
Why financial platforms need a clear market data methodology
A market data methodology explains where a price comes from and how it is validated. Here is why that documentation matters and how to read it in an API.
Engineering deep-dives, market analysis, and product updates from the SiftingIO team. How we build real-time market data infrastructure across crypto, FX, and equities.

A market data methodology explains where a price comes from and how it is validated. Here is why that documentation matters and how to read it in an API.

Pull live FX quotes and historical OHLCV bars over REST, and stream live forex ticks over WebSocket. A practical Forex API guide for developers.

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.

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.

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.

Use one SiftingIO endpoint to pull native and ERC-20 balances on Ethereum, Base, and Arbitrum, then value them with consensus snapshots instead of manual on-chain math.

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.

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.