
Stale market data: how to detect and handle it in real-time trading applications
Detect stale market data in real-time trading apps: venue vs receive timestamps, per-asset freshness thresholds, WebSocket heartbeats, reconnect, monitoring.
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.

Detect stale market data in real-time trading apps: venue vs receive timestamps, per-asset freshness thresholds, WebSocket heartbeats, reconnect, monitoring.

How cursor pagination works on a market data API, with request math, a Python loop, and a gap check for multi-year pulls of 1-minute OHLCV bars.

Pull US economic calendar events (CPI, NFP, FOMC) as JSON and join each release to the one-minute OHLCV bar that was open when it hit, using the real field names.

Market data API pricing explained: per-market tiers, call quotas vs rate limits, WebSocket limits, history depth, overage, free tiers, and redistribution rights.

How to fetch the exact 1-minute OHLCV bar under each trade fill for stocks, forex, and crypto with one API, with verified page limits, intervals, and pagination.

Weekly candle open and close times for forex, crypto, and US stocks, and how to rebuild either week convention from timestamped SiftingIO bars in pandas.

How base currency and quote currency work in FX and commodity data: direction of a move, inverting bid and ask, EURUSD and XAUUSD symbols, cross rates.

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.

Cryptocurrency API guide: stream real-time crypto prices over WebSocket and pull 15+ years of historical OHLCV over REST, aggregated across venues.