The short answer#
Use REST when you pull data on demand, and use WebSocket when data should be pushed to you the moment it changes. REST fits historical bars, fundamentals, and occasional snapshots, where one request returns one answer and the connection can close. WebSocket fits live price streams, where a persistent connection stays open and the server sends every new tick as it happens. Most production setups end up using both, each for the job it does best.
The rest of this guide explains how the two differ, where each one shines, and how to decide quickly for a given feature.
How each one works#
REST is request and response. A client opens a connection, sends a single request such as the latest quote for a symbol, receives a JSON body, and is done. Each call stands on its own and carries no memory of the last one. That simplicity is the strength: requests are easy to cache, easy to retry, and easy to reason about.
WebSocket is a single long-lived connection. The client connects once, authenticates once, and subscribes to the symbols it cares about. From then on the server pushes messages as prices move, with no new request per update. Instead of asking again and again, the client waits and reacts. The connection is stateful, so it needs a little more care to keep alive, but it removes the constant round trips.
When REST is the right call#
Reach for REST whenever the data is not changing faster than you need it, or when you need a specific slice of the past:
- Historical OHLCV bars for charts and backtests, where the data is fixed and a single ranged request returns it.
- Fundamentals, filings, ratios, and calendars, which update on a schedule of days or quarters, not milliseconds.
- One-off snapshots, such as the current price for a converter or a price card that refreshes every few seconds.
- Anything that benefits from plain HTTP caching, simple retries, and stateless scaling.
With SiftingIO, a single snapshot is one request:
curl -H "X-API-Key: $SIFTING_KEY" \
"https://api.sifting.io/v1/last/quote/forex/EURUSD"
The response carries the current bid, ask, mid, and spread. For a page that updates every five or ten seconds, polling an endpoint like this is simpler than holding a live socket open, and it is usually the right starting point.
When WebSocket wins#
Reach for WebSocket when freshness is the whole point and updates arrive fast:
- Live tick streams where every price change should reach the screen with minimal delay.
- A board tracking many symbols at once, where polling each one separately would multiply requests.
- Alerting and automation that must react to a move the instant it lands, rather than on the next poll.
With SiftingIO, a live stream means connecting once and subscribing:
const ws = new WebSocket(`wss://stream.sifting.io/ws/v1?key=${SIFTING_KEY}`);
ws.onopen = () => {
ws.send(JSON.stringify({
op: "subscribe",
product: "fx",
symbols: ["EURUSD", "GBPUSD"]
}));
};
ws.onmessage = (event) => {
const frame = JSON.parse(event.data);
if (frame.f === "tick") {
console.log(frame.s, frame.p);
}
};
Each price update arrives as a tick frame carrying the symbol and price, so the client just renders what it receives. On subscribe, the server first sends the last cached value and then the live updates, so a fresh screen is never blank while it waits for the next move.
Why not just poll REST very fast?#
A common instinct is to skip WebSocket and poll a REST endpoint every second instead. That works for a handful of symbols, but it scales badly. Polling spends a request on every check whether the price moved or not, which burns through rate limits and returns duplicate data most of the time. It also adds latency, since a change that lands just after a poll waits a full interval before the next request sees it. WebSocket flips that around: the server sends a message only when there is something new, so bandwidth and updates track the real pace of the market rather than the speed of a timer.
A quick decision guide#
A few questions usually settle it:
- Is the data historical or slow moving? Use REST.
- Do you need it once, or on a relaxed refresh? Use REST.
- Do you need continuous updates the moment they happen? Use WebSocket.
- Are you tracking many fast moving symbols at once? Use WebSocket.
- Is simplicity and easy caching the priority over latency? Use REST.
If the honest answer is both, that is normal and expected.
Using both together#
The strongest pattern combines them. REST backfills the history and the starting state, then WebSocket keeps that state current. A chart, for example, loads its historical bars with one ranged REST request, paints the candles, and then opens a WebSocket subscription so each new tick extends the latest bar in place. The user sees a full chart immediately and a live edge after that, without polling and without a gap.
Because SiftingIO exposes both REST and WebSocket through one credential and one normalized JSON shape, the same symbol and the same data model carry across both. There is no second vendor to integrate for the live half, and the official Go, Python, and JavaScript SDKs wrap both transports behind matching method signatures.
Getting started#
The rule is short: pull with REST, stream with WebSocket, and combine them when a feature needs history plus a live edge. The documentation covers the full endpoint list, the WebSocket products and frame formats, and the keepalive rules for long-lived connections. The free plan needs no credit card, so you can create a free account and have both a REST snapshot and a live stream running within a few minutes.