US Equities

US Equity TAQ — 1 Minute Bars

Comprehensive intraday trade and quote data aggregated into 1-minute bars for all US-listed equities. Includes OHLCV, VWAP, trade count, and bid/ask sp...
Jan 2007 — Present

Daily, T+1

42 fields

$2,500/month

intraday

TAQ

equities

OHLCV

research-ready

Comprehensive intraday trade and quote data aggregated into 1-minute bars for all US-listed equities. Includes OHLCV, VWAP, trade count, and bid/ask spread metrics. Survivorship-bias-free with full coverage of delistings, mergers, and ticker changes.
Field Name Type Description
Timestamp datetime Bar open time in UTC
Open float First trade price in bar
High float Highest trade price in bar
Low float Lowest trade price in bar
Close float Last trade price in bar
Volume integer Total shares traded in bar

Delivery methods:

  • Bulk Download
    Full historical archive delivered via S3
  • REST API
    Query specific tickers and date ranges on demand
  • Streaming
    Real-time feed via WebSocket

Security master information:

Identifier

ASID

Cross Reference

  • FIGI
  • ISIN

Tracks

  • Ticker changes
  • Mergers
  • Delistings
  • Spin-offs
Try the Console
US Options

US Options — End of Day with Greeks

End-of-day options data covering all US-listed equity options with full Greeks surface. Includes delta, gamma, theta, vega, implied volatility, open in...
Jan 2010 — Present

Daily, T+1

38 fields

$3,000/month

options

Greeks

implied volatility

end-of-day

research-ready

End-of-day options data covering all US-listed equity options with full Greeks surface. Includes delta, gamma, theta, vega, implied volatility, open interest, and volume for every strike and expiry. Covers standard and weekly expirations.
Field Name Type Description
UnderlyingTicker string Ticker of the underlying equity
Expiration date Option expiration date
Strike float Strike price
OptionType string Call or Put
Last float Last trade price
Bid float Best bid price

Delivery methods:

  • Bulk Download
    Full historical archive delivered via S3
  • REST API
    Query specific underlyings, strikes, and date ranges

Security master information:

Identifier

ASID

Cross Reference

  • FIGI
  • ISIN

Tracks

  • Ticker changes
  • Mergers
  • Delistings
  • Spin-offs
Try the Console
US Futures

US Futures — 1 Minute Bars

Intraday futures data aggregated into 1-minute bars covering all CME Group listed contracts. Includes front-month and back-month contracts, continuous ...
Jan 2012 — Present

Daily, T+1

28 fields

$2,500/month

futures

intraday

CME

continuous contracts

research-ready

Intraday futures data aggregated into 1-minute bars covering all CME Group listed contracts. Includes front-month and back-month contracts, continuous contracts, and roll-adjusted series. Full depth of market metrics.
Field Name Type Description
Timestamp datetime Bar open time in UTC
Contract string Futures contract symbol (e.g. ESM25)
Open float First trade price in bar
High float Highest trade price in bar
Low float Lowest trade price in bar
Close float Last trade price in bar

Delivery methods:

  • Bulk Download
    Full historical archive delivered via S3
  • REST API
    Query specific contracts and date ranges on demand
  • Streaming
    Real-time feed via WebSocket

Security master information:

Identifier

ASID

Cross Reference

  • FIGI

Tracks

  • Contract rolls
  • Expirations
  • New listings
Try the Console
US Equities

US Equity Reference & Corporate Actions

Comprehensive security reference data covering all US-listed equities. Includes corporate actions (splits, dividends, mergers, spin-offs, delistings), ...
Jan 2000 — Present

Daily

24 fields

$2,500/month

reference data

corporate actions

security master

ASID

research-ready

Comprehensive security reference data covering all US-listed equities. Includes corporate actions (splits, dividends, mergers, spin-offs, delistings), sector classifications, and the Algoseek Security Master with full ticker change history. Essential for building survivorship-bias-free backtests.
Field Name Type Description
ASID string Algoseek Security Identifier — persistent across ticker changes
Ticker string Current ticker symbol
CompanyName string Full legal entity name
Exchange string Primary listing exchange
Sector string GICS sector classification
Industry string GICS industry classification

Delivery methods:

  • Bulk Download
    Full historical archive delivered via S3
  • REST API
    Query specific securities and date ranges

Security master information:

Identifier

ASID

Cross Reference

  • FIGI
  • ISIN

Tracks

  • Ticker changes
  • Mergers
  • Delistings
  • Spin-offs
  • Name changes
Try the Console