
Market data API request calculator: estimate calls before choosing a plan
Estimate market data API calls from symbols, polling intervals, shared workers and backfill. Includes worked examples and a tested Python calculator.
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.

Estimate market data API calls from symbols, polling intervals, shared workers and backfill. Includes worked examples and a tested Python calculator.

Preserve market data decimals from JSON to your database with tested Python, Go and JavaScript examples, plus a precision regression test.

Build a tested DEX pair TVL watcher with a fixed baseline, three-minute confirmation, timestamp checks and explicit handling of missing data.

Replace the quantmod getSymbols loading step with an R market data API: fetch US stock OHLCV bars with httr2, paginate by cursor and build an xts object.

Pull forex, gold and stock quotes into Excel with Power Query. Keep timestamps and fallback prices visible, protect your API key, and budget refresh calls.

Tell a burst 429 (rate_limit_exceeded) from a spent monthly quota (monthly_quota_exceeded), retry safely with jitter, and cut the polling that causes it.

Calculate forex ATR in Python from OHLCV bars. Test Wilder smoothing, convert ATR to pips and percentages, and avoid seed and unfinished-candle errors.

Record BTCUSD and ETHUSD reference-price updates to Parquet with Python. Includes a tested WebSocket recorder, session reports and clear data limitations.

Build a forex correlation matrix in Python with API data. Compare EURUSD, GBPUSD and USDJPY returns without hiding missing days or reversing quote direction.