Stock portfolio tracker API: compute unrealized P&L from bars and live quotes
Build a stock portfolio tracker with a US stocks API: positions as data, daily-bar backfill, unrealized P&L from live quotes, and a WebSocket upgrade path.
14 posts on websocket from the SiftingIO market data blog, spanning real-time and historical coverage across stocks, forex, crypto, commodities, and on-chain venues.
Build a stock portfolio tracker with a US stocks API: positions as data, daily-bar backfill, unrealized P&L from live quotes, and a WebSocket upgrade path.

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

Stream real-time forex and crypto prices in Go over WebSocket: authenticate, subscribe, parse tick frames, and handle pings and reconnects with working code.

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.

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.

Build a live US stock price and chart page: backfill adjusted OHLCV history over REST, stream real-time ticks over WebSocket, and handle market sessions.

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.

A currency conversion API returns one mid rate per minute. A forex market data API gives tick bid/ask and OHLCV bars. Here is how to pick before you build.

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.

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.

Build a resilient WebSocket subscriber for the SiftingIO dex product: chain:PAIR symbols, the auth handshake, last-cached-then-live emits, and a 60s ping.

A DEX has no last-price field. Getting a usable price and volume means pool math, decimals, token ordering, and swap-log parsing behind an RPC node. Here is what that takes and the one-call alternative.

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.

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.