Data Customization & Pipeline
The infrastructure behind the dataset you can’t buy off the shelf
Most firms that offer custom data builds are selling engineering hours. algoseek has the software, the hardware, and the compute grid to build custom datasets, computed analytics, and end-to-end data pipelines from small to petabyte scale.
What We Build
Any field. Any aggregation. Any format. Any size.
If the dataset you need existed as a standard product, you’d have bought it already. It doesn’t, because what you need is specific: a particular aggregation, a particular field combination, a particular delivery cadence that no vendor has pre-built. algoseek has delivered that kind of work at every scale, from complex derivative calculations on small universes to petabyte historical archives, multi-source combined feeds, order book products, custom indexes, and proprietary client signals merged into production bars.
timestamp
2024-03-15 09:30:00
open
175.23
high
175.89
low
175.01
close
175.67
volume
1,284,500
vwap
175.44
buy_volume
742,100
sell_volume
542,400
nbbo_spread_avg
0.012
trade_count
3,847
client_signal_1
0.873
Pipeline Architecture
The pipeline you’d have to build yourself. Already running.
algoseek builds and maintains every stage of the data pipe, from source connectors through delivery. Modules run in AWS or Equinix data centers and deliver to any infrastructure your team already uses. Every stage has monitoring, logging, and alerting built in, so your operations team doesn’t inherit another system to babysit.
Sources
Exchange Feeds
Third-Party APIs
Client Data
Cloud Storage
Ingest
Connectors
Schema Detection
Format Parsing
Transform
Normalization
Cross-Reference
ASID / FIGI Mapping
AI/ML Matching
Quality
Schema Validation
Drift Detection
Completeness Check
Benchmark Compare
Deliver
S3 / Azure / GCS
Database
API / Kafka
SFTP / File Drop
Orchestration & monitoring across all stages · Alerts on drift, schema breaks, and delivery failures
Data governance and compliance at every stage
Cross-referencing via ASID, FIGI, and ISIN
algoseek handles upgrades and exchange spec changes
Ticker Plant as a Service
Use our ticker plant instead of building your own
Building a ticker plant to process feeds from multiple exchanges and keeping it current with every exchange specification change is expensive and exhausting. The Mercury ticker plant, written in C++ and Assembly with zero external dependencies, receives raw binary data directly from the exchanges and normalizes it into standard or custom formats. Available as a managed service.
Processes raw PCAPs from all major exchanges
Normalizes raw binary data into standard or custom formats
Multicast, TCP socket, WebSocket, REST API, and Kafka output
Time-machine feed replay for backtesting and simulation
Cloud-based and data center deployment
Zero downtime through multiple volume explosions since inception
How It Works
From specification to production
Specify
The most expensive mistake in a custom data build is starting with a vague brief. algoseek writes a formal specification and creates sample data from your requirements. Nothing moves forward until you sign off on both, so what gets built is exactly what you asked for.
Build
algoseek provides a fixed cost once the specification is complete. Engineering builds against the approved spec, not against a moving target, so scope and cost stay where you agreed.
Validate
Bad data that passes QA quietly is worse than no data at all. Output is tested against your validation criteria: schema compliance, completeness checks, and benchmark comparison against known-good sources.
Deliver
You shouldn’t have to reshape data after it arrives. Historical backfill and daily production updates land in your infrastructure, in the format your systems already consume.
Monitor
Exchange specifications change, data volumes spike, and feeds break at inconvenient times. algoseek handles ongoing monitoring, alerting, maintenance, and every spec upgrade, so none of that falls to your team.
Use Cases
Two builds. Two different problems. Same infrastructure.
Custom OPRA NBBOUS Regulator
A US regulator required a custom OPRA NBBO calculation from the full OPRA feed, delivered to the cloud with relatively low latency. algoseek combined the Mercury ticker plant and its compute grid to build a regionally redundant infrastructure using four-way arbitrage with the raw multicast OPRA feed for lossless capture under heavy load. The result is a critical component of US regulatory infrastructure.
Custom TWAP BarsBulge Bracket Bank
A bulge bracket bank’s global index structuring team required historical and real-time custom one-minute TWAP bars for US equities, used daily to compute prices for some of the most important indexes in the US markets. The data serves both the internal team and third-party Calculation Agents. algoseek developed the feed handler, computed the full historical dataset, and built a regionally redundant infrastructure for real-time delivery and historical storage, allowing the bank and its Calculation Agents to access the data at scale concurrently.
Common questions
Other Services
Cloud Infrastructure
Colocation, managed hosting, and low-latency market data feeds in one facility.
Data Supplier Solutions
Tools and managed services for data vendors to build, sell, and deliver data products.
ArdaDB
Subsecond SQL queries on the full algoseek historical archive. Available for every data package.
Talk to Us
Describe the data you need
Every custom engagement starts with a conversation about your data requirements. algoseek provides a specification, sample data for your review, and a fixed cost estimate before any work begins.