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Market Microstructure Calculator Guide

How to use Data-Vendor TCO Calculator

Given an instrument universe, bar resolution, and history depth, it computes annual cost across Databento, Polygon, Alpaca, Tiingo, FMP, and Alpha Vantage so you can pick the vendor whose pricing model fits your workload.

By Orbyd Editorial · AI Fin Hub Team
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Data-Vendor TCO Calculator

Compute annual cost of market data across Databento, Polygon, Alpaca, Tiingo, FMP, and Alpha Vantage for your exact universe, bar resolution, history.

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What It Does

Use the calculator with intent

Given an instrument universe, bar resolution, and history depth, it computes annual cost across Databento, Polygon, Alpaca, Tiingo, FMP, and Alpha Vantage so you can pick the vendor whose pricing model fits your workload.

Engineers and PMs sizing a data subscription before signing the contract — especially when one vendor's flat-rate looks cheaper until usage breaks the cap.

Interpreting Results

Headline number is the annual subscription cost at your declared usage. Watch the per-symbol marginal column — flat-rate vendors are cheap until you exceed the included symbol cap, after which marginal cost is what dominates.

Input Steps

Field by field

  1. 1

    Enter inputs

    Enter your universe size (number of symbols), bar resolution (tick / 1m / daily), history depth (years), and whether you need real-time updates.

  2. 2

    The

    The tool computes per-vendor cost: tier-priced vendors (Polygon, Alpaca, Tiingo, FMP, Alpha Vantage) auto-select cheapest qualifying tier; Databento computes from per-symbol-per-day metering.

  3. 3

    Read outputs

    Read the rank-ordered comparison. Lowest cost isn't always the right answer — check coverage gaps in the methodology table.

  4. 4

    Re-run

    Re-run with different universe sizes to find the breakpoint where vendors switch positions. Polygon and Databento often switch ranks at ~50-200 symbols.

  5. 5

    Check assumptions

    Check the asOfDate. Pricing tables refresh monthly — for current invoice cost, verify against the vendor's pricing page directly.

Common Scenarios

Use realistic starting points

US equities, daily bars, full coverage

Universe size

8000

Resolution

1-day

History depth

10 years

Tiingo + Alpaca cluster near $0–$100/yr; Polygon + Databento higher but with intraday access included.

Options + futures intraday

Universe size

3000

Resolution

1-minute

History depth

3 years

Databento wins on per-event pricing for niche symbols; Polygon flat-rate competitive for full coverage. Alpaca + Tiingo drop out (no options).

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FAQ

Questions people ask next

The short answers readers usually want after the first pass.

Each vendor's pricing page is checked manually on the last business day of every month. The asOfDate field on the methodology page reflects the most recent verification. If a vendor changes pricing mid-month, the tool may lag by up to four weeks.

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Planning estimates only — not financial, tax, or investment advice.