
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 rate limits 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.

A vendor-neutral checklist for evaluating a market data API: price accuracy, latency percentiles, WebSocket stability, gaps, rate limits, and licensing.

Use a market hours API to check open status, holiday calendars, and half days across 23 markets so your polling code stops serving stale prices.

How to pull scheduled US economic events from one endpoint and align them with OHLCV bars so a backtest knows when CPI, NFP, and FOMC actually hit.

Get CPI and jobs report releases pushed to any webhook: a Node.js poller on SiftingIO's economic calendar API, with plan limit math and common pitfalls.

How to pull scheduled US economic events from one endpoint and align them with OHLCV bars so a backtest knows when CPI, NFP, and FOMC actually hit.

How to read real-time FX and crypto quotes from SiftingIO: REST bid/ask snapshots for EURUSD and BTCUSD, WebSocket tick streams, and the pitfalls in between.