
Technical signals API: pull RSI, MACD, and moving average summaries in one REST call
SiftingIO's technical signals API: live RSI, MACD, and moving average summaries plus per-bar signal history with cross events, over two REST endpoints.
Engineering deep-dives, market analysis, and product updates from the SiftingIO team. How we build real-time market data infrastructure across crypto, FX, and equities.

SiftingIO's technical signals API: live RSI, MACD, and moving average summaries plus per-bar signal history with cross events, over two REST endpoints.

How to use an economic calendar API to fetch scheduled US macro releases as JSON: UTC times, impact tiers, filtering by event, gating code and windowing a year of events.

Detect missing candles in OHLCV bar data with a UTC grid and a trading calendar, then backfill safely without forward-filling volume or range.

Detect stale market data in real-time trading apps: venue vs receive timestamps, per-asset freshness thresholds, WebSocket heartbeats, reconnect, monitoring.

How cursor pagination works on the SiftingIO bars endpoint: 1,000 bars per page, about 99 requests per ticker-year of 1-minute data, and a gap-checked Python loop.

Pull US economic calendar events (CPI, NFP, FOMC) as JSON and join each release to the one-minute OHLCV bar that was open when it hit, using the real field names.

Market data API pricing explained: per-market tiers, call quotas vs rate limits, WebSocket limits, history depth, overage, free tiers, and redistribution rights.

How to fetch the exact 1-minute OHLCV bar under each trade fill for stocks, forex, and crypto with one API, with verified page limits, intervals, and pagination.

Weekly candle open and close times for forex, crypto, and US stocks, and how to rebuild either week convention from timestamped SiftingIO bars in pandas.

How base currency and quote currency work in FX and commodity data: direction of a move, inverting bid and ask, EURUSD and XAUUSD symbols, cross rates.