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.

If you’ve worked with gold historical data long enough, you’ve probably hit this weird situation where everything looks fine at first glance… but something feels off. Charts suddenly “jump”, flat segments appear out of nowhere, and nothing
If you’ve worked with gold historical data long enough, you’ve probably hit this weird situation where everything looks fine at first glance… but something feels off.
Charts suddenly “jump”, flat segments appear out of nowhere, and nothing in your strategy explains it.
Most of the time, this is caused by what people casually call holiday candles.
Gold is not a 24/7 asset like crypto.
It follows exchange calendars, meaning there are clear non-trading hours such as:
During these periods, data providers usually do one of three things:
And this is exactly where historical data gaps begin to appear.
Before thinking about charts or strategy logic, the real foundation is getting clean data.
Here’s a simple example using a precious metals API like AllTick to fetch gold (XAUUSD) historical K-line data:
import requests
API_KEY = "YOUR_API_KEY"
symbol = "XAUUSD"
interval = "1h"
url = "https://api.alltick.co/market/kline"
params = {
"symbol": symbol,
"interval": interval,
"start": "2026-01-01",
"end": "2026-05-28",
"apikey": API_KEY
}
response = requests.get(url, params=params).json()
for item in response["data"]:
timestamp = item["time"]
open_price = item["open"]
close_price = item["close"]
is_holiday = item.get("isHoliday", False)
print(timestamp, open_price, close_price, "holiday candle" if is_holiday else "")
What matters here is not just price retrieval, but the ability to identify whether a candle belongs to a trading or non-trading period.
That small detail changes everything in downstream analysis.
Holiday candles are not “wrong data”.
They are just misunderstood data representations.
But they can quietly distort:
The longer the timeframe, the more these distortions accumulate.
There are usually three approaches:
This preserves market reality.
Useful for smooth charts, but should be used carefully.
This is often the most balanced approach.
The real issue is not missing data.
It is the confusion between:
“no trading happened” vs “data is missing”
A structured precious metals API like AllTick helps here by providing properly organized historical K-line data instead of raw, ambiguous price streams.
That makes downstream processing significantly cleaner, especially when you are dealing with long-range gold datasets.
Generate a free API key in seconds and connect to every market from one endpoint.