Equity

algoseek’s U.S. equity data covers every security listed on U.S. public exchanges, including common stocks, ETFs, ETNs, ADRs, and funds, sourced from the Securities Information Processor (SIP) consolidated feed. Trusted by two US regulators, bulge bracket banks, and quantitative funds. Coverage begins in 2007 and is updated daily.

Datasets span the full resolution spectrum: tick-by-tick trades and quotes with nanosecond timestamps, extended minute and second bars with up to 90 quantitative fields per bar, trade-only bars with VWAP and volume segmentation, and daily OHLCV in multiple methodologies including primary exchange, industry-standard, and split-adjusted and dividend-adjusted variants. Level II full-depth order book data is available from direct exchange feeds for NASDAQ, NYSE Arca, BATS, and Direct Edge.

All datasets include delisted stocks for survivorship-bias-free analysis and are delivered in flat files organised by trading date and ticker symbol for efficient ingestion into quantitative research, backtesting, algorithmic trading, and machine learning pipelines.