Real-Time Market Data
Real-time market data that matches your historical archive. One pipeline. No surprises when you go live.
Most firms discover their real-time and historical data differ the moment they move from backtest to production. Different vendors, different normalization, different timestamps. With algoseek, the feed your trading system consumes today is the same data you researched yesterday. One pipeline. Proven in production for over a decade, now on its third generation.
CTA / UTP
OPRA
CME
CBOT
NYMEX
COMEX
CFE
OTC Markets
One pipeline
The moment you go live, you find out whether your vendor runs one pipeline or two.
Separate stacks mean separate normalization, separate timestamps, and data that does not quite match when you go live. algoseek’s Mercury ticker plant processes every feed and writes to the historical archive from the same handler. What you trade on is what you researched on.
No algoseek client has ever lost a feed. Every exchange sends redundant A and B feeds from two separate routes. Mercury compares all four before delivering a verified stream. If any route drops, the others cover. Regional redundancy across New Jersey and Chicago.
Feed A
Route 1
Feed B
Route 1
Feed A
Route 2
Feed B
Route 2
4-way
verified
Same exchange. Same handler. Same data. Three outputs.
Custom builds
You trade. algoseek handles everything between the exchange and your screen.
A US regulator needed a custom OPRA NBBO. A bank needed intraday index pricing for the capital markets. A fund needed alternative data merged with market data inside the ticker plant. None of these were products off the shelf. algoseek built each one from the hardware up.
You describe the requirement. We build the infrastructure.
Low latency trading systems, complex real-time calculations, high SLA index pricing, full hardware infrastructure from design to daily operation. algoseek builds it, operates it, and monitors it around the clock.
Custom calculations running inside the ticker plant
Mercury handles in-memory calculations and scales across multiple CPUs. Custom feeds run as add-ons to the existing ticker plant, not greenfield builds. Faster deployment, fewer things that can break.
Real-time data pricing sample
No conversations about pricing before you see the numbers. US equities sample below. Other asset classes on request.
Sample pricing for US equities (SIP: CTA/UTP). Futures, options, and OTC pricing on request.
Real-Time Feed
$2,500/mo
The full US equity universe, streaming to your infrastructure
- Full US equity universe
- Complete CTA/UTP lossless packet feed
- Fully arbitrated A and B feeds
- Regional redundancy
- Institutional level support
- Mercury intraday playback and rewind
Delayed Feed
$1,250/mo
Same data, same quality, 15 minutes behind. No exchange fees.- Full US equity universe
- Complete CTA/UTP lossless feed
- Up to 90 quantitative fields per bar
- Most advanced bars for machine learning
- 15-minute delay
Real-Time + Research Package
$3,750/mo
Research on historical data, trade on real-time. One pipeline, one price.- Everything in Real-Time Feed
- Full historical research package
- Real-time at half price when bundled with historical
- One pipeline from backtest to live
Exchange licensing
Exchange licensing is the part every new client dreads. algoseek takes it off your plate.
Your exchange fees depend on your classification, your use case, and factors that are not obvious until you read the fine print. algoseek is a vendor of record with deep experience navigating this. We help you complete the paperwork, estimate the fees, and can get guidance from the exchanges without revealing your name.
Need help with exchange licensing?
algoseek can get guidance from the exchanges on estimated license fees for your use case without revealing your name. One less thing to worry about.
Delivery
Your latency requirements decide how you receive the feed. algoseek delivers all three.
Co-location
Market data, historical archive, co-location, and real-time feed under one relationship. Feeds run directly from the Mercury ticker plant at Equinix in New Jersey and Chicago. Cross-connect to existing infrastructure or choose a pre-racked server in small, medium, or large configurations.
Traders, funds, market makers, broker-dealers
Cloud Delivery
Real-time market data delivered into AWS, Google Cloud, or Azure via dedicated dark fiber or internet. algoseek manages both the data center and cloud side of the connection.
Research teams, quant platforms, fintechs
Internet
RESTful API and WebSocket access for the full universe of US equities, options, and futures. Real-time or delayed. Dedicated private connection available on request.
Back offices, portfolio managers, app developers
Questions about real-time data
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Can I subscribe to only trades or only data from selected exchanges?
algoseek can provide data on consolidated tapes such as SIP as well as individual exchange feeds. Futures and future options are licensed by individual exchange for all data.
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Is the real-time feed the same data as the historical archive?
Yes. Both come from the same source. Historical data is a capture of the real-time feed, saved as an archive, updated daily at the end of each day. Streaming is you receiving the data in real time or delayed. You can license one without the other, or both. With the historical package, streaming licenses for real-time and delayed are at 50% of list price.
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How does algoseek process the data?
algoseek receives raw multicast data directly from the exchanges and processes it through its 3rd generation Mercury ticker plant, running on custom real-time low-latency Linux with specialized low-latency network cards and hardware. Code written in C++ and assembly with zero external dependencies. The ticker plant normalizes feeds into standard or custom formats including trades, time bars, and derived metrics.
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If I am receiving real-time, can I save the historical?
Real-time clients can retain up to 48 hours of historical data from their feed. For longer historical access, algoseek offers historical data packages that give you the full archive going back to 2007 for equities. One pipeline, one data source.
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What co-location options are available?
algoseek offers co-location at Equinix in New Jersey (NY2, NY4, NY5) and Chicago (CH1, CH2). Co-location feeds run directly from the Mercury ticker plant. Cross-connect or full co-location available. Standard pre-racked servers in small, medium, and large configurations.
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Can I subscribe to other data alongside real-time feeds?
Yes. algoseek provides data onboarding and pipeline services. algoseek can access third-party data on your behalf, cross-reference it with algoseek identifiers, apply quality control and normalization, and deliver everything to your specified destination in a consistent format.
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What are the exchange fees?
Exchange fees depend on your classification (professional vs nonprofessional), your use case, and other factors. Real-time streaming always requires exchange license fees in addition to algoseek data license fees. Some delayed feeds may also have exchange fees. algoseek has deep expertise and will provide guidance on expected exchange fees for your use case.
One conversation. We scope the feed, the delivery, and the licensing.
algoseek typically responds within 24 hours. You talk to the engineers who build and operate the infrastructure, not a sales team.
Start with historical data
The Sandbox gives you up to a year of historical data across all asset classes. No credit card required. Validate the data first, then add a real-time feed when you are ready to go live. Same pipeline. Same data.