Forex API
Tick-level quotes for 50+ currency pairs including majors, minors and exotics.
Stream tick-level Forex, Crypto, Stock, Commodity and Index data over a single WebSocket and REST API. Get a free key in seconds — no sales call required.
| Symbol | Asset class | Price | Latest move |
|---|---|---|---|
| EUR/USD ForexEuro / US Dollar | Forex | - | - |
| BTC/USDT CryptoBitcoin | Crypto | - | - |
| ETH/USDT CryptoEthereum | Crypto | - | - |
| AAPL StockApple Inc. | Stock | - | - |
| XAU/USD CommodityGold Spot | Commodity | - | - |
| USD/JPY ForexUS Dollar / Yen | Forex | - | - |
| NVDA StockNVIDIA Corp. | Stock | - | - |
| SPX IndexS&P 500 Index | Index | - | - |
Every market AllTick covers is available through the same unified REST and WebSocket interface.
Tick-level quotes for 50+ currency pairs including majors, minors and exotics.
Real-time spot and derivatives data, normalized into one feed.
Equities across US, Hong Kong and mainland China with trades and quotes.
Live pricing for precious metals and energy.
Benchmark index values and constituents for major global indices.
Compare coverage, latency and data types across every AllTick market.
Browse productsHow AllTick compares to a typical legacy market-data vendor.
| Capability | AllTick | Typical Legacy Vendor |
|---|---|---|
| Median WebSocket latency | ~150ms | 400–800ms |
| Asset classes in one API | 5 (FX, Crypto, Stock, Commodities, Indices) | 1–2 |
| Uptime SLA | 99.95% | 99.5% or none |
| Free tier | Yes — instant API key | Sales call required |
| WebSocket streaming | Native | Polling / limited |
Connect over WebSocket and subscribe to any symbol across any market.
# AllTick realtime financial data API
# forex crypto stock commodities indices
import asyncio, json, uuid
import websockets
subscribe = {
"cmd_id": 22004,
"seq_id": 1,
"trace": str(uuid.uuid4()),
"data": {"symbol_list": [{"code": "EURUSD"}]},
}
heartbeat = {"cmd_id": 22000, "seq_id": 1, "trace": "heartbeat", "data": {}}
async def stream():
uri = "wss://quote.alltick.co/quote-b-ws-api?token=YOUR_API_KEY"
async with websockets.connect(uri) as socket:
await socket.send(json.dumps(subscribe))
async def keep_alive():
while True:
await asyncio.sleep(10)
await socket.send(json.dumps(heartbeat))
asyncio.create_task(keep_alive())
async for message in socket:
print(json.loads(message))
asyncio.run(stream())Cut market-data costs by 60% while adding crypto coverage.
“Migrating to AllTick let us consolidate three vendors into one WebSocket feed and ship our trading app a quarter early.”Read case study
Served 40k concurrent users with sub-200ms quote updates.
“The 99.95% SLA and consistent latency were exactly what our retail brokerage needed to scale globally.”Read case study
Backtested 12 years of tick data across 5 asset classes.
“Having historical and live data from a single normalized API removed weeks of data-engineering work.”Read case study
Generate a free API key in seconds and connect to every market from one endpoint.
Practical writing on market data engineering, streaming APIs and building low-latency financial applications.
Generate a free API key in seconds and connect to every market from one endpoint.

In today’s financial markets, opportunities in a single market are limited. Relying on data and strategies from a single market is no longer sufficient for efficient quantitative trading.Cross-market, multi-asset strategies allow for risk d
In today’s financial markets, opportunities in a single market are limited. Relying on data and strategies from a single market is no longer sufficient for efficient quantitative trading.
Cross-market, multi-asset strategies allow for risk diversification while capturing arbitrage opportunities across different markets. AllTick provides a unified API covering stocks, forex, commodities, and cryptocurrencies, offering foundational data and real-time market feeds for strategy implementation.
The effectiveness of quantitative strategies depends on the breadth and depth of data. AllTick covers over 100,000 trading instruments, spanning major global markets.
Asset coverage visualization (for blog illustration):
Stocks ██████████████████ 40%
Forex █████████ 20%
Commodities ███████ 15%
Cryptocurrencies ████████ 25%
Asset ClassCoverageData FeaturesStocks5,000 A-shares, 17,000+ US/HK stocksHistorical K-line + Real-time pricesForex & Commodities100+ currency pairs, Gold/Silver/Crude/Natural GasTick-level updates + Historical dataCryptocurrenciesMajor CEX & DEXReal-time + Historical dataIndicesMajor global indicesMacro hedging & portfolio optimization
Comprehensive coverage provides traders with the flexibility to construct cross-market arbitrage and hedging strategies efficiently.
AllTick supports a full workflow from strategy development to live execution.
Trading lifecycle diagram (for blog illustration):
Historical Data (REST API) → Backtesting → Order Book Analysis → Live Execution (WebSocket)
PhaseDescriptionTechnical FeaturesBacktestingValidate strategy across market cyclesProvides 5+ years of K-line historical dataOrder Book AnalysisAssess market liquidity, reduce slippage5-level order book dataLive ExecutionEnsure trade signals match market pricesTick-by-Tick, low latency 150–170ms
This lifecycle allows traders to focus on strategy optimization without spending excessive time on data processing or API integration.
AllTick supports Python, Go, Java, and JavaScript. The API is flexible and allows choosing the appropriate mode depending on strategy needs:
Combining REST and WebSocket supports development, backtesting, and live execution seamlessly.
ScenarioAPI TypeData RangeUse CaseUS stock daily dataRESTLast 5 years daily closeBacktesting, trend analysisForex tick-level tradesRESTLast 3 monthsStrategy verification, slippage calculationCryptocurrency historical dataRESTBTC/USDT 1-minute K-linesHigh-frequency strategy backtesting
REST API enables fast bulk data retrieval, ideal for backtesting and historical analysis.
ScenarioAPI TypeUpdate FrequencyUse CaseStock tick tradesWebSocketTick-by-TickLive execution, order book analysisForex ratesWebSocketMillisecond-levelLow-latency arbitrage, strategy triggersCryptocurrency market depthWebSocketTick-by-TickHedging, cross-exchange arbitrage
WebSocket allows real-time signal execution with latency around 150–170ms, ensuring strategies remain fully synchronized with the market.
This demonstrates the combined value of REST and WebSocket for a seamless workflow from backtesting to live execution.
With AllTick, traders can focus on optimizing strategy logic and efficiently build cross-market arbitrage or hedging strategies.
Generate a free API key in seconds and connect to every market from one endpoint.