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.

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
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 API, one recurring problem always pops up: weekend gaps.
Markets close on weekends. That’s obvious. But your system doesn’t understand that—it just sees a blank in the time series. Suddenly, indicators act erratically, signals get distorted, and your backtest results look “too good to be true.”
Forex markets pause from Friday close until Monday open. But how the data system handles that “blank period” varies.
Some leave the gap as-is; others fill it in neatly. Either way, problems appear. If data is missing, moving averages get pulled weirdly, oscillators misread volatility, and even simple buy/sell signals can become unreliable.
The sneakiest issue is “too clean” data. It looks fine at first glance, but in reality, it doesn’t reflect the actual market structure. That kind of illusion can be more dangerous than the gaps themselves.
Every strategy, no matter how simple or complex, assumes one thing: time flows continuously, and prices update steadily.
Weekends break that assumption. Without continuity, indicators misfire, volatility gets over- or under-estimated, and strategy performance can be seriously off. Often, what looks like a successful strategy is just an artifact of the data.
In backtesting, continuity is the foundation. If the foundation wobbles, everything built on it is shaky.
When selecting a free forex historical data API, “free” isn’t enough. Quality matters.
Key points to check:
Many free APIs fall short: data is too coarse, timeframes get compressed, or multiple sources are mixed, breaking reproducibility.
For more stable setups, platforms like AllTick API emphasize keeping the time structure intact, ensuring weekend gaps don’t destroy continuity and letting you focus on strategy testing rather than messy data cleanup.
There isn’t a single correct approach; it depends on your strategy.
A typical, stable workflow looks like this:
It sounds straightforward, but even one flawed step can distort the entire result.
Many people underestimate data quality. They mix sources, ignore time zones, or just think “close enough.”
The result: backtests look great, but live performance behaves completely differently.
The critical factor isn’t the complexity of your strategy—it’s data reliability.
Weekend gaps must be handled. Continuity is essential. Choosing the right data API is key.
Once your data is stable, strategy refinement and testing finally become meaningful.
Generate a free API key in seconds and connect to every market from one endpoint.