Practical writing on market data engineering, streaming APIs and building low-latency financial applications.
180 results
Tick trading focuses on the smallest price movements in financial markets. This article explains what tick trading is, how to calculate tick size and tick value, and how they apply to stocks, futures, and forex.
By AllTick
5 min read
A practical guide to choosing the right AllTick market data plan — compares Free, Basic, Premium, Professional, full-market, and Enterprise options based on instrument count, API frequency, and WebSocket needs.
By AllTick
5 min read
Learn how to handle missing values and time discrepancies in gold price API data. Explore practical methods for data validation, timestamp synchronization, and building more reliable real-time gold market applications with AllTick API.
By AllTick
5 min read
When developing a stock market data application, many developers initially focus on how to obtain real-time prices through an API. However, as the number of subscribed symbols grows and more users access market data simultaneously, the main
By AllTick
4 min read
When building a forex quantitative trading system, many developers initially focus on strategy models, indicator design, and execution speed. However, the factors that truly affect the reliability of analysis results often come from more fu
By AllTick
5 min read
When developing a stock market data system, many developers encounter a basic but important question after connecting to a stock API: what exactly do the open, high, low, and close fields returned by the API mean? For developers who are new
By AllTick
8 min read
When developing quantitative trading strategies, many developers focus on strategy logic, indicators, or parameter optimization. However, the reliability of backtesting results often depends on a more fundamental factor — data quality. For
By AllTick
5 min read
When building a forex trading system, quantitative strategy platform, or financial data application, developers usually focus on factors such as market data latency, coverage, and API stability. However, one fundamental issue is often overl
By AllTick
6 min read
In real-time forex trading systems, subscribing to multiple currency pairs seems like a simple scalability feature. However, once deployed in production, a subtle but critical issue quickly emerges: data out-of-order delivery. Especially in
By AllTick
4 min read
In modern trading systems, data connectivity is critical. Whether you are building a forex trading terminal, a multi-asset brokerage system, or a quantitative strategy engine, understanding the difference between an FX API and a CFD API is
By AllTick
3 min read
Many failed backtests are not caused by the strategy itself, but by the fact that the data layer is already biased from the beginning. In cryptocurrency markets, this problem becomes even more pronounced: prices move 24/7, liquidity shifts
By AllTick
4 min read
Market making is essentially a constant balancing act between execution probability and risk control. If your quotes are too conservative, you won’t get filled. If they are too aggressive, you get picked off when the market moves sharply. T
By AllTick
4 min read
Most people look at the market through a compressed lens—candlesticks, indicators, moving averages, and other aggregated views. They are useful, but they already abstract away the real trading process. The actual market doesn’t operate in n
By AllTick
5 min read
On the surface, backtesting a forex strategy seems simple: get the data, run your logic, check the results. But the reality is, the real headache isn’t the strategy itself—it’s the data. Especially when using a free forex historical data AP
By AllTick
3 min read
At first glance, this sounds like one of those things that should be simple. Feed comes in, book gets built, done. Not quite. In practice, reconstructing an order book from incremental depth updates is a bit like trying to keep a chessboard
By AllTick
5 min read
Showing 1–15 of 180
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