How is AllTick tick data gap-checked and cleaned?

Our cleaning system monitors every source input in real time and uses statistical checks to remove abnormal spikes, duplicate ticks and broken data caused by connection failures. Multiple backup sources are cross-validated to preserve historical continuity and completeness.

Can I subscribe to multiple markets, such as stocks and Forex, through one WebSocket connection?

Yes. AllTick uses a unified multi-asset schema. You do not need a separate FIX adapter for Forex or different parsers for stocks and crypto. One WebSocket connection can deliver standardized JSON streams for stocks, Forex, crypto, commodities and indices.

What timestamp precision is available for historical tick data?

Historical tick data and live streams provide millisecond timestamp precision and are synchronized to UTC, supporting strict time-series alignment for most medium- and high-frequency backtests.

What are the limits of a free API key?

A free API key gives individual traders immediate access to real-time and historical data across all markets during strategy research. It includes generous daily request limits and concurrent connections. Upgrade to a commercial plan when your strategy moves to production or needs more bandwidth.

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

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.

Explore

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.

Explore

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

Quantitative Traders

Build, backtest and run systematic strategies on gap-checked tick data and a single normalized real-time feed across every asset class.

Get free API key Read the docs

Backtest on real ticks

Access years of tick-level history with consistent timestamps so your backtests match live execution conditions.

One feed, five markets

Trade FX, crypto, equities, commodities and indices through the same schema, with no per-vendor adapters.

Sub-150ms streaming

Native WebSocket delivery keeps signal-to-order latency tight for intraday and higher-frequency models.

Core technical specs and coverage

One normalized feed for the instruments and history systematic traders need to research, test and operate.

AllTick asset coverage, historical depth and delivery mechanisms
Asset class	Coverage	History depth	Delivery
Forex	150+ currency pairs, including G10, emerging-market currencies and precious-metal crosses	10+ years of tick-level historical data	REST / WebSocket streaming
Crypto	1,000+ spot and perpetual pairs aggregated across leading global exchanges	5+ years of complete order book history	Millisecond incremental updates
Stocks	US stocks across NYSE and NASDAQ, Hong Kong stocks and other major equities and ETFs	Time & Sales plus L1/L2 data	Continuous real-time feed with pre-market and after-hours coverage
Commodities and indices	Brent crude, gold, silver, S&P 500, Nasdaq 100 and other major global instruments	High-frequency history for core index constituents	Normalized fields across markets

End-to-end quant workflow

Move from clean research data to production execution and live risk controls through one market-data connection.

Alpha generation and factor research

Use rigorously cleaned, gap-checked tick data to build more precise high-frequency factors for momentum, market microstructure and order-flow resistance while reducing noise-driven survivorship bias.

High-fidelity backtesting

Historical tick data uses globally consistent UTC timestamps. Connect Python (Pandas/NumPy), C++, Go and other major frameworks so your matching engine can reproduce slippage and market impact costs.

Live execution and order routing

Sub-150ms WebSocket streaming is designed for intraday statistical arbitrage, market making and CTA strategies, helping you route orders when signals fire and capture small spread opportunities.

Real-time risk management

Monitor depth and volatility across asset classes through one connection. Calculate VaR and margin requirements dynamically to reduce liquidation risk during events such as non-farm payrolls or crypto shocks.

Developer SDKs and code snippets

Start with a practical WebSocket subscription or a REST history request, then adapt the same normalized schema to your research stack.

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

import json
import os
import threading
import time
import uuid

import websocket

# Subscribe to gold and Bitcoin on the general-market gateway.
def on_open(ws):
    ws.send(json.dumps({
        "cmd_id": 22004,
        "seq_id": 1,
        "trace": str(uuid.uuid4()),
        "data": {"symbol_list": [{"code": "XAUUSD"}, {"code": "BTCUSDT"}]},
    }))

    def keep_alive():
        while ws.sock and ws.sock.connected:
            time.sleep(10)
            ws.send(json.dumps({"cmd_id": 22000, "seq_id": 2, "trace": "heartbeat", "data": {}}))

    threading.Thread(target=keep_alive, daemon=True).start()

def on_message(_ws, message):
    print(json.loads(message))

if __name__ == "__main__":
    token = os.environ["ALLTICK_API_TOKEN"]
    socket = websocket.WebSocketApp(
        f"wss://quote.alltick.co/quote-b-ws-api?token={token}",
        on_open=on_open,
        on_message=on_message,
    )
    socket.run_forever()

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 quantitative traders

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

Quantitative Traders

Build, backtest and run systematic strategies on gap-checked tick data and a single normalized real-time feed across every asset class.

Get free API key Read the docs

Backtest on real ticks

Access years of tick-level history with consistent timestamps so your backtests match live execution conditions.

One feed, five markets

Trade FX, crypto, equities, commodities and indices through the same schema, with no per-vendor adapters.

Sub-150ms streaming

Native WebSocket delivery keeps signal-to-order latency tight for intraday and higher-frequency models.

Core technical specs and coverage

One normalized feed for the instruments and history systematic traders need to research, test and operate.

AllTick asset coverage, historical depth and delivery mechanisms
Asset class	Coverage	History depth	Delivery
Forex	150+ currency pairs, including G10, emerging-market currencies and precious-metal crosses	10+ years of tick-level historical data	REST / WebSocket streaming
Crypto	1,000+ spot and perpetual pairs aggregated across leading global exchanges	5+ years of complete order book history	Millisecond incremental updates
Stocks	US stocks across NYSE and NASDAQ, Hong Kong stocks and other major equities and ETFs	Time & Sales plus L1/L2 data	Continuous real-time feed with pre-market and after-hours coverage
Commodities and indices	Brent crude, gold, silver, S&P 500, Nasdaq 100 and other major global instruments	High-frequency history for core index constituents	Normalized fields across markets

End-to-end quant workflow

Move from clean research data to production execution and live risk controls through one market-data connection.

Alpha generation and factor research

Use rigorously cleaned, gap-checked tick data to build more precise high-frequency factors for momentum, market microstructure and order-flow resistance while reducing noise-driven survivorship bias.

High-fidelity backtesting

Historical tick data uses globally consistent UTC timestamps. Connect Python (Pandas/NumPy), C++, Go and other major frameworks so your matching engine can reproduce slippage and market impact costs.

Live execution and order routing

Sub-150ms WebSocket streaming is designed for intraday statistical arbitrage, market making and CTA strategies, helping you route orders when signals fire and capture small spread opportunities.

Real-time risk management

Developer SDKs and code snippets

Start with a practical WebSocket subscription or a REST history request, then adapt the same normalized schema to your research stack.

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

import json
import os
import threading
import time
import uuid

import websocket

# Subscribe to gold and Bitcoin on the general-market gateway.
def on_open(ws):
    ws.send(json.dumps({
        "cmd_id": 22004,
        "seq_id": 1,
        "trace": str(uuid.uuid4()),
        "data": {"symbol_list": [{"code": "XAUUSD"}, {"code": "BTCUSDT"}]},
    }))

    def keep_alive():
        while ws.sock and ws.sock.connected:
            time.sleep(10)
            ws.send(json.dumps({"cmd_id": 22000, "seq_id": 2, "trace": "heartbeat", "data": {}}))

    threading.Thread(target=keep_alive, daemon=True).start()

def on_message(_ws, message):
    print(json.loads(message))

if __name__ == "__main__":
    token = os.environ["ALLTICK_API_TOKEN"]
    socket = websocket.WebSocketApp(
        f"wss://quote.alltick.co/quote-b-ws-api?token={token}",
        on_open=on_open,
        on_message=on_message,
    )
    socket.run_forever()

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