
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.
19 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.

July 2026 CPI matched consensus exactly and markets barely moved. Why consensus, actual, revisions, and exact timestamps are the calendar fields that matter.

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 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.

Stream live gold, silver, and oil prices over one WebSocket connection instead of polling REST. Subscribe protocol, tick format, and a reconnect-safe client.

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

SiftingIO's MCP server gives an AI assistant forex, stock, crypto, commodity, DEX, and fundamentals data through one connector and a single API key.

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 live and historical market data: an MCP server for Claude and Cursor, REST tool definitions, and WebSocket streaming for monitors.

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

How trading simulators and paper-trading apps should pick a settlement price: venue disagreement, stale quotes, adjusted history, and a rule players can read.

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 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.

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.

A developer's guide to the Forex API: pull real-time FX quotes and historical OHLC bars for pairs like EURUSD over one REST and WebSocket interface.

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 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.

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.

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 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.