Building a Multi-Asset Market Data Stack: What Enterprise Teams Actually Need
What enterprise teams need from a multi-asset market data API: normalized schemas, real-time plus historical, filings, on-chain data, FIX and SDK delivery.
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
Cryptocurrency API: real-time and historical crypto data aggregated across venues
Cryptocurrency API guide: stream real-time crypto prices over WebSocket and pull 15+ years of historical OHLCV over REST, aggregated across venues.
How to Evaluate a Market Data API Before Going to Production
A vendor-neutral checklist for evaluating a market data API: price accuracy, latency percentiles, WebSocket stability, gaps, rate limits, and licensing.
Supporting enterprise market data customers in China: evaluation to production
How an institution in China evaluates and onboards an international market data vendor: free-tier testing, FIX API, licensing in writing, USD invoicing, SLAs.
Insider trading data API: pull Form 4 buys, sells, and grants for US stocks
Pull Form 4 insider transactions for US stocks from a REST API, decode transaction codes P, S, M, and F, and separate open-market buys from routine noise.
How accurate is real-time market data? A live spread snapshot across crypto, FX, and gold
Consolidated bid/ask spreads measured live on BTCUSD, EURUSD, XAUUSD and more: why one price is really a band, and how to reproduce the numbers yourself.
Multi-currency portfolio valuation: convert every position to one base currency
Convert a multi-currency portfolio to one base currency: mid vs bid, timestamp alignment, triangulated crosses, and weekend FX gaps, with worked numbers.
How to store OHLCV data: a Postgres schema that survives gaps, corrections, and adjustments
A Postgres schema for OHLCV market data: primary key design, numeric types, honest gap handling, UPSERT for corrections, and an idempotent backfill pattern.
Forex session overlaps: what happens to spreads, volume, and volatility
The four forex sessions in UTC, their overlaps, why London to New York carries the most volume, and how spreads behave at rollover and in the quiet hours.