AlgoSeek

What it is

AlgoSeek sells the archive of a ticker plant it also runs live. Mercury captures the US consolidated feeds — CTA and UTP for equities, OPRA for options, CME Group for futures — and the historical product is that capture written to disk and updated nightly, on the same schemas the streaming feed emits, so a backtest and a live strategy read identical records. The company's lead credential is that two US regulators ran a vendor bake-off and picked it.

The unusual part is commercial rather than technical. Tick-data vendors at this level normally answer "contact sales"; AlgoSeek prints a rate card, dates it, and sells by the asset class rather than by the byte.

Pricing

Monthly, per dataset or per asset class, list effective 1 January 2026. A single dataset is $1,500/month for US equity trade-and-quote or futures trade-and-quote, $2,000 for options trade-and-NBBO-quote or ten-level futures depth, on a twelve-month minimum term. Packages bundle every dataset in an asset class on a two-year term: equities $2,500, options $3,000, futures $2,500, options on futures $2,500, all four together $5,000. Real-time streaming is a separate licence at $2,500 to $2,750 a month, halved if you already hold the package for that asset class; delayed feeds run $1,000 to $1,425.

Historical data carries no exchange fees in any asset class. Streaming does, and they dwarf the data licence — the vendor's own table puts professional non-display CTA use at $9,000 a month and OPRA at $2,000 on top. Billing starts after a thirty-day setup window. Buying the archive outright, OTC Markets history, and the Incubator and Academic programmes are all quote-only.

Data & coverage

US only, three asset classes plus options on futures. Equities reach back to 2007 across 39 datasets — every listed name including delisted ones, from every venue on the CTA and UTP tapes plus the FINRA TRFs, with nanosecond timestamps and full condition codes. Options, futures and options on futures all start in 2014.

What a tick bundle contains varies by asset class, and this is the part to read before buying. Equities are Level 1: trades, NBBO and top-of-book quotes, because the SIP does not carry depth. Futures do have a book — up to ten levels by price, and market-by-order in the package. Options are trades and NBBO quotes across every OPRA exchange, north of 1.5 million contracts a day.

Above the ticks sit the bars: second and minute bars carrying up to 90 fields for equities, 60-plus for options and 50-plus for futures — VWAP, trade count, buy and sell pressure, retail flow, spread statistics — rather than plain OHLCV. Reference data comes with the packages, including AlgoSeek's own ASID security master, which follows a ticker through mergers and delistings since 2007, adjustment factors recalculated nightly, point-in-time index membership, Greeks and implied volatility, and IPO records.

Integrations

Four ways in. AWS S3 flat files as CSV; a REST API at api.algoseek.com returning JSON or CSV with per-column filters; ArdaDB, the vendor's cloud SQL database, queried from a browser on a flat monthly fee rather than per query; and algoseek-connector on PyPI — Apache-2.0, published by AlgoSeek itself, 2.1.6 in July 2026 — which wraps ArdaDB in SQL-like Python. Streaming is TCP/IP into co-location at Equinix NY or Chicago, into AWS, GCP or Azure, or over the internet.

QuantConnect resells AlgoSeek's US equity, options and futures data inside its own platform — much the cheapest route to the same ticks, if you can work in someone else's research environment.

Limitations

• US markets only. No European or Asian venues, no FX, no crypto, no fundamentals, no news.
• No equity order book at any price. The SIP is top-of-book, so depth exists for futures and nowhere else.
• The standard licence is internal use by one entity. Redistribution, display to end users or embedding the data in a product is explicitly excluded and needs separate exchange licensing, arranged case by case. Sharing raw data with a partner firm or co-investor is prohibited under the same clause.
• The data is rented. When the term ends you delete the raw files; derived signals and research stay with you.
• Twelve-month minimum on a dataset, two years on a package, with no monthly and no metered option — the cheapest real entry is $18,000 across a year.
• Ten users is the base licence; beyond that, seats are sold in blocks of five or ten.
• Options and futures history starts in 2014, so the 2008 crisis exists only in the equity data.

Alternatives

Databento is the direct competitor and bills by the gigabyte with no minimum term — the better shape for anyone who wants one month of one symbol rather than an archive. Massive sells US ticks on a flat subscription an individual can afford. For daily bars with delisted securities and index membership at a fraction of the money, Norgate Data. Storing what you download is a separate problem — ArcticDB and QuestDB.

Compare against the rest of the market data APIs.