Historical to real time
Historical archives and streaming feeds share a processing pipeline and data schema.
Market data partnerMARKET DATA · REFERENCE DATA · INFRASTRUCTURE
Professional market data.Made for quant research.
Equities, options and futures. ALGOSEEK brings historical data, real-time feeds and reference data together for your next research project, backtest and trading application.
Across major US asset classes
- US equities
- Equity options
- Futures
- Options on futures
The details behind your next discovery
200+
Real-time & historical datasets
From individual trades and quotes to aggregated bars and reference data.
Trades & quotes
TradeQuoteNBBO
Aggregated bars
OHLCVVWAPSpread
Reference data
ASIDFIGIISIN
- Founded
- 2015
- Built by a quantitative trading team
- Quantitative fields in extended equity bars
- 90
- Up to 90 fields
- Core market categories
- 4
- Equities, equity options, futures & options on futures
MARKET DATA
One research perspective. Four markets.
Explore ALGOSEEK products by asset class.
US EQUITIES
Every trade adds perspective.
CTA/UTP consolidated trades and quotes, extended bars and reference data for equity research.
- Tick trades, quotes and NBBO
- Second, minute and daily bars
- Security masters and corporate actions
US EQUITIES
OpenHighLowLastVolumeVWAP
THE DETAIL MAKES THE DIFFERENCE
Prepared at the source. Ready for research.
Consistent information, from security identifiers through to delivery.
Persistent identifiers
ASID follows securities through ticker changes, mergers and delistings.
Corporate actions
Put price history in context with splits, dividends and adjustment factors.
Research-ready fields
Extended equity bars include VWAP, order flow and spread measures.
Mercury infrastructure
Capture and normalize exchange feeds for historical and real-time data.
ArdaDB cloud queries
Explore data with SQL and bring queries into your research workflow.
Flexible access
Choose Python, SQL, RESTful API or file delivery, depending on the product.
Engineering support
Discuss fields, contract details and data questions with the engineers behind the product.
FROM EXCHANGE TO RESEARCH
One data path. More room to explore.
Mercury captures and normalizes feeds. ArdaDB supports storage and queries. Familiar tools bring the data into your research.
- 01
Exchange feeds
CTA / UTP · OPRA · CME
- 02
Capture & normalize
Mercury
- 03
Store & query
ArdaDB
- 04
Research tools
Python · SQL · API
FOR COMPETITION TEAMS
Give your next research idea a place to start.
Your captain can submit an ALGOSEEK application on the team platform. After approval, follow the instructions to register with ALGOSEEK.