Quantitative Traders
Clean tick history and low-latency streaming for systematic strategies.
ExploreFrom systematic trading desks to research labs, AllTick delivers one normalized real-time and historical feed across five asset classes.
Clean tick history and low-latency streaming for systematic strategies.
ExploreShip market-data features fast with one REST + WebSocket API.
ExploreScale real-time quotes to tens of thousands of concurrent users.
ExploreMark portfolios to market in real time across asset classes.
ExploreA single normalized dataset for reproducible market research.
ExploreGenerate 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.
Power web and mobile trading front-ends with resilient streaming, a 99.95% uptime SLA and consistent global latency.
Fan out live quotes to 40k+ concurrent clients with edge delivery and automatic reconnection semantics.
Redundant data centers, continuous monitoring and service credits back every paid plan.
Predictable latency across regions so every user sees the market at the same moment.
Capacity, availability and front-end compatibility for broker-grade market-data distribution.
| Platform metric | Global delivery standard | Supported front-ends |
|---|---|---|
| Client fan-out | A single cluster supports 40,000+ concurrent clients, with edge nodes automatically offloading pressure from core servers. | MT4/MT5, cTrader and custom Web, iOS or Android trading front-ends. |
| Uptime SLA | 99.95% uptime commitment with active-active data centers and automatic failover within seconds. | WebTrader terminals and broker CRM or back-office systems. |
| Network latency | Anycast edge delivery across core financial centers including New York, London, Hong Kong and Singapore. | Algorithmic execution and copy-trading systems. |
| Multi-asset engine | One normalized schema aggregates Forex, Stocks, Crypto, Commodities and Indices through a single connection. | CFD platforms, Forex brokers and digital-asset exchanges. |
Enterprise-grade controls keep quotes available, consistent and clean during the market events that matter most.
Payroll releases, central-bank decisions and crypto market shocks can multiply platform traffic within seconds. AllTick's WebSocket fan-out architecture distributes the same high-frequency tick stream to 40,000+ online traders while preserving smooth quote updates and reducing disputes caused by stale prices or slippage.
Anycast routing and distributed edge nodes keep quote latency low and predictable for users in markets from London and Tokyo to São Paulo. Consistent delivery helps platforms limit the exposure created by cross-region latency arbitrage.
Whether you are launching a new WebTrader or replacing the feed behind an existing white-label stack, AllTick's normalized JSON schema reduces integration work. Back-end teams can add multi-asset coverage without rebuilding a separate parser for every market.
Dynamic statistical filters identify abnormal quotes caused by exchange or liquidity-provider faults. Removing extreme spikes before distribution helps prevent incorrect stop-loss triggers, liquidations and the operational or compliance risk created by bad ticks.
A Go WebSocket client for a highly available, multi-asset market-data bus.
Generate a free API key in seconds and connect to every market from one endpoint.