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 short-cycle crypto trading, many traders encounter the same dilemma:they miss the move when a trend first appears, but once they chase it, a reversal often follows. The root cause is usually not “poor judgment,” but signals that are not
In short-cycle crypto trading, many traders encounter the same dilemma:
they miss the move when a trend first appears, but once they chase it, a reversal often follows. The root cause is usually not “poor judgment,” but signals that are not reproducible and rules that are not clearly defined.
The value of momentum trading lies in the fact that it can be broken down into explicit conditions + continuous validation, making it highly suitable for systematic and quantitative implementation.
This article uses a dual moving average + RSI framework to demonstrate how a short-term momentum strategy can be transformed into executable logic, with multi-language implementation examples.
Signals are defined by “all conditions must be met,” not by vague intuition:
Short conditions are fully symmetrical.
Suitable for quantitative research, backtesting, and prototyping.
import pandas as pd
import ta
def momentum_signal(df):
df['ma'] = df['close'].rolling(5).mean()
df['ema'] = df['close'].ewm(span=20).mean()
df['rsi'] = ta.momentum.RSIIndicator(df['close'], window=14).rsi()
long_cond = (
(df['ma'] > df['ema']) &
(df['close'] > df['ma']) &
(df['close'] > df['ema']) &
(df['rsi'] >= 50) &
(df['rsi'] <= 70)
)
short_cond = (
(df['ma'] < df['ema']) &
(df['close'] < df['ma']) &
(df['close'] < df['ema']) &
(df['rsi'] >= 30) &
(df['rsi'] <= 50)
)
df['signal'] = 0
df.loc[long_cond, 'signal'] = 1
df.loc[short_cond, 'signal'] = -1
return df
-1 / 0 / 1), which simplifies backtesting and statisticsSuitable for matching engines, risk-control systems, or real-time signal modules.
public boolean isLongSignal(
double close,
double ma,
double ema,
double rsi
) {
return ma > ema
&& close > ma
&& close > ema
&& rsi >= 50.0
&& rsi <= 70.0;
}
public boolean isShortSignal(
double close,
double ma,
double ema,
double rsi
) {
return ma < ema
&& close < ma
&& close < ema
&& rsi >= 30.0
&& rsi <= 50.0;
}
Suitable for performance-critical market data processing or strategy modules.
struct Bar {
double close;
double ma;
double ema;
double rsi;
};
bool longSignal(const Bar& b) {
return b.ma > b.ema &&
b.close > b.ma &&
b.close > b.ema &&
b.rsi >= 50.0 &&
b.rsi <= 70.0;
}
bool shortSignal(const Bar& b) {
return b.ma < b.ema &&
b.close < b.ma &&
b.close < b.ema &&
b.rsi >= 30.0 &&
b.rsi <= 50.0;
}
Many strategies fail not because the entry signal is wrong, but because exit rules are not strictly defined.
Common approaches include:
All of these rules can be fully programmatic rather than relying on discretionary judgment.
In live or simulated trading, combined with stable real-time market data and historical datasets, you can rapidly perform:
Generate a free API key in seconds and connect to every market from one endpoint.