How does AllTick define closing prices for EOD reconciliation?

EOD data follows each market's official trading rules. Equities use the relevant exchange's official closing auction price. For continuously traded FX and crypto markets, normalized marks use recognized cut-off times such as 17:00 New York or 00:00 UTC, based on the final trade or midpoint required by the dataset.

How far back does the historical data go, and can we export it in bulk?

Core FX and index datasets include more than 10 years of tick and candle history, while major equity and crypto datasets include more than 5 years. REST pagination supports programmatic retrieval, and institutional clients can request packaged CSV or Parquet archives for backtesting and audit review.

How does AllTick support high availability for globally distributed risk systems?

AllTick uses a cross-region active-active architecture with redundant edge capacity across North America, Europe, and Asia-Pacific. If a regional network or cloud provider fails, traffic is routed to available infrastructure to keep global risk data flows online.

Can we share AllTick data with custodians or third-party fund administrators?

Institutional plans support data-sharing and distribution rights for service providers working on the same fund portfolio. Normalized data may be delivered by API or report for accounting, reconciliation, and compliance audit workflows, subject to the terms of the selected institutional agreement.

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Solutions

Market data for every kind of team

From systematic trading desks to research labs, AllTick delivers one normalized real-time and historical feed across five asset classes.

Solution

Quantitative Traders

Clean tick history and low-latency streaming for systematic strategies.

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Solution

Fintech Developers

Ship market-data features fast with one REST + WebSocket API.

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Solution

Trading Platforms

Scale real-time quotes to tens of thousands of concurrent users.

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Solution

Asset Managers

Mark portfolios to market in real time across asset classes.

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Solution

Researchers

A single normalized dataset for reproducible market research.

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Start streaming market data today

Generate a free API key in seconds and connect to every market from one endpoint.

Get free API key Talk to sales

Solutions

Asset Managers

Value multi-asset books continuously, feed risk models and reconcile end-of-day with the same normalized data source.

Get free API key Read the docs

Multi-asset coverage

One integration covers FX, equities, crypto, commodities and indices for whole-portfolio valuation.

Market data for the investment and operations workflow

Institutional functions, asset management solutions, and delivered market data fields
Institutional function	Asset management solution	Key data fields
Portfolio valuation	Calculate a consolidated NAV across FX, US stocks, crypto, and commodities while avoiding timezone and format differences between vendors.	Bid, Ask, Last Price, Volume, Timestamps
EOD reconciliation and fair value	Use precise end-of-day marks for performance accounting, portfolio reconciliation, and independent price verification.	Open, High, Low, Close, VWAP
Real-time risk and VaR	Drive VaR models with millisecond market streams to monitor leverage and macro exposure beyond overnight snapshots.	Tick-level Streams, Bid/Ask Spread
Audit and compliance	Maintain traceable historical time series for institutional audit workflows and global compliance reviews, including SEC and MiFID II processes.	Multi-vendor Consolidated History

Real-time risk

Stream marks into VaR and exposure models so risk reflects the live market, not last night's snapshot.

Why buy-side asset managers trust AllTick

Reduce total cost with one normalized source

Traditional asset managers often purchase separate FX software, equity terminals, and crypto APIs. One normalized AllTick schema spans five core asset classes, reducing contracts, integration work, and middle-office technology debt.

Stream current marks into exposure models

Overnight closes can leave risk systems behind during geopolitical shocks, economic releases, or commodity selloffs. WebSocket streams can feed current mark-to-market prices directly into stress testing and risk engines for timely hedging decisions.

Use consistent, audit-ready history

Historical ticks and candles retain consistent timestamps and cleaned sequences for LP reporting, external audits, and independent price verification. The normalized output can be imported into mainstream fund accounting systems.

Automate middle- and back-office operations

Stable REST interfaces let operations teams pull global EOD data after market close, generate reconciliation files, and synchronize normalized marks with custodian systems without repetitive spreadsheet checks.

Audit-ready history

Consistent historical series support reconciliation, reporting and compliance reviews.

Automated valuation for asset management operations

Scenario: verify a portfolio's daily closing NAV across asset classes with Python.

# AllTick — Real-time Financial Market Data API
# Real-time Forex, Stocks, Crypto, Commodities and Indices market data

import json
import os

import requests

# Route each instrument to its matching REST gateway.
def fetch_eod_marks(portfolio):
    marks = {}
    for instrument in portfolio:
        query = {
            "trace": f"eod_{instrument['symbol']}",
            "data": {
                "code": instrument["symbol"], "kline_type": 8,
                "kline_timestamp_end": 0, "query_kline_num": 1, "adjust_type": 0,
            },
        }
        response = requests.get(
            f"https://quote.alltick.co/{instrument['market']}/kline",
            params={"token": os.environ["ALLTICK_API_TOKEN"], "query": json.dumps(query)},
            timeout=15,
        )
        response.raise_for_status()
        payload = response.json()
        if payload.get("ret") != 200:
            raise RuntimeError(payload.get("msg", "AllTick request failed"))
        marks[instrument["symbol"]] = payload["data"]["kline_list"][0]
    return marks

if __name__ == "__main__":
    portfolio = [
        {"symbol": "AAPL.US", "market": "quote-stock-b-api"},
        {"symbol": "BTCUSDT", "market": "quote-b-api"},
        {"symbol": "EURUSD", "market": "quote-b-api"},
    ]
    print(json.dumps(fetch_eod_marks(portfolio), indent=2))

Start streaming market data today

Generate a free API key in seconds and connect to every market from one endpoint.

Get free API key Talk to sales

FAQ

FAQ for asset managers and fund administrators

Start streaming market data today

Generate a free API key in seconds and connect to every market from one endpoint.

Get free API key Talk to sales

Solutions

Asset Managers

Value multi-asset books continuously, feed risk models and reconcile end-of-day with the same normalized data source.

Get free API key Read the docs

Multi-asset coverage

One integration covers FX, equities, crypto, commodities and indices for whole-portfolio valuation.

Market data for the investment and operations workflow

Institutional functions, asset management solutions, and delivered market data fields
Institutional function	Asset management solution	Key data fields
Portfolio valuation	Calculate a consolidated NAV across FX, US stocks, crypto, and commodities while avoiding timezone and format differences between vendors.	Bid, Ask, Last Price, Volume, Timestamps
EOD reconciliation and fair value	Use precise end-of-day marks for performance accounting, portfolio reconciliation, and independent price verification.	Open, High, Low, Close, VWAP
Real-time risk and VaR	Drive VaR models with millisecond market streams to monitor leverage and macro exposure beyond overnight snapshots.	Tick-level Streams, Bid/Ask Spread
Audit and compliance	Maintain traceable historical time series for institutional audit workflows and global compliance reviews, including SEC and MiFID II processes.	Multi-vendor Consolidated History

Real-time risk

Stream marks into VaR and exposure models so risk reflects the live market, not last night's snapshot.

Why buy-side asset managers trust AllTick

Reduce total cost with one normalized source

Stream current marks into exposure models

Use consistent, audit-ready history

Automate middle- and back-office operations

Audit-ready history

Consistent historical series support reconciliation, reporting and compliance reviews.

Automated valuation for asset management operations

Scenario: verify a portfolio's daily closing NAV across asset classes with Python.

# AllTick — Real-time Financial Market Data API
# Real-time Forex, Stocks, Crypto, Commodities and Indices market data

import json
import os

import requests

# Route each instrument to its matching REST gateway.
def fetch_eod_marks(portfolio):
    marks = {}
    for instrument in portfolio:
        query = {
            "trace": f"eod_{instrument['symbol']}",
            "data": {
                "code": instrument["symbol"], "kline_type": 8,
                "kline_timestamp_end": 0, "query_kline_num": 1, "adjust_type": 0,
            },
        }
        response = requests.get(
            f"https://quote.alltick.co/{instrument['market']}/kline",
            params={"token": os.environ["ALLTICK_API_TOKEN"], "query": json.dumps(query)},
            timeout=15,
        )
        response.raise_for_status()
        payload = response.json()
        if payload.get("ret") != 200:
            raise RuntimeError(payload.get("msg", "AllTick request failed"))
        marks[instrument["symbol"]] = payload["data"]["kline_list"][0]
    return marks

if __name__ == "__main__":
    portfolio = [
        {"symbol": "AAPL.US", "market": "quote-stock-b-api"},
        {"symbol": "BTCUSDT", "market": "quote-b-api"},
        {"symbol": "EURUSD", "market": "quote-b-api"},
    ]
    print(json.dumps(fetch_eod_marks(portfolio), indent=2))

Start streaming market data today

Generate a free API key in seconds and connect to every market from one endpoint.

Get free API key Talk to sales

FAQ