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.
Generate a free API key in seconds and connect to every market from one endpoint.
Build, backtest and run systematic strategies on gap-checked tick data and a single normalized real-time feed across every asset class.
Access years of tick-level history with consistent timestamps so your backtests match live execution conditions.
Trade FX, crypto, equities, commodities and indices through the same schema, with no per-vendor adapters.
Native WebSocket delivery keeps signal-to-order latency tight for intraday and higher-frequency models.
One normalized feed for the instruments and history systematic traders need to research, test and operate.
| 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 |
Move from clean research data to production execution and live risk controls through one market-data connection.
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.
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.
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.
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.
Start with a practical WebSocket subscription or a REST history request, then adapt the same normalized schema to your research stack.
import websocket
import json
def on_message(ws, message):
data = json.loads(message)
print(f"Received live tick data: {data}")
def on_open(ws):
# Subscribe to live ticks for gold (XAUUSD) and Bitcoin (BTCUSD)
subscribe_data = {
"action": "subscribe",
"symbols": ["XAUUSD", "BTCUSD"]
}
ws.send(json.dumps(subscribe_data))
if __name__ == "__main__":
api_key = "YOUR_FREE_API_KEY"
ws_url = f"wss://stream.alltick.co/v1/market?key={api_key}"
ws = websocket.WebSocketApp(ws_url, on_open=on_open, on_message=on_message)
ws.run_forever()Generate a free API key in seconds and connect to every market from one endpoint.