Crypto tick data in Python: record a reference-price stream
Record BTCUSD and ETHUSD reference-price updates to Parquet with Python. Includes a tested WebSocket recorder, session reports and clear data limitations.
Tag · btcusd
btcusd
6 posts on btcusd from the SiftingIO market data blog, spanning real-time and historical coverage across stocks, forex, crypto, commodities, and on-chain venues.
Posts tagged btcusd
Cryptocurrency API: real-time and historical crypto data aggregated across venues
Cryptocurrency API guide: stream real-time crypto prices over WebSocket and pull 15+ years of historical OHLCV over REST, aggregated across venues.
How accurate is real-time market data? A live spread snapshot across crypto, FX, and gold
Consolidated bid/ask spreads measured live on BTCUSD, EURUSD, XAUUSD and more: why one price is really a band, and how to reproduce the numbers yourself.
Live bid and ask price API: build a correct EURUSD and BTCUSD quote client
How to read live bid and ask prices for EURUSD and BTCUSD over REST and WebSocket: string-typed fields, epoch milliseconds, ping keepalive, and rate limits.
Do Bitcoin Spreads Widen on Holidays? A July 4 Liquidity Study
How to measure bitcoin bid-ask spreads and cross-venue liquidity over the July 4 holiday weekend, and what spread widening means for execution and alerts.
Real-time FX and crypto quotes: REST snapshots and WebSocket streams
How to read real-time FX and crypto quotes from SiftingIO: REST bid/ask snapshots for EURUSD and BTCUSD, WebSocket tick streams, and the pitfalls in between.