Market data partnerU.S. EQUITIES · TRADE & QUOTE · EXTENDED MINUTE BARS
One minute of the market.More dimensions of insight.
Algoseek provides participating teams with U.S. Equities Trade and Quote Extended Minute Bars for approximately 2,500 Russell 2000 and S&P 500 constituent stocks, updated daily through the latest completed U.S. trading day.
The dataset provided for this competition
- U.S. equities
- 1-minute bars
- Approximately 90 metrics
- Daily updates
Your competition dataset at a glance
U.S. constituent stocks
Constituents of the Russell 2000 and S&P 500.
- Trade and quote extended bars
- 1 min
- A minute-by-minute view of U.S. equity market activity
- Calculated metrics per minute bar
- ≈90
- Price behavior, liquidity, quote dynamics and order-flow characteristics
- Update frequency
- Daily
- Covering the latest completed U.S. trading day
COMPETITION DATASET
U.S. Equities Trade and Quote Extended Minute Bars
Derived from consolidated U.S. Equity Securities Information Processor (SIP) trade and quote (TAQ) feeds, these research-ready bars condense detailed market-microstructure information into a practical minute-by-minute format.
Go beyond conventional OHLCV.
Each one-minute bar contains approximately 90 calculated metrics. Alongside Open, High, Low, Close, Volume and VWAP, explore detailed price behavior, liquidity and order-flow characteristics.
- Open, High, Low, Close and Volume
- Volume-weighted average price (VWAP)
- Large-scale research, backtesting and quantitative modeling
ABOUT ALGOSEEK
1,800+ Institutions and professionals
Worldwide · Algoseek company profile
More about Algoseek(opens in a new tab)Founded by quantitative traders and engineers.
Algoseek is the de facto standard for professional market data and real-time infrastructure, trusted by U.S. regulators and more than 1,800 institutions and professionals worldwide. Founded by quantitative traders and engineers, Algoseek delivers institutional-grade historical and real-time data across U.S. equities, options, futures, and futures options.
Originally built to power quantitative trading systems, Algoseek combines deep market-data expertise with proprietary infrastructure to transform complex exchange feeds into accurate, research-ready datasets. Its data and technology support the full quantitative workflow, from research and backtesting to investment analysis and live trading.
These are Algoseek's company-wide capabilities. The competition offering is the U.S. equity extended minute-bar dataset described on this page.
APPLY & ACCESS
From your team application to your next research project.
Your captain first submits an application on the team platform. After approval, follow the instructions to apply for data access through Algoseek's dedicated FundConnectHK page.
- 01
Submit your team application
Your captain provides the required information on the team platform.
- 02
Review & eligibility checks
The organizer reviews applications and provides team names and participant email addresses to Algoseek for verification.
- 03
Complete the Algoseek application
After approval, follow the instructions to register and apply for data access on the dedicated page.
- 04
Receive onboarding materials
After applying, participating teams receive data documentation, field definitions and onboarding information from Algoseek.
Data documentation, field definitions and onboarding information are provided after application.
FOR COMPETITION TEAMS
Start your next research project with U.S. equity minute bars.
Bring market detail into backtesting, intraday liquidity analysis, signal development and quantitative modeling.