algoseek

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About algoseek

algoseek is a leading market & reference data provider. We collect live market data from exchanges via our advanced co-location infrastructure, normalize, aggregate, and analyze raw tick data in the cloud, and provide “as-is”, aggregated, and analytics data to clients.

Founded by a team with over two decades of high-frequency trading experience, we understand trading. Our data are specially designed to provide rich information for machine learning and quantitative trading, and we provide flexible data download and query options to remove friction in clients’ data access and digestion.

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Powered by a world-class support team and parallel processing software, we also offer data customization and management services to help our clients focus on core businesses and leave data to algoseek.

What We Offer
Market Data

• Equities, ETF/ETN, Indexes
  • TAQ (Trade + Quote)
  • Trade Only
  • TAQ Minute Bar (including 80+ data points)
  • Adjusted TAQ Minute Bar
  • Trade Only Minute Bar (standard version and TRF-excluded version)
  • Standard Daily OHLC
  • Adjusted Daily OHLC
  • Primary Exchange OHLC

• Equity Options
  • TAQ (Trade + Quote)
  • TANQ (Trade + NBBO Quote)
  • Trade Only
  • TAQ Minute Bar (including 60 data points)
  • Trade Only Minute Bar

• Futures
  • Market Depth
  • TAQ (Trade + Quote)
  • Trade Only
  • TAQ Minute Bar (including 49 data points)
  • Trade Only Minute Bar

• Futures Options
  • TAQ (Trade + Quote)
  • Trade Only
  • TAQ Minute Bar (including 50+ data points)
  • Trade Only Minute Bar

• Forex (coming soon)
• Cryptocurrencies (coming soon)

Reference Data

• Equity Security Master File
• Future Security Master File
• Full Corporate Events
• Price Corporate Events
• Adjusted Pricing

Data Services

• Data Customization
• Data Management Service

Why algoseek?

• Institutional-quality, information-rich data products specially designed for Machine Learning and Quant Trading
• Most realistic “as-is” intraday data collected via co-lo server infrastructure, good for back-testing
• Excellent technical support handled by a team of top data engineers
• Data customization & management services
• Multiple data download options including Cloud, AWS CLI, AWS SDK, FTP, and Browser. Amazon Direct and disk shipping available for large datasets.
• Query capability accessed via web console, Jupyter Notebook and REST API