Why algoseek

Used by two US regulators for official market price determinations

When a dispute arises between broker-dealers or banks about market price, the regulatory determination is based on algoseek data. That is not a marketing claim. It is our actual role in US regulatory infrastructure.

Regulators do not select data vendors based on pricing, brand recognition, or sales partnerships. They select based on accuracy, completeness, support, and technology.

Only two types of vendors have ever served this function: large multi-billion dollar firms and algoseek.

Security masters

Your research is only as good as your security master

A stock ticker that represented one company in 2015 may be a different company today, and your backtest will never tell you. This is how survivorship bias and entity misattribution enter research pipelines undetected.

Most data vendors either source their security masters from third parties, making them expensive to end clients, or do not offer them at all.

algoseek built its security masters from scratch, in-house, for each asset class. Years of production use by large banks, funds, and regulators has ensured a level of accuracy and completeness that only comes from sustained, large-scale use.

FIGI SEDOL CUSIP US Equity OPRA CME CBOT NYMEX COMEX

What happens without a security master

2015 — $ACME trades at $42

Your backtest buys ACME Corp based on a mean-reversion signal.

2018 — $ACME acquired, ticker reassigned

The ticker now belongs to a different company. Your backtest doesn’t know.

2023 — Your strategy shows alpha

But the alpha is from entity misattribution. The signal was on a company that no longer exists under that ticker.

With ASID — one persistent identifier

Tracks every change: ticker reassignments, mergers, delistings, spinoffs, restructuring. Cross-references to FIGI, ISIN, SEDOL, CUSIP.

ASID · Built in-house · Battle-tested by banks, funds, and regulators

Architecture

One architecture, one source of truth

Most vendors run separate real-time and historical technology stacks. That design introduces an entire class of error: timestamp drift between systems, schema fields that exist in one feed but not the other, normalization logic that diverges silently over time.

Every team that has migrated a strategy from backtest to production on split-architecture data has encountered reconciliation failures that trace back to this decision.

algoseek eliminated that class of error entirely.

Build a strategy on historical data. Deploy it against the real-time feed. Same pipeline. Same schema. Same normalization. No surprises when you go live.

CTA / UTP US Equities

OPRA US Options

CME GroupFutures

OTC Markets OTC

Direct multicast feeds · 4-way arbitration

Mercury Ticker Plant Infrastructure

Microsecond latency · Regional redundancy · Zero failure architecture

Equinix NY2, NY4, NY5 · Chicago CH1

Streaming feeds

Historical archive

High-touch support

When there is a data problem, time is literally money

algoseek provides high-touch support to all clients, from large banks and US regulators to small trading and fintech startups. The core team comes from the trading side. Rapid response is not a service tier. It is how the company was built.

The support team rotates directly from R&D. When you ask about condition codes, OPRA symbology edge cases, or timestamp behavior during exchange halts, you are talking to someone who has worked with that data at scale.

No tier-1 triage. No escalation queue. Hours, not days.

Bar depth

Up to 90 quantitative fields per bar

Industry standard bars carry 10–15 fields. algoseek bars carry up to 90, pre-computed at second and minute granularity.

Industry standard

10–15

FirstTradePrice: 142.55
HighTradePrice: 142.91
LowTradePrice: 142.30
LastTradePrice: 142.84
Volume: 1,200,000

Enough to chart. Not enough to research.

algoseek extended trade and quote bar

Up to 90

FirstTradePrice: 142.55
HighTradePrice: 142.91
LowTradePrice: 142.30
LastTradePrice: 142.84
Volume: 1,200,000
FinraVolume: 142,000
UptickVolume: 712,000
DowntickVolume: 488,000
TradeAtBid: 3,412
TradeAtAsk: 4,207
MinSpread: 0.01
TimeWeightedBid: 142.48
TimeWeightedAsk: 142.62
OpenBidPrice: 142.44
CloseBidPrice: 142.52
HighBidPrice: 142.58
LowAskPrice: 142.56

+ 72 more quantitative fields

Trade at Bid/Ask

Uptick/Downtick

Bid-Ask Spread

Time-Weighted Quotes

FINRA/TRF Volume

Odd Lots

Reliability

Every market crisis is on the front page. None of them are on ours.

August 24, 2015

Flash Crash Wipes $1.2T in Minutes

ETF pricing breaks. NYSE invokes Rule 48. Data feeds across the street fail.

February 5, 2018

VIX Doubles in a Day. Volmageddon.

Inverse VIX products implode. Several vendors report data quality issues.

March 16, 2020

Dow Plunges 2,997 in Worst Day Since 1987

Trading halts triggered. Volatility hits record. Feeds across the industry struggle.

2018 — Present

OPRA Volume Explosion: Record After Record

Options message rates break historical capacity. Vendor outages reported throughout the period.

Zero end-user feed failures since inception

algoseek’s redundant infrastructure with multiple feed pathways and four-way arbitration has never failed to deliver streaming data to end users, even in the event of upstream failures.

The architecture was designed by a team that traded through every market crisis of the last two decades and understands the cost of the loss of a real-time feed.

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.

Explore the data

Explore the data

Up to a year of historical data in the Sandbox. Python, Jupyter, SQL, Excel, RESTful API. No credit card needed.

Query the full archive

Query the full archive

2+ PB in ArdaDB, queryable subsecond via standard SQL. No downloads, no per-query fees, no egress charges.

Talk to our team

Talk to our team

Sales and engineering typically respond within 24 hours. Tell us what you are building and we will scope it together.