A dataset is a single product. A package is every dataset for an entire asset class under one price. If you only need one or two specific datasets, individual licensing is cheaper. Typically, the moment you need three or more, the package costs less and includes everything: tick data, bars, reference data, security masters, and any new dataset algoseek adds in the future.
Every tick. Every bar. Every exchange. One partner.
Real-time feeds and historical archives across US equities, options, and futures. The same data powering two US regulators, bulge bracket trading desks, fintechs, and startup funds. Transparent pricing, no surprises.
Consolidated SIP (CTA/UTP) · OPRA · CME · CBOT · NYMEX · COMEX · CFE · OTC Markets
Why algoseek
What separates the data partner from the data vendor
Every vendor gets the same raw feed from the same exchanges. The difference is what happens after that. Whether the feed is lossless. Whether the datasets built on top of it are designed for how you actually work. Whether anyone picks up the phone when something looks wrong at 6am.
Chosen under scrutiny
Two US regulators compared every vendor, tore apart every dataset, and chose algoseek. So did bulge bracket banks and top funds. That selection process is the hardest due diligence in the industry. We won it. And we won it against the best.
Your backtest and your live feed are the same data
algoseek historical data is the direct capture of the corresponding real-time feed. When you move from research to production, the data does not change. Most teams only discover their historical provider diverges from their live feed after a strategy fails in production. That gap is entirely avoidable.
Our core team comes from the trading side
We know what it costs when a field is wrong or a feed goes quiet during a session. When you call, you talk to someone who understands the data at the same level you do. Not someone reading from a troubleshooting script.
The security master is ours
Most data vendors (except Bloomberg and LSEG/Refinitiv) license a security master from someone else, white label it, and sell it as their own, with all the inherent gaps that come with it. algoseek built its own. ASID tracks every ticker through every merger, split, share class change, and delisting since 2007, with FIGI and ISIN cross-referencing. Options and futures masters are built on the same logic. Professionals do not rely on tickers because tickers change. Without a proper security master, even the cleanest tick data will not save your research.
How Pricing Works
Lease for a term or buy in perpetuity
Choose individual datasets on a 1 or 2 year term, or take an entire asset class (e.g., 39 datasets for equity) as a package on a 2-year term. Store the data wherever your team needs it: cloud, data center, or your own laptops.
Lease for a term
Choose individual datasets or an asset class package. You receive the full historical archive on day one with daily automated updates for the life of the license. Billing starts after a 30-day setup window. Typically, the research you produce from the data is yours to keep after the term ends. Raw algoseek data must be deleted when the license concludes.
No exchange fees on historical data
Daily updates included
No storage restrictions
30-day setup
Buy in perpetuity
One payment. You own the data forever. No user limit, no ongoing fees for the purchased data. Buying is typically for the entire company rather than a single team.
Streaming data
The same feed that writes the historical archive, delivered to you live. Real-time or delayed, on an annual license paid monthly. Package holders pay 50% of the standard streaming rate for the same asset class. Your backtest and your production feed stay in sync because they were never separate to begin with.
Annual license, monthly billing
Exchange fees on real-time
No exchange fees on delayed
Sample Streaming Data
Real-time and delayed feeds
Delivered from Mercury, the institutional-grade ticker plant behind the historical archive. Now in its third version after 15 years in production, Mercury lets you subscribe to a single ticker or the full universe, add and remove symbols on the fly, and request replay at any time. The schema and normalization are identical to the historical data, so your research and your production feed never diverge.
Delayed Second Bars
$1,100/month
No exchange fees
The full US equity universe with up to 90 quantitative fields per bar on a 15-minute delay. All the depth of the historical bars, streaming live. No exchange licensing required.
Real-Time Trade + Quotes
$2,500/month
Exchange fees apply
Complete CTA and UTP SIP feed for the full US equity universe. Lossless packet capture with four-way arbitration and zero downtime. The same feed used by US regulators.
Research Package + Real-Time
$3,750/month
Exchange fees apply
Historical and real-time in one license. The full equities research package from 2007 to yesterday, plus low-latency streaming today. One contract, one price, one source of truth.
Delayed Second Bars
$1,250/month
No exchange fees
The full OPRA universe with 60 fields per bar on a 15-minute delay. Built for options research and ML workflows. No exchange licensing required.
Real-Time Trade + NBBO Quotes
$2,750/month
Exchange fees apply
The full OPRA universe across every US options exchange. Over 1.5 million contracts per day. Lossless packet feed with full arbitration.
Research Package + Real-Time
$4,375/month
Exchange fees apply
Historical and real-time in one license. 15+ datasets of historical options data from 2014, plus low-latency streaming. One contract, one source of truth.
Delayed Second Bars
$1,250/month
Exchange fees apply
All CME Group futures with 60 fields per bar on a 15-minute delay. Built for futures research and ML workflows.
Real-Time Depth (MBP) Quotes
$2,750/month
Exchange fees apply
All CME, CBOT, NYMEX, and COMEX futures. Up to 10 levels of depth by price. Lossless packet feed with full arbitration.
Research Package + Real-Time
$4,375/month
Exchange fees apply
Historical and real-time in one license. Datasets covering every CME Group exchange from 2014, plus low-latency streaming. One contract, one source of truth.
OTC Real-Time Quotes
$1,200/month
Exchange fees apply
Real-time quotes from OTCBB with one year of historical trades and quotes included. Unlimited API calls and WebSocket delivery.
OTC Real-Time Trades + Quotes
$2,000/month
Exchange fees apply
Real-time trades and quotes from OTCBB with one year of historical trades and quotes included. Full co-location support available.
Pricing shown is a sample. See streaming infrastructure, colocation, and pricing for all asset classes →
Sample Historical and Daily Updates Licensing
Choose exactly the data you need
A sample from the catalog. Every dataset includes the full historical archive and daily automated updates. No exchange fees on historical data.
Equity Trade and Quote (TAQ)
$1,800/mo
The complete CTA/UTP SIP feed. Tick-level trades, NBBO and top of book bid and ask quotes across every US equity, ETF, ETN, ADR, warrant, and special vehicle since 2007. The gold standard for US markets, as used by regulators.
Full history + daily updates
Extended Trade and Quote Minute Bars
$1,500/mo
Up to 90 quantitative fields per bar. Buying and selling pressure, retail flow, spread dynamics, and exchange-level volume all in one bar. The most granular minute bars available anywhere for statistical and ML research.
Full history + daily updates
Equity Security Master
$500/mo
Battle-hardened, built from multiple sources and tested by hundreds of firms. ASID, FIGI, and ISIN cross-referencing. Adjustment factors recalculated nightly, point-in-time index components, and shares outstanding. Full lifecycle tracking through ticker changes, mergers, and delistings.
Full history + daily updates
Options Trade and NBBO Quote
$2,000/mo
The full OPRA universe. Tick-level trades and NBBO quotes across every US options exchange. Over 1.5 million contracts per day.
Full history + daily updates
Options Minute Bars
$1,800/mo
60+ fields per bar across the full OPRA universe. Global Trading Hours coverage included. Built for options research at scale.
Full history + daily updates
Options Open Interest
$1,200/mo
Daily open interest by contract across the full OPRA universe. Position analysis and flow tracking across every listed option.
Full history + daily updates
Futures Trade and Quote
$1,500/mo
CME, CBOT, NYMEX, and COMEX. Tick-level trades and quotes with full depth available across all major US futures exchanges.
Full history + daily updates
Futures Multiple Depth
$2,000/mo
Up to 10 levels of depth by price across all CME Group exchanges. Tick-level book updates for order flow research and execution analytics.
Full history + daily updates
Futures Minute Bars
$900/mo
Second and minute bar aggregations across all CME Group exchanges. 60 fields per bar.
Full history + daily updates
OTC Trade and Quote
Contact sales
Trade and quote data across OTC Markets venues. Coverage includes OTC-listed equities and instruments not available on primary exchanges.
Full history + daily updates
OTC Minute Bars
Contact sales
Minute bar aggregations for the OTC universe with the same field depth as the listed equity bars.
Full history + daily updates
Asset Class Packages
All the core research data your team needs, under one license
algoseek created packages because quantitative teams were tired of sourcing tick data, bars, reference data, and security masters through separate contracts at separate prices. A package puts every core dataset for an asset class under one monthly price, from ticks and bars through to security masters and adjustment factors. New datasets get added automatically at no extra cost, so you never have to renegotiate for data that should have been included from the start.
When does a package make sense? If you need one or two specific datasets, individual licensing is cheaper. The moment you need three or more for the same asset class, the package almost always costs less and covers far more ground. When your team is ready for real-time, add streaming for the same asset class at 50% of list price.
US Equities
Equities Research Package
$2,500/mo
The complete SIP feed from 2007 to yesterday. Tick-level trades and quotes, extended trade and quote minute bars with up to 90 fields, second bars, battle-hardened security master tracking every ticker change, merger, and delisting, plus adjustment factors recalculated nightly, corporate events, and more.
US Equity Options (OPRA)
Options Research Package
$3,000/mo
Every contract on every US options exchange from 2014. Tick-level trades and quotes, minute bars, open interest by contract, contract-level security master, and full lifecycle tracking. Regular and Global Trading Hours included.
US Futures
Futures Research Package
$2,500/mo
CME, CBOT, NYMEX, and COMEX under one license. Tick-level trades and quotes, second and minute bars, and up to 10 levels of market depth. Everything you need for futures research without sourcing from three different vendors.
Future Options
Future Options Research Package
$2,500/mo
Options on CME Group futures. Tick-level trade and quote data with minute bar aggregations across all listed contracts. The dataset most teams struggle to source cleanly, handled.
Multi-Asset
Multi-Asset Research Package
$5,000/mo
The equities, options, futures, and future options packages all combined into one contract. No per-asset-class negotiations, no separate renewals, and every new dataset added automatically.
Streaming at 50% of list price with a package. Hold a historical research package and add a real-time or delayed feed for the same asset class at 50% of the standard streaming rate. Additional packages beyond the first are also available at 50% of list price.
License Terms
What you can do with the data
Pricing on this page is for licensed use by a research team or trading operation. Firms (e.g., fintechs) that need to display or provide data to end users should contact sales to discuss redistribution licensing.
During the license
Can I download the data?
Yes. Download as much as you want, as often as you want.
Where can I store it?
Anywhere you control. Cloud, data center, office machines, laptops. No restrictions on where the data lives as long as it is on infrastructure you manage.
Do I keep my research?
Typically, yes. Signals, statistical outputs, sampled data, and anything that cannot be reverse-engineered back into the raw feed. Your derived work stays with you after the license ends.
After the license
What happens when the term ends?
You delete the raw algoseek data. Everything you built on top of it stays with you.
Can I buy instead of lease?
Yes. One payment, you own it in perpetuity with no user limit. Contact sales for buy pricing.
What about fintech redistribution?
If you need to display data to your own end users through a platform or app, exchange licensing may vary depending on which exchange the data comes from. algoseek has deep expertise working with fintechs to minimize costs and get the right data configuration. Contact sales to discuss.
Pricing questions
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Dataset or package: which do I need?
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How do historical data and streaming relate?
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Both come from the same source. Historical data is a capture of the real-time feed, saved as an archive and updated daily at the end of each day. Streaming is you receiving the dataset in real time or on a delay. You can license one without the other, or both. If you hold a historical package and add streaming for the same asset class, the streaming license is 50% of list price.
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Can I try the data first?
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Yes. The algoseek data sandbox gives you up to a year of historical data across all asset classes. Jupyter notebooks, SQL, download, and Excel. No credit card required.
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Can I buy historical data without updates?
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Yes, though this is rare. Contact sales for pricing.
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Are daily updates included?
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Yes. Every dataset and package includes the full historical archive and daily automated updates for the life of the license. There is no separate charge for updates.
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Are there exchange fees?
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On most historical data, no. The listed price is all-inclusive. Real-time streaming requires exchange license fees on top of the algoseek data license, as required by the exchanges. Some delayed feeds may also have exchange fees. algoseek has deep expertise and will provide guidance on expected exchange fees for your use case. Contact sales for a detailed breakdown.
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What if my team has more than 10 users?
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Additional user blocks are available in increments of 5 or 10, or we can discuss an enterprise-wide license. Contact sales for details.
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What is the Incubator Program?
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Pricing crafted for startup funds and early-stage fintechs to deliver the datasets your team needs at a price within your current ability. algoseek evaluates applicants individually. The goal is to help you reach critical mass with professional data you need now, not after your next round.
See it before you sign anything
Up to a year of historical data across all asset classes. Jupyter, SQL, Excel. No credit card, no sales call required.
Talk to our team
Custom licensing, enterprise pricing, streaming infrastructure, or a question about a specific dataset? Talk to a person who has worked with the data, not just read about it.
Why algoseek
Chosen by two US regulators after they compared every vendor. Battle-hardened security masters built and maintained by algoseek.