
Stale market data: how to detect and handle it in real-time trading applications
Detect stale market data in real-time trading apps: venue vs receive timestamps, per-asset freshness thresholds, WebSocket heartbeats, reconnect, monitoring.
Practical guides for using the SiftingIO API and WebSocket streams.

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

How cursor-based pagination works in a market data REST API, with a Python loop that pulls years of 1-minute stock bars and handles gzip, rate limits, and gaps.

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

What enterprise teams need from a multi-asset market data API: normalized schemas, real-time plus historical, filings, on-chain data, FIX and SDK delivery.

A vendor-neutral checklist for evaluating a market data API: price accuracy, latency percentiles, WebSocket stability, gaps, rate limits, and licensing.

How an institution in China evaluates and onboards an international market data vendor: free-tier testing, FIX API, licensing in writing, USD invoicing, SLAs.

A Postgres schema for OHLCV market data: primary key design, numeric types, honest gap handling, UPSERT for corrections, and an idempotent backfill pattern.

TA-Lib won't install? Skip the C compile and numpy version matrix: pull RSI, MACD, and moving average readings from two REST endpoints with plain requests.

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