CPI consensus vs actual: why an in-line inflation print barely moves markets
July 2026 CPI matched consensus exactly and markets barely moved. Why consensus, actual, revisions, and exact timestamps are the calendar fields that matter.
Tag · backtesting
backtesting
10 posts on backtesting from the SiftingIO market data blog, spanning real-time and historical coverage across stocks, forex, crypto, commodities, and on-chain venues.
Posts tagged backtesting
1-minute OHLCV data: how to resample minute bars into 5m, 15m, and 1h
1-minute OHLCV bars are the base timeframe. The exact rules for resampling minute bars into 5m, 15m, and 1h bars, with the alignment and gap traps to avoid.
When does a daily candle open and close? Daily bar boundaries in stocks, forex, and crypto
When a daily candle opens and closes in US stocks, forex, and crypto, why weekend gaps exist, and why two providers' daily bars can legitimately differ.
Commodities market data API: backfill historical bars, then stream live prices
Pull historical OHLCV bars for gold, crude, and other commodities over REST, stream live prices over WebSocket, and handle the seam where they meet.
Why two backtests of the same strategy disagree: the historical price data faults to check first
Five ways historical price data silently corrupts a backtest: adjustment method, venue-dependent highs and lows, gap policy, session cuts, and restated bars.
Forex OHLCV data: how FX candles are built
Forex OHLCV data explained: how FX candles are built from aggregated quotes, why daily bars depend on the day boundary you pick, and how to pull them by API.
Adjusted vs unadjusted stock prices: why your backtest returns are wrong
Why backtest returns break when adjusted and unadjusted OHLCV bars get mixed, with the split and dividend factor math to fix them deterministically.
Aligning economic calendar events with your backtest's bar timeline
How to pull scheduled US economic events from one endpoint and align them with OHLCV bars so a backtest knows when CPI, NFP, and FOMC actually hit.
What is OHLCV data? Bars, candles, and how providers build them
What OHLCV data is, how bars are built from ticks, why two providers disagree on the same candle, adjusted vs unadjusted bars, and how to pull bars via API.
Aligning economic calendar events with your backtest's bar timeline
How to pull scheduled US economic events from one endpoint and align them with OHLCV bars so a backtest knows when CPI, NFP, and FOMC actually hit.