
Cursor pagination for market data APIs: pull years of 1-minute OHLCV bars without gaps
How cursor-based pagination works in a market data REST API, with a Python loop that pulls years of 1-minute stock bars and handles gzip, rate limits, and gaps.
8 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.

How cursor-based pagination works in a market data REST API, with a Python loop that pulls years of 1-minute stock bars and handles gzip, rate limits, and gaps.

Market data API pricing explained: per-market tiers, call quotas vs rate limits, WebSocket limits, history depth, overage, free tiers, and redistribution rights.

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.

Pull Brent (UKOUSD) and WTI (WTIUSD) crude oil prices from one API: historical OHLCV bars with cursor pagination, REST snapshots, and WebSocket streaming.

Pull historical OHLCV bars for gold, crude, and other commodities over REST, stream live prices over WebSocket, and handle the seam where they meet.

Five ways historical price data silently corrupts a backtest: adjustment method, venue-dependent highs and lows, gap policy, session cuts, and restated bars.

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.

How to pull historical OHLCV bars and XBRL fundamentals for one stock ticker from SiftingIO, and avoid the split and fiscal-year pitfalls.