
Plotting trades on a price chart: get the exact 1-minute bar at the fill time
Trade journals and portfolio trackers need the 1-minute bar at each fill time. Why free feeds fail on backfill, and how to fetch one bar shape across asset classes.
18 posts on forex from the SiftingIO market data blog, spanning real-time and historical coverage across stocks, forex, crypto, commodities, and on-chain venues.

Trade journals and portfolio trackers need the 1-minute bar at each fill time. Why free feeds fail on backfill, and how to fetch one bar shape across asset classes.

Weekly candle open and close times for forex, crypto, and US stocks, and how to rebuild either week convention from timestamped SiftingIO bars in pandas.

How base currency and quote currency work in FX and commodity data: direction of a move, inverting bid and ask, EURUSD and XAUUSD symbols, cross rates.

The four forex sessions in UTC, their overlaps, why London to New York carries the most volume, and how spreads behave at rollover and in the quiet hours.

The cross rate formula with worked math: derive EURGBP from EURUSD and GBPUSD, carry bid and ask through the triangulation, and compute it in Python.

What a pip is in forex: pip size for four-decimal and JPY pairs, fractional pips, and step-by-step pip value math for EURUSD and USDTRY from live quotes.

What base and quote currency mean, why it's EURUSD and never USDEUR, direct vs indirect quoting, and how to read any FX price. With live API examples.

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.

What a lot means in forex: standard, mini, micro, and nano lot sizes in one table, plus position value and pip value math computed from a live EURUSD quote.

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

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

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.

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.

Ingest CPI and NFP releases from an economic calendar API: handle first prints vs revisions, normalize times to UTC, and tag the bar each event moved.

How to read bid and ask from a quote snapshot, compute the bid ask spread in basis points, and flag wide or stale quotes in Python before users see them.

Pull cross-venue reference prices over a FIX 4.4 market-data session for crypto, forex, and metals, then feed them into MetaTrader. Market data only.

A plain guide to getting live forex prices from SiftingIO: a single request for the current rate, or a live feed that updates on its own as the market moves.

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.