Bid ask spread: how to read a quote and flag a wide or stale one in code
How to read bid and ask from a quote snapshot, compute the bid ask spread in basis points, and flag wide or stale quotes in Python before users see them.
The SiftingIO Blog
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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.
Latest posts
Do Bitcoin Spreads Widen on Holidays? A July 4 Liquidity Study
How to measure bitcoin bid-ask spreads and cross-venue liquidity over the July 4 holiday weekend, and what spread widening means for execution and alerts.
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.
Forex Market Data API: A Practical Guide for Developers
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.
Currency Conversion API vs Forex Market Data API: Which One You Need
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.
Market data over FIX 4.4 for high-performance trading systems
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.
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.
Read any wallet's token portfolio across chains without RPC calls
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.