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 spent any amount of time in quantitative trading, chances are you’ve experienced this frustration: a strategy that looks perfect in backtests ends up producing a choppy, disappointing equity curve in live trading. Where does the p
If you’ve spent any amount of time in quantitative trading, chances are you’ve experienced this frustration: a strategy that looks perfect in backtests ends up producing a choppy, disappointing equity curve in live trading. Where does the problem lie? Has the market changed, or is there a flaw in the strategy itself? More often than not, the answer is hidden in a component you use every day but tend to overlook most easily—market data.
We’re used to investing a great deal of effort in comparing quantitative trading platforms. For example, Xuntou QMT is known for its extremely fast execution speed and is a popular choice for high-frequency strategy developers. Cloud platforms such as JoinQuant or RiceQuant offer an integrated environment covering data, research, and backtesting, making them ideal for rapidly validating ideas. Open-source frameworks like Vn.py, on the other hand, give teams seeking full autonomy the greatest flexibility.
Choosing a platform is like choosing a car—it determines your driving experience and performance ceiling. But few people realize that no matter whether you’re driving a sports car or an off-road vehicle, if the fuel in the tank is low quality or supplied inconsistently, even the most sophisticated engine cannot perform at its best. In a quantitative system, data is the “fuel” that powers every strategy.
Once you’ve chosen a platform and start building a real trading system—especially when operating across multiple markets—some thorny “data problems” begin to surface. These issues rarely appear in marketing materials, yet they quietly drain a development team’s time and confidence every day.
The first problem is time lag. For strategies that rely on moment-to-moment changes in the order book, even a few hundred milliseconds of latency means your signals are based on past prices. It’s like driving on a highway while looking only at the rearview mirror. Worse still, during market open or periods of extreme volatility, data stream interruptions and packet loss can translate directly into real financial losses—not just a drawdown line in a backtest report.
The second problem is the integration quagmire. If your strategy needs to monitor both A-share and U.S. stock markets, you’ll likely have to deal with two completely different data providers, two API specifications, and two data formats. Writing, debugging, and maintaining the necessary adapter code often consumes far more time than developing the strategy logic itself. It’s like having to relearn how to make phone calls or payments every time you travel to a different country—highly inefficient.
The third problem is data cleanliness. Raw market data is far from perfect. It contains price spikes, noise from non-trading hours, and—particularly in the A-share market—complex corporate action adjustments. Cleaning and standardizing this data is a tedious, error-prone but absolutely critical foundational task. A single mistake in price adjustment can render the backtest results of a long-term trend strategy meaningless, and such errors are notoriously hard to detect early on.
All of these issues point to one core truth: in quantitative trading, the biggest bottleneck is often not the complexity of the algorithm, but the quality, speed, and reliability of data supply. No matter how advanced your strategy engine is, if it’s fed with delayed, messy, or unstable data, the output signals are bound to fail.
How do you break out of this cycle? The key is a shift in mindset—stop treating data acquisition as a one-off purchase, and instead view it as a core piece of infrastructure that requires professional construction and ongoing maintenance.
A professional data API service offers far more than just “data points.” It should function like a municipal power grid: stable, reliable, plug-and-play, so that you never need to worry about where the electricity is generated.
Take AllTick API as an example. Its design goal is to serve as reliable infrastructure for quantitative trading:
In the end, competition in quantitative trading is not just a contest of strategy ideas, but a test of system engineering capability. When the data layer—the foundational infrastructure—is solid and reliable, your strategy engine can truly run at full speed to capture fleeting market opportunities.
Choosing a professional data API won’t guarantee profits, but it ensures that your strategy won’t lose the race simply because of a weak or unreliable “power supply” at its foundation.
AllTick API provides stable, low-latency market data covering global markets, and is committed to becoming a trusted data infrastructure for quantitative developers. With clean interfaces and comprehensive documentation, we help you turn data challenges into strategic advantages. Visit our website and start building a more robust trading system today.
Generate a free API key in seconds and connect to every market from one endpoint.