassigned to an unrelated company, silently merging two histories into one.
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Survivorship bias: delisted names vanish from a ticker universe, so your analysis only ever sees the survivors.
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A split or share-class change breaks the price series exactly where the ticker stayed the same.
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Hours of analyst time spent maintaining hand-built ticker maps that drift out of date the moment they ship.
Universal cross-referencing
Reconcile against whatever your team already runs on.
Your prime broker speaks one identifier, your risk system another, your data vendor a third. The ASID maps across all of them, so you can join algoseek data to the rest of your stack without maintaining a wall of translation tables.
FIGI and ISIN ship with every record, with further identifiers available on request. Reconcile cleanly against Bloomberg, Refinitiv, your prime broker, or any internal system in your pipeline.
ASID
FIGI
ISIN
QSIP (on request)
+ others on request
One ASID, mapped everywhere
ASID
Bloomberg (via FIGI)
ASID
Refinitiv / LSEG
ASID
Prime broker (via ISIN)
ASID
Internal OMS / risk system
What’s in the dataset
Clean reference files, ready to join on day one.
The equity security master ships as a small set of clean reference files, keyed to the ASID and ready to join to your market data on day one.
Reference · Equity
Security Master File
The core reference table: listing status, sector, industry, security description, and every cross-reference identifier, all anchored to the persistent ASID. One row per security per state, capturing the full ticker, name, and exchange history across the lifecycle.
ASID
Ticker
Name
FIGI
ISIN
Sector
Industry
ListStatus
PrimaryExchange
Affordable by design
Clean identifiers are not optional. So we priced ours like infrastructure, not a luxury.
No professional data operation runs without clean, unique identifiers, which makes an institutional security master a requirement, not a nice-to-have. We price it to reflect how critical it is, not how much we could charge for something you have no choice but to have. It is also built for fintechs that want to use the data and publish it onward to their own clients and users. Take just the master if that is all you need today, or fold it into the full Equities Package when you scale, with the tick data, bars, and adjustment factors already keyed to the same ASID and nothing left to reconcile.
Explore the Data
Query the equity security master directly with Python or SQL. Up to a year of production data, no agreement, no credit card needed.
Talk to our team
Core team from the trading side. Integration help, licensing for redistribution, and pipeline design.