Algoseek, LLC

In 2014, after nearly a decade of developing high frequency trading systems, Chris and Yuri felt the pain of sourcing high quality data for research and backtesting. Data from top vendors was like an expensive house with marvelous facade but rudimentary inside, full of missing, broken pieces upon close inspection. We can do better. Chris and Yuri said. The following year, Equity Trade and Quote (TAQ) Minute Bar, our first dataset with over 60 data points, was born. It quickly won adopters because quants found out, for the first time, instead of writing software to process raw tick data by themselves and dealing with quality control, they had an option. algoseek Minute Bar provided the information they needed to decipher markets and backtest trading strategies, such as buy-driven volume and sell-driven volume, FINRA and non-FINRA, and VWAP/TWAP among many others. No quant had expected such a thorough dataset directly from a data vendor. By 2017, our products had expanded to includ...