
Financial ratios API: get margins, ROE, and debt to equity without parsing XBRL
Pull profit margins, ROE, and debt to equity from SEC filings with one API call, and drop down to raw XBRL concepts when a precomputed ratio isn't enough.
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.

Pull profit margins, ROE, and debt to equity from SEC filings with one API call, and drop down to raw XBRL concepts when a precomputed ratio isn't enough.

How to pull daily and intraday OHLCV stock bars from a REST API: request format, response fields, intervals, cursor pagination, history depth, and pitfalls.

How Quantitative Trading at Brown uses intraday US equities OHLCV bars from the SiftingIO API for student research on returns, volatility, and trading volume.

The cross rate formula with worked math: derive EURGBP from EURUSD and GBPUSD, carry bid and ask through the triangulation, and compute it in Python.

TA-Lib won't install? Skip the C compile and numpy version matrix: pull RSI, MACD, and moving average readings from two REST endpoints with plain requests.

SiftingIO's commodities data API: real symbols (XAUUSD, XAGUSD, WTIUSD, XCUUSD, NATGAS), OHLCV history, live REST quotes, and WebSocket streaming.

SiftingIO's technical signals API: live RSI, MACD, and moving average summaries plus per-bar signal history with cross events, over two REST endpoints.

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

1-minute OHLCV bars are the base timeframe. The exact rules for resampling minute bars into 5m, 15m, and 1h bars, with the alignment and gap traps to avoid.