RSI in Python: Wilder's Formula and Live Candle Updates
Calculate RSI in Python with Wilder's smoothing, check a worked example and update live candles without counting the same bar twice.
Tag · Market Data
Market Data
15 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
VWAP vs TWAP in Python: Formulas and Bar Estimates
Compare VWAP and TWAP with worked examples and runnable Python code. Learn what OHLCV bars can estimate, how volume changes the result and why the window matters.
Historical Volatility in Python: Rolling Windows and Annualization
Calculate rolling historical volatility in Python from closing prices. Check log returns, missing data, price adjustments and 252 versus 365 annualization.
Gold-silver ratio in Python: calculate it from API prices
Calculate the gold-silver ratio with Python and commodity price data. Match timestamps, preserve missing bars and avoid misleading ratio candles.
Forex API JSON: build a multi-pair watchlist in JavaScript
Build a forex watchlist from one SiftingIO JSON snapshot. Use Node.js to request multiple pairs, preserve missing rows and label timestamps correctly.
Normalize prices to 100 in Python: compare market data
Compare forex, gold, stocks and crypto on one chart. Rebase prices to 100 in Python with a shared baseline, tested pandas code and clear handling of gaps.
Market data monitoring with Prometheus: detect old prices and silent feeds
Monitor tick age, silent feeds and failed market-status polls with a small Python metrics adapter, Prometheus alerts and a credential-free demo.
Google Sheets market data template: a watchlist you can copy
Copy a Google Sheets market data template to track up to 20 stock, crypto, forex and commodity prices with a SiftingIO API key, plus troubleshooting.
WebSocket fan-out with Redis pub/sub: one market data connection for every service
Share one market data WebSocket across services: read max_conn and max_subs from the ack, republish ticks on Redis, snapshot for late joiners. Python code.
Parse JSON numbers as decimals in Python, Go and JavaScript
Preserve market data decimals from JSON to your database with tested Python, Go and JavaScript examples, plus a precision regression test.
How to store OHLCV data: a Postgres schema that survives gaps, corrections, and adjustments
A Postgres schema for OHLCV market data: primary key design, numeric types, honest gap handling, UPSERT for corrections, and an idempotent backfill pattern.
Golang WebSocket market data: stream real-time forex and crypto prices
Stream real-time forex and crypto prices in Go over WebSocket: authenticate, subscribe, parse tick frames, and handle pings and reconnects with working code.
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.
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.