Sharpe Ratio in Python: Formula, Returns and Annualisation
Calculate the Sharpe ratio in Python with a worked example, matching cash returns and annualisation checks. Prepare daily market data with SiftingIO.
Tag · Historical Data
Historical Data
10 posts on Historical Data from the SiftingIO market data blog, spanning real-time and historical coverage across stocks, forex, crypto, commodities, and on-chain venues.
Posts tagged Historical Data
US Stocks API: Build a Research Page with Prices, History and Filings
Build a US stock research page with API prices, historical OHLCV and SEC filings. Includes cURL examples, panel design and clear timestamp handling.
Historical forex data in CSV and Excel: a practical guide
Download historical forex data as CSV or Excel. Start with EURUSD, check UTC timestamps and candle completeness, then calculate price changes in a worksheet.
Forex correlation matrix in Python: use returns, not prices
Build a forex correlation matrix in Python with API data. Compare EURUSD, GBPUSD and USDJPY returns without hiding missing days or reversing quote direction.
How market data API pricing works: a buyer's guide for developers
Market data API pricing explained: per-market tiers, call quotas vs rate limits, WebSocket limits, history depth, overage, free tiers, and redistribution rights.
Crude oil prices API: Brent (UKOUSD) and WTI (WTIUSD), historical bars and live quotes
Pull Brent (UKOUSD) and WTI (WTIUSD) crude oil prices from one API: historical OHLCV bars with cursor pagination, REST snapshots, and WebSocket streaming.
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.
Building Financial AI Agents With Real-Time and Historical Market Data
Why financial AI agents need structured market data APIs instead of web search, and how to wire prices, OHLCV, and fundamentals in as agent tools.
Joining OHLCV bars and XBRL fundamentals for a US stock ticker
How to pull historical OHLCV bars and XBRL fundamentals for one stock ticker from SiftingIO, and avoid the split and fiscal-year pitfalls.