Market data over FIX 4.4 for high-performance trading systems
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.
Tag · market-data
market-data
5 posts on market-data from the SiftingIO market data blog, spanning real-time and historical coverage across stocks, forex, crypto, commodities, and on-chain venues.
Posts tagged market-data
What Is OHLCV Data and Why It Matters in Market Data APIs
OHLCV bars compress raw trades into open, high, low, close, and volume. Learn what they record, why APIs serve them, and how to pull them cleanly.
Detecting a stale or manipulated quote with a cross-venue consensus price
How to use a robust cross-venue fair price as a validation layer to flag when one venue is printing a stale, thin, or manipulated quote.
How Much Do Bitcoin Prices Differ Across Exchanges? A 90-Day, 5-Venue Study
We measured Bitcoin price dispersion across Binance, Coinbase, Kraken, OKX, and Bybit over 90 days. After adjusting for USDT, the five venues agree to about 2.4 bps, and roughly 63% of the apparent cross-exchange spread is the stablecoin, not the exchange.
Real-time FX and crypto quotes: REST snapshots and WebSocket streams
How to fetch live bid, ask, mid, and last-trade prices for EUR/USD and BTC/USDT through SiftingIO REST snapshots and WebSocket streams.