
How to store OHLCV data: a Postgres schema that survives gaps, corrections, and adjustments
A Postgres schema for OHLCV market data: primary key design, numeric types, honest gap handling, UPSERT for corrections, and an idempotent backfill pattern.
Practical guides for using the SiftingIO API and WebSocket streams.

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.

Market data timestamps are UTC: epoch ms ticks, RFC 3339 bars, date-only filings. How to handle DST, weekend boundaries, and convert correctly in Python and JS.

SiftingIO's MCP server gives an AI assistant forex, stock, crypto, commodity, DEX, and fundamentals data through one connector and a single API key.

SiftingIO's Team feature lets one subscription cover a whole team: seats by tier (3 Builder, 10 Pro, 25 Ultra), email invites, and one usage view.

Stream real-time forex and crypto prices in Go over WebSocket: authenticate, subscribe, parse tick frames, and handle pings and reconnects with working code.

How to give an AI agent live and historical market data: an MCP server for Claude and Cursor, REST tool definitions, and WebSocket streaming for monitors.

How trading simulators and paper-trading apps should pick a settlement price: venue disagreement, stale quotes, adjusted history, and a rule players can read.