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 Nasdaq market, trading halts, whether involving individual stocks or ETFs, are events that investors closely watch. Recently, an ETF trade with a premium exceeding 20% became highly active in the market, prompting the fund company to
On the Nasdaq market, trading halts, whether involving individual stocks or ETFs, are events that investors closely watch. Recently, an ETF trade with a premium exceeding 20% became highly active in the market, prompting the fund company to urgently release an announcement stating that the fund would halt trading starting the next market day. Meanwhile, various types of trading halts were happening simultaneously across Nasdaq markets.
Understanding Nasdaq’s trading halt mechanisms is crucial for grasping market dynamics and managing risk.
In financial markets, trading halts play a key role in maintaining market order and protecting investor interests. As one of the world’s most important tech stock trading platforms, Nasdaq has a particularly strict trading halt system. This pause mechanism mainly comes in two forms: voluntary halts and involuntary halts.
Whether voluntary or involuntary, Nasdaq’s trading halt mechanisms are designed to ensure fairness and order in the market.
A recent typical case of a voluntary halt comes from Invesco, the management company of the Invesco Nasdaq Tech Weighted ETF. The company issued an announcement stating that the ETF’s market price had significantly exceeded its net asset value, leading to a large premium. To protect investors, the fund suspended trading from 10:30 AM on January 29, 2026.
In theory, an ETF’s trading price should closely reflect its net value. However, when market sentiment overheats or liquidity is insufficient, a significant premium can occur. This risk alert and halt mechanism is a responsible action taken by fund managers to protect investors.
The announcement further noted that if the ETF’s premium remains high during the halt, the fund manager reserves the right to apply for an intra-day temporary halt or extend the trading halt. This flexible response mechanism reflects proactive risk management.
Unlike voluntary halts for ETFs, Nasdaq stock halts often arise from violations of trading rules. A typical example is the case of cryptocurrency company X-Tech (NASDAQ: DCX), which faces the risk of delisting due to its stock price failing to meet Nasdaq’s minimum closing bid requirement of $1.00 per share.
According to Nasdaq’s notice, DCX’s common stock had traded below $1.00 for 30 consecutive trading days from December 4, 2025, to January 16, 2026. This violation triggered the delisting process.
Typically, companies are given a 180-day grace period to correct this issue. However, DCX, having previously conducted multiple reverse stock splits with a cumulative ratio of 250 shares for 1 share, is not eligible for this grace period.
Nasdaq has scheduled DCX for delisting from the Nasdaq Capital Market as of the market open on January 29, 2026, unless the company appeals before the deadline.
In addition to specific ETF or stock halts, changes to Nasdaq’s overall trading mechanisms can also impact the continuity of transactions. Recently, Nasdaq announced that it would cancel all Good-Till-Cancelled (GTC) orders at the end of the trading day on January 30. Starting February 2, any new GTC orders submitted by members will be rejected. This change is part of Nasdaq’s system upgrade.
Although this system change is not the same as a traditional trading halt, it will impact the execution continuity of certain orders. For investors who rely on GTC orders for long-term strategies, timely adjustments to their trading methods are necessary.
Nasdaq has communicated this change in advance through ETA #2025-97, providing ample time for market participants to adapt.
Given the various halt scenarios on the Nasdaq market, investors must adopt appropriate response strategies.
Whether it’s an ETF premium halt or the risk of stock delisting, understanding and leveraging Nasdaq’s trading halt mechanisms is crucial for investors to manage market timing effectively. As financial markets continue to evolve, investors need to adapt flexibly, avoid excessive concentration in single stocks or funds, and diversify their portfolios to mitigate halt-related risks. This approach will help ensure long-term stability and investment success.
Generate a free API key in seconds and connect to every market from one endpoint.