Market data API rate limits: handle HTTP 429 without a retry storm
Tell a burst 429 (rate_limit_exceeded) from a spent monthly quota (monthly_quota_exceeded), retry safely with jitter, and cut the polling that causes it.
Tag · market data api
market data api
27 posts on market data api 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 api
How to use a market data API in a web app without exposing your API key
Keep your market data API key out of browser code. Build a server-side quote route with allowed symbols, access checks and safe error handling.
Market data in Google Sheets: update forex, gold and crypto prices with Apps Script
A copyable Apps Script recipe that pulls EURUSD, XAUUSD and BTCUSD into Google Sheets, with value time, fetch time and a per-row status. Manual run, then a trigger.
Economic calendar API: pull scheduled CPI, jobs report, and rate decision events as structured data
How to use an economic calendar API to fetch scheduled US macro releases as JSON: UTC times, impact tiers, filtering by event, gating code and windowing a year of events.
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.
Building a Multi-Asset Market Data Stack: What Enterprise Teams Actually Need
What enterprise teams need from a multi-asset market data API: normalized schemas, real-time plus historical, filings, on-chain data, FIX and SDK delivery.
How to Evaluate a Market Data API Before Going to Production
A vendor-neutral checklist for evaluating a market data API: price accuracy, latency percentiles, WebSocket stability, gaps, rate limits, and licensing.
TA-Lib installation error? Get RSI and MACD readings from an API instead
TA-Lib won't install? Skip the C compile and numpy version matrix: pull RSI, MACD, and moving average readings from two REST endpoints with plain requests.
CPI consensus vs actual: why an in-line inflation print barely moves markets
July 2026 CPI matched consensus exactly and markets barely moved. Why consensus, actual, revisions, and exact timestamps are the calendar fields that matter.
Base currency vs quote currency: how to read a forex pair like EURUSD
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 does a daily candle open and close? Daily bar boundaries in stocks, forex, and crypto
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.
Streaming gold, silver, and oil prices: a WebSocket commodities price API
Stream live gold, silver, and oil prices over one WebSocket connection instead of polling REST. Subscribe protocol, tick format, and a reconnect-safe client.
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.
Market data MCP server: one connector for stocks, forex, crypto, DEX, commodities, and fundamentals
SiftingIO's MCP server gives an AI assistant forex, stock, crypto, commodity, DEX, and fundamentals data through one connector and a single API key.
Share one API subscription with your whole team: SiftingIO's new Team feature
SiftingIO's Team feature lets one subscription cover a whole team: seats by tier (3 Builder, 10 Pro, 25 Ultra), email invites, and one usage view.
How to give an AI agent market data: MCP server, REST tools, and WebSocket streaming
How to give an AI agent live and historical market data: an MCP server for Claude and Cursor, REST tool definitions, and WebSocket streaming for monitors.
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.
What price should a trading game settle on? Settlement rules for simulators and contests
How trading simulators and paper-trading apps should pick a settlement price: venue disagreement, stale quotes, adjusted history, and a rule players can read.
Live bid and ask price API: build a correct EURUSD and BTCUSD quote client
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.
yfinance rate limited: migrating Python price pulls to a keyed market data API
yfinance rate limited or throwing Too Many Requests? A call-for-call map to move daily history, intraday bars, and latest-price pulls to a keyed API in Python.
Weighted median price aggregation: why averaging venue prices fails
Why the same asset shows different prices on different venues, how naive averages get poisoned by bad feeds, and how a weighted median keeps the price honest.
Forex Market Data API: A Practical Guide for Developers
Pull live FX quotes and historical OHLCV bars over REST, and stream live forex ticks over WebSocket. A practical Forex API guide for developers.
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.
What is OHLCV data? Bars, candles, and how providers build them
What OHLCV data is, how bars are built from ticks, why two providers disagree on the same candle, adjusted vs unadjusted bars, and how to pull bars via API.
How to Get Real-Time Forex Prices in Python
Get real-time forex prices in Python: a requests call for a snapshot, a websockets feed for live updates, the official siftingio SDK with sync and async clients, and buffering ticks into a pandas DataFrame.
How to Get Gold and Oil Spot Prices via API
Gold and oil spot prices from one API call. How SiftingIO symbols commodities (XAUUSD, WTIUSD), how to read a last trade or quote, and how the published price is aggregated across venues.
REST vs WebSocket for Real-Time Market Data: When to Use Each
REST or WebSocket for live market data? A plain guide to how each works, when to pull on demand versus stream, why fast polling scales badly, and how to use both together.