AllTick
Solutions

Trading Platforms / Exchanges / Houses

Power web and mobile trading front-ends with resilient streaming, a 99.95% uptime SLA and consistent global latency.

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

Built to scale

Fan out live quotes to 40k+ concurrent clients with edge delivery and automatic reconnection semantics.

99.95% uptime SLA

Redundant data centers, continuous monitoring and service credits back every paid plan.

Global consistency

Predictable latency across regions so every user sees the market at the same moment.

Core infrastructure and multi-market delivery

Capacity, availability and front-end compatibility for broker-grade market-data distribution.

AllTick platform metrics, global delivery standards and supported trading front-ends
Platform metricGlobal delivery standardSupported front-ends
Client fan-outA 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 SLA99.95% uptime commitment with active-active data centers and automatic failover within seconds.WebTrader terminals and broker CRM or back-office systems.
Network latencyAnycast edge delivery across core financial centers including New York, London, Hong Kong and Singapore.Algorithmic execution and copy-trading systems.
Multi-asset engineOne normalized schema aggregates Forex, Stocks, Crypto, Commodities and Indices through a single connection.CFD platforms, Forex brokers and digital-asset exchanges.

Why global trading platforms trust AllTick

Enterprise-grade controls keep quotes available, consistent and clean during the market events that matter most.

40,000+ concurrent fan-out during peak volatility

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.

Global Anycast delivery with cross-region consistency

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.

A data backbone for white-label and custom platforms

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.

Bad-tick and spike protection

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.

Platform-scale integrations

A Go WebSocket client for a highly available, multi-asset market-data bus.

# AllTick — Real-time Financial Market Data API
# Real-time Forex, Stocks, Crypto, Commodities and Indices market data
import json
import os
from urllib.parse import urlencode
from urllib.request import urlopen

token = os.environ["ALLTICK_API_TOKEN"]
query = {
    "trace": "python_realtime",
    "data": {"symbol_list": [{"code": "EURUSD"}]},
}
endpoint = "https://quote.alltick.co/quote-b-api/trade-tick?" + urlencode({
    "token": token,
    "query": json.dumps(query, separators=(",", ":")),
})

with urlopen(endpoint, timeout=15) as response:
    payload = json.load(response)

if payload.get("ret") != 200:
    raise RuntimeError(payload.get("msg", "AllTick request failed"))
print(json.dumps(payload, indent=2))

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FAQ

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