# SiftingIO — full LLM context

Market data APIs for stocks, forex, crypto, commodities, and on-chain venues. REST + WebSocket, multi-venue aggregation, sub-100ms streams, 99.9% SLA.

Where multiple independent sources are available, SiftingIO aggregates market data across them and normalizes it into one unified JSON schema, so supported asset classes share a consistent set of fields, auth model, and integration flow over REST and WebSocket. This file is the extended, auto-updating index; the concise version lives at https://sifting.io/llms.txt.

## Key links

- Website: https://sifting.io
- Documentation: https://sifting.io/docs
- Pricing: https://sifting.io/pricing  (machine-readable: https://sifting.io/pricing.md)
- OpenAPI (REST) spec: https://sifting.io/openapi.yaml
- AsyncAPI (WebSocket) spec: https://sifting.io/asyncapi.yaml
- Postman workspace: https://www.postman.com/siftingio/siftingio-market-data-api
- Contact: hello@sifting.io

## SDKs

- Go: https://sifting.io/sdks/go
- Python: https://sifting.io/sdks/python
- JavaScript: https://sifting.io/sdks/javascript

## Integrations

- Market data MCP server: https://sifting.io/integrations/mcp
  An open-source market data MCP server that connects Claude, Cursor, or VS Code to real-time and historical prices over the Model Context Protocol. The client launches it with `npx -y siftingio-mcp` plus one JSON config block; the server runs on the user's machine and reads the key from the SIFTING_API_KEY environment variable. 36 tools span forex, crypto, stocks, commodities, SEC fundamentals (filings, XBRL financials, insider and 13F holdings), market hours, and on-chain DEX data, returning the same normalized shapes as the REST API. A free API key works: 10,000 REST calls a month, 60 requests a minute, 1 month of history. MIT-licensed, available in TypeScript and Python.
- n8n community node: https://sifting.io/integrations/n8n
  Pull live prices, historical bars, fundamentals, and filings into low-code n8n workflows, or wire SiftingIO up as a tool for an AI Agent.
- Supabase Foreign Data Wrapper: https://sifting.io/integrations/supabase
  Query live and historical market data directly from Postgres as SQL foreign tables, with no ETL pipeline to maintain.

## Pricing summary

- Crypto: Builder $99/mo · Pro $299/mo · Ultra $799/mo (USD, monthly; ~20% off annual)
- DEX & DeFi: Builder $129/mo · Pro $399/mo · Ultra $1099/mo (USD, monthly; ~20% off annual)
- Forex: Builder $99/mo · Pro $299/mo · Ultra $799/mo (USD, monthly; ~20% off annual)
- Commodities: Builder $99/mo · Pro $299/mo · Ultra $799/mo (USD, monthly; ~20% off annual)
- US Stocks: Builder $129/mo · Pro $399/mo · Ultra $1099/mo (USD, monthly; ~20% off annual)

Bundle discounts (Pro/Ultra, auto-applied): 2 markets 10% off, 3 markets 15% off, 4 markets 20% off, 5 markets 25% off.
Full machine-readable pricing: https://sifting.io/pricing.md
Pricing page: https://sifting.io/pricing

## API endpoints

### Discovery
- GET /v1/fnd/stocks/search — Ticker / company search: Substring lookup over the SEC ticker registry (~13k US issuers). Matches against ticker (prefix) and company name.
  https://sifting.io/docs/discovery/search
- GET /v1/fnd/stocks/:ticker/profile — Company profile: Name, exchange listings, SIC industry classification, fiscal year end, and entity type for a single issuer.
  https://sifting.io/docs/discovery/company

### SEC filings
- GET /v1/fnd/stocks/:ticker/filings — Recent SEC filings: Up to 1000 most recent filings across all form types for a company. Filterable by form and filing-date window.
  https://sifting.io/docs/filings/list
- GET /v1/fnd/stocks/:ticker/filings/:accession — Single filing detail: Get one SEC filing's metadata by accession number: form type, filing date, primary document URL, and the full file manifest from its EDGAR archive folder.
  https://sifting.io/docs/filings/get
- GET /v1/fnd/stocks/:ticker/events — 8-K material events: Get a company's 8-K filings for material corporate events, from earnings releases to officer changes. Optionally filter by item code (substring match).
  https://sifting.io/docs/filings/events
- GET /v1/fnd/stocks/:ticker/ownership — Schedule 13D / 13G beneficial ownership: Get beneficial-ownership filings, plus amendments, for every investor crossing the 5% threshold. Each row includes the form type, accession number, filing date, and a canonical link to the SEC document.
  https://sifting.io/docs/filings/ownership
- GET /v1/fnd/stocks/:ticker/compensation — DEF 14A proxy statements: Get DEF 14A proxy statements, including amendments and additional definitive material. Each row includes the form type, accession number, filing date, and a canonical link to the SEC document.
  https://sifting.io/docs/filings/compensation
- GET /v1/fnd/stocks/:ticker/earnings — Earnings release history: Every 8-K filed with item 2.02 ('Results of Operations and Financial Condition') for this company, the canonical timeline of when this company has reported earnings.
  https://sifting.io/docs/filings/earnings

### Filing text & analysis
- GET /v1/fnd/stocks/:ticker/filings/:accession/sections — Extract every section: Returns every standard 10-K / 10-Q item we could extract from a filing's primary HTML, as clean text. Missing keys mean we couldn't locate that section in this particular filing, extraction is best-effort, SEC HTML formatting varies.
  https://sifting.io/docs/filing-text/all-sections
- GET /v1/fnd/stocks/:ticker/filings/:accession/sections/:section — Extract one section: Same data as /sections but returns just one section. Smaller payload, drop straight into a single LLM prompt.
  https://sifting.io/docs/filing-text/section
- GET /v1/fnd/stocks/:ticker/risk-factors-diff — Risk Factors year-over-year diff: Compares the latest 10-K's Risk Factors against the prior year's. Paragraph-level diff with three buckets: added, removed, modified, the killer 'what changed in this company's risk profile' answer without analyst-hours of reading.
  https://sifting.io/docs/filing-text/risk-factors-diff

### Financials (XBRL)
- GET /v1/fnd/stocks/:ticker/financials — Full XBRL bundle: Every reported XBRL concept for a company across every period and unit. Payload is large (5+ MB for a mature filer); strictly requires Accept-Encoding: gzip.
  https://sifting.io/docs/financials/all
- GET /v1/fnd/stocks/:ticker/financials/:concept — Single concept across periods: One XBRL concept across every reported period for a company. Smaller than the full bundle but still gzip-required.
  https://sifting.io/docs/financials/concept
- GET /v1/fnd/stocks/screener/:concept/:period — Cross-sectional screener: Every filer's reported value for one concept in one period. The screener primitive, answer 'who reported the highest Revenue in Q1 2024?' in a single call.
  https://sifting.io/docs/financials/screener
- GET /v1/fnd/stocks/:ticker/ratios — Fundamental ratios: Standard fundamental ratios computed from XBRL data, across every reported period (newest-first). Pure XBRL, no stock-price-dependent ratios (P/E, P/B, EV/EBITDA) since this version doesn't carry equity prices.
  https://sifting.io/docs/financials/ratios

### Insiders & holdings
- GET /v1/fnd/stocks/:ticker/insiders — Insider transactions (Form 3 / 4 / 5): Insider ownership filings parsed into a flat row-per-transaction view. Each Form 4 produces one or more rows, buys, sales, grants, option exercises, gifts, and tax withholdings.
  https://sifting.io/docs/holdings/insiders
- GET /v1/fnd/filers/:filer/holdings — 13F-HR institutional holdings: Latest 13F-HR positions for an institutional manager. Accepts a ticker (if the manager is also a public issuer) or a CIK (for managers not in the SEC ticker map).
  https://sifting.io/docs/holdings/13f

### Economic calendar
- GET /v1/fnd/economic-calendar — Upcoming US economic events: Schedule of upcoming US economic releases, CPI, NFP, FOMC, GDP, etc., sourced from official agency calendars. Filter by date range, impact tier, agency, or specific event_id. All parameters are optional; defaults return the next 30 days of US events ordered by scheduled_at.
  https://sifting.io/docs/economic-calendar/list

### Market hours & calendars
- GET /v1/fnd/markets — List markets: The catalog of every supported market: slug, display name, type (exchange / forex / crypto), IANA timezone, region, and the constituent ISO 10383 MIC codes for equity markets.
  https://sifting.io/docs/markets/list
- GET /v1/fnd/markets/status — All-markets status snapshot: Open / closed snapshot for every market in one call. The 'is the US market open?' question for a dashboard widget: one round trip, one response, returned in catalog order.
  https://sifting.io/docs/markets/status
- GET /v1/fnd/markets/:market/status — Single market status: The same status object as the all-markets endpoint, but data is a single object instead of an array. Use this when you only care about one venue.
  https://sifting.io/docs/markets/status-one
- GET /v1/fnd/markets/:market/hours — Weekly hours: The recurring weekly schedule for a market. Times are venue-local (clients convert via the timezone field). The shape varies by market type: exchanges report regular / pre / post sessions plus any lunch breaks; forex reports the weekly open/close anchor and four UTC session windows; crypto has no schedule.
  https://sifting.io/docs/markets/hours
- GET /v1/fnd/markets/:market/calendar — Holiday calendar: Holidays and half-days for an exchange in a date range. Built for backtesting clients ('which days was the market closed in 2023?') and dashboard 'next holiday' widgets. Forex and crypto return an empty array. They don't observe holidays.
  https://sifting.io/docs/markets/calendar

### Historical OHLCV
- GET /v1/hist/stocks/:ticker/bars — US equities bars: Paginated OHLCV bars for a US-listed security, from 1-minute intraday through monthly. Each bar carries t (Unix epoch milliseconds, marking the bucket's open time, same convention as live ticks), o/h/l/c as float prices, and v as integer share volume. Coverage is regular US trading hours (09:30–16:00 ET, Mon–Fri, excluding US market holidays); half-day sessions emit fewer intraday bars; closed sessions emit none.
  https://sifting.io/docs/historical/stocks
- GET /v1/hist/forex/:pair/bars — Forex bars: Paginated OHLC bars for a forex pair, from 1-minute through monthly. Each bar carries t (Unix epoch milliseconds, UTC, marking the bucket's open time), o/h/l/c as trade prices, and v always 0. Forex trades nearly 24/7 across a rolling global calendar, so all time inputs are read as UTC, with no exchange-local quirk like /hist/stocks.
  https://sifting.io/docs/historical/forex
- GET /v1/hist/crypto/:symbol/bars — Crypto bars: Paginated OHLCV bars for a USD-quoted crypto asset, from 1-minute through monthly. Each bar carries t (Unix epoch milliseconds, UTC, marking the bucket's open time), o/h/l/c as float prices, and v as the base-asset volume (e.g. 12.345 BTC). v is a float, so fractional volumes are preserved. Note that on /hist/stocks v is whole shares and on /hist/forex v is always 0; the wire shape is shared, the semantics differ per asset class. All time inputs are UTC.
  https://sifting.io/docs/historical/crypto
- GET /v1/hist/dex/:symbol/bars — DEX bars: Paginated OHLCV bars for a USD-quoted DEX token, from 1-minute through monthly. Each bar carries t (Unix epoch milliseconds, UTC, marking the bucket's open time), o/h/l/c as realised swap prices within the bucket, and v as the base-asset volume (e.g. ETH swapped, not USD value). Buckets with zero trades are omitted entirely: the series is sparse during low-activity periods, and clients drawing charts should treat a missing minute as 'no data' rather than a zero-priced bar.
  https://sifting.io/docs/historical/dex
- GET /v1/hist/commodities/:symbol/bars — Commodities bars: Paginated OHLCV bars for a commodity, from 1-minute through monthly. Each bar carries t (Unix epoch milliseconds, UTC, marking the bucket's open time), o/h/l/c as float prices, and v as the tick-count for the bucket. Commodities quote against USD on a rolling near-24/7 calendar, so all time inputs are read as UTC.
  https://sifting.io/docs/historical/commodities

### Live market data
- GET /v1/last/trade/:venue/:symbol — Last trade: Get the latest trade data for supported stocks, FX, crypto, commodities, and DEX markets, including price, size, symbol, and timestamp.
  https://sifting.io/docs/live/trade
- GET /v1/last/quote/:venue/:symbol — Last top-of-book quote: Get the latest top-of-book quote for supported stocks, FX, crypto, commodities, and DEX markets, including best bid, best ask, sizes, symbol, and timestamp.
  https://sifting.io/docs/live/quote
- GET /v1/snapshot/:venue — Market snapshot: Get a full market snapshot across stocks, FX, crypto, commodities, and DEX, every symbol a venue publishes in a single round-trip, or scope it down to your own watchlist. Each tick carries price, sizes, best bid, best ask, symbol, and timestamp.
  https://sifting.io/docs/live/snapshot
- GET /v1/last/close/:venue/:symbol — Previous daily close: Get the close price for the most recent completed trading day across stocks, crypto, FX, and commodities, including the close, the UTC day it belongs to, symbol, and timestamp.
  https://sifting.io/docs/live/previous-close
- GET /v1/last/tvl/:chain/:pair — Aggregated TVL · per chain, per pair: Total value locked for a specific token pair on a specific chain. Sums across every pool MarketEngine tracks for that pair on that chain (concentrated-liquidity AMMs across fee tiers, stable-pair AMMs, etc.).
  https://sifting.io/docs/live/tvl

### Technical signals
- GET /v1/last/signals/:venue/:symbol — Live signal: Get the current technical-analysis signal for a stock, FX pair, crypto asset, or commodity: a decision-ready summary (strong_sell to strong_buy) with a score from -1 to +1, plus the oscillator and moving-average indicators that produced it, each with its value and vote. Indicators still in warmup are omitted rather than reported as neutral, so the vote counts always sum to the rows actually returned.
  https://sifting.io/docs/signals/live
- GET /v1/hist/:venue/:symbol/signals — Signal history: Get the technical-analysis signal as a time series, one point per bar: summary, score, close, and any discrete events (golden_cross, death_cross, macd_cross_up, macd_cross_down) that fired on that bar. Same computation as the live signal, so a historical point is identical to the one that fired live: backtest what you saw. t is the bar-open time in Unix epoch milliseconds, the same as the bars routes.
  https://sifting.io/docs/signals/history

### Currency converter
- GET /v1/convert/:from/:to — FX / Crypto Converter: Convert any amount between supported forex and crypto symbols at the current market rate. Returns the converted amount, the rate applied, and the timestamp of the underlying market price so clients can see how fresh the conversion is.
  https://sifting.io/docs/convert/rate

### DEX wallets
- GET /v1/fnd/dex/wallet/:chain/:address — Wallet portfolio: Native-coin and ERC-20 token holdings for one wallet on one EVM chain. The native row only appears when the wallet has a non-zero native balance.
  https://sifting.io/docs/wallets/portfolio

## Blog

- Cursor pagination for market data APIs: pull years of 1-minute OHLCV bars without gaps [Developer Tutorials] (2026-09-07)
  https://sifting.io/blog/cursor-pagination-market-data-api-years-of-1-minute-ohlcv-bars
  How cursor-based pagination works in a market data REST API, with a Python loop that pulls years of 1-minute stock bars and handles gzip, rate limits, and gaps.
- Economic calendar API: pull macro events as JSON and join each release to its price bar [Economic Calendar] (2026-09-07)
  https://sifting.io/blog/economic-calendar-api-macro-events-json-join-release-to-price-bar
  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.
- How market data API pricing works: a buyer's guide for developers [Developer Tutorials] (2026-09-06)
  https://sifting.io/blog/how-market-data-api-pricing-works-buyers-guide-for-developers
  Market data API pricing explained: per-market tiers, call quotas vs rate limits, WebSocket limits, history depth, overage, free tiers, and redistribution rights.
- Plotting trades on a price chart: get the exact 1-minute bar at the fill time [Dashboards & Frontend] (2026-09-05)
  https://sifting.io/blog/plotting-trades-on-a-price-chart-exact-1-minute-bar-at-fill-time
  Trade journals and portfolio trackers need the 1-minute bar at each fill time. Why free feeds fail on backfill, and how to fetch one bar shape across asset classes.
- When does the weekly candle open and close? Weekly bar boundaries by asset class [Quant Research & Backtesting] (2026-09-04)
  https://sifting.io/blog/when-does-the-weekly-candle-open-and-close-weekly-bar-boundaries
  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.
- Base currency and quote currency in FX and commodity data: inverse rates, bid and ask, symbols [Forex & Crypto] (2026-09-02)
  https://sifting.io/blog/base-currency-and-quote-currency-fx-data-inverse-rates-bid-ask
  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.
- Building a Multi-Asset Market Data Stack: What Enterprise Teams Actually Need [Developer Tutorials] (2026-09-01)
  https://sifting.io/blog/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.
- Cryptocurrency API: real-time and historical crypto data aggregated across venues [Forex & Crypto] (2026-08-31)
  https://sifting.io/blog/cryptocurrency-api-real-time-historical-crypto-data-aggregated
  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 [Developer Tutorials] (2026-08-30)
  https://sifting.io/blog/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 [Developer Tutorials] (2026-08-30)
  https://sifting.io/blog/enterprise-market-data-customers-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 [SEC Filings & Fundamentals] (2026-08-29)
  https://sifting.io/blog/insider-trading-data-api-form-4-transactions-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 [Quant Research & Backtesting] (2026-08-26)
  https://sifting.io/blog/how-accurate-is-real-time-market-data-live-spread-snapshot
  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 [Forex & Crypto] (2026-08-25)
  https://sifting.io/blog/multi-currency-portfolio-valuation-convert-to-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 [Developer Tutorials] (2026-08-25)
  https://sifting.io/blog/how-to-store-ohlcv-data-postgres-schema-gaps-corrections
  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 [Forex & Crypto] (2026-08-23)
  https://sifting.io/blog/forex-session-overlaps-spreads-volume-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.
- Financial ratios API: get margins, ROE, and debt to equity without parsing XBRL [SEC Filings & Fundamentals] (2026-08-22)
  https://sifting.io/blog/financial-ratios-api-margins-roe-debt-to-equity-without-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.
- How to get historical stock price data from a REST API (daily and intraday OHLCV) [US Equities] (2026-08-21)
  https://sifting.io/blog/how-to-get-historical-stock-price-data-rest-api
  How to pull daily and intraday OHLCV stock bars from a REST API: request format, response fields, intervals, cursor pagination, history depth, and pitfalls.
- Intraday stock data for student research: how Quantitative Trading at Brown uses the SiftingIO API [Quant Research & Backtesting] (2026-08-20)
  https://sifting.io/blog/intraday-stock-data-student-research-quantitative-trading-at-brown
  How Quantitative Trading at Brown uses intraday US equities OHLCV bars from the SiftingIO API for student research on returns, volatility, and trading volume.
- How to calculate a currency cross rate: EURGBP from EURUSD and GBPUSD [Forex & Crypto] (2026-08-18)
  https://sifting.io/blog/how-to-calculate-a-currency-cross-rate-eurgbp-triangulation
  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 installation error? Get RSI and MACD readings from an API instead [Developer Tutorials] (2026-08-17)
  https://sifting.io/blog/ta-lib-installation-error-rsi-macd-readings-api
  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.
- Commodities data API: coverage, fields, and symbol names for gold, silver, oil, and metals [Commodities] (2026-08-14)
  https://sifting.io/blog/commodities-data-api-coverage-symbols-gold-silver-oil
  SiftingIO's commodities data API: real symbols (XAUUSD, XAGUSD, WTIUSD, COPPERUSD, NATGAS), OHLCV history, live REST quotes, and WebSocket streaming.
- Technical signals API: pull RSI, MACD, and moving average summaries in one REST call [Developer Tutorials] (2026-08-13)
  https://sifting.io/blog/technical-signals-api-rsi-macd-moving-average-summaries
  SiftingIO's technical signals API: live RSI, MACD, and moving average summaries plus per-bar signal history with cross events, over two REST endpoints.
- CPI consensus vs actual: why an in-line inflation print barely moves markets [Economic Calendar] (2026-08-13)
  https://sifting.io/blog/cpi-consensus-vs-actual-why-an-in-line-print-barely-moves-markets
  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 data: how to resample minute bars into 5m, 15m, and 1h [Quant Research & Backtesting] (2026-08-12)
  https://sifting.io/blog/1-minute-ohlcv-data-resample-minute-bars-into-5m-15m-1h
  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.
- SEC filings API: get a company's filings by CIK with accession numbers and dates [SEC Filings & Fundamentals] (2026-08-10)
  https://sifting.io/blog/sec-filings-api-get-company-filings-by-cik
  Get a company's SEC filings by CIK via API: 10-K, 10-Q, and 8-K lists with accession numbers, filing dates, and form types. No EDGAR scraper to maintain.
- Token vesting fair market value: what is a token worth the minute it vests? [Forex & Crypto] (2026-08-05)
  https://sifting.io/blog/token-vesting-fair-market-value-at-the-minute-it-vests
  Under IRC section 83, vested tokens are income at fair market value. Why one venue's last trade is weak, and how a cross-venue weighted median holds up.
- What is a pip in forex? Pip size, fractional pips, and pip value math for EURUSD and USDTRY [Forex & Crypto] (2026-08-02)
  https://sifting.io/blog/what-is-a-pip-in-forex-pip-size-value-eurusd-usdtry
  What a pip is in forex: pip size for four-decimal and JPY pairs, fractional pips, and step-by-step pip value math for EURUSD and USDTRY from live quotes.
- Base currency vs quote currency: how to read a forex pair like EURUSD [Forex & Crypto] (2026-08-02)
  https://sifting.io/blog/base-currency-vs-quote-currency-how-to-read-a-forex-pair
  What base and quote currency mean, why it's EURUSD and never USDEUR, direct vs indirect quoting, and how to read any FX price. With live API examples.
- What timezone is market data in? UTC timestamps, DST pitfalls, and session times explained [Developer Tutorials] (2026-08-02)
  https://sifting.io/blog/what-timezone-is-market-data-in-utc-timestamps-dst-sessions
  Market data timestamps are UTC: epoch ms ticks, RFC 3339 bars, date-only filings. How to handle DST, weekend boundaries, and convert correctly in Python and JS.
- When does a daily candle open and close? Daily bar boundaries in stocks, forex, and crypto [Quant Research & Backtesting] (2026-08-02)
  https://sifting.io/blog/when-does-a-daily-candle-open-and-close-daily-bar-boundaries
  When a daily candle opens and closes in US stocks, forex, and crypto, why weekend gaps exist, and why two providers' daily bars can legitimately differ.
- Natural gas price API: what NATGAS measures, MMBtu explained, and a unit conversion table (2026-08-02)
  https://sifting.io/blog/natural-gas-price-api-natgasusd-mmbtu-unit-conversion
  Natural gas price API guide: what NATGAS measures, how MMBtu converts to therms, kWh, and GJ, plus code for historical bars and live spot prices.
- What is a lot in forex? Standard, mini, and micro lot sizes with position value math [Forex & Crypto] (2026-08-02)
  https://sifting.io/blog/what-is-a-lot-in-forex-standard-mini-micro-lot-size-position-value
  What a lot means in forex: standard, mini, micro, and nano lot sizes in one table, plus position value and pip value math computed from a live EURUSD quote.
- Pre-market, regular hours, and after-hours: what US stock data exists in each session [US Equities] (2026-08-02)
  https://sifting.io/blog/premarket-regular-after-hours-us-stock-data-sessions
  Pre-market, regular hours, and after-hours US stock sessions with times in ET and UTC, what data exists in each, and how an app should handle the boundaries.
- XAUUSD explained: gold price per gram, karat, and local currency math with a market data API [Commodities] (2026-08-01)
  https://sifting.io/blog/xauusd-gold-price-per-gram-karat-local-currency-math
  What XAUUSD means, the exact troy ounce to gram conversion, 24k/22k/18k karat math, and lira pricing via USDTRY, computed from real SiftingIO market data.
- Crude oil prices API: Brent (UKOUSD) and WTI (WTIUSD), historical bars and live quotes [Commodities] (2026-08-01)
  https://sifting.io/blog/crude-oil-prices-api-brent-ukousd-wti-wtiusd-historical-live
  Pull Brent (UKOUSD) and WTI (WTIUSD) crude oil prices from one API: historical OHLCV bars with cursor pagination, REST snapshots, and WebSocket streaming.
- Stock portfolio tracker API: compute unrealized P&L from bars and live quotes [US Equities] (2026-07-30)
  https://sifting.io/blog/stock-portfolio-tracker-api-compute-pnl
  Build a stock portfolio tracker with a US stocks API: positions as data, daily-bar backfill, unrealized P&L from live quotes, and a WebSocket upgrade path.
- Streaming gold, silver, and oil prices: a WebSocket commodities price API [Commodities] (2026-07-30)
  https://sifting.io/blog/streaming-gold-silver-oil-prices-websocket-commodities-api
  Stream live gold, silver, and oil prices over one WebSocket connection instead of polling REST. Subscribe protocol, tick format, and a reconnect-safe client.
- Commodities market data API: backfill historical bars, then stream live prices [Commodities] (2026-07-29)
  https://sifting.io/blog/commodities-market-data-api-backfill-history-stream-live-prices
  Pull historical OHLCV bars for gold, crude, and other commodities over REST, stream live prices over WebSocket, and handle the seam where they meet.
- CIK, CUSIP, ISIN, SEDOL, and FIGI: mapping a US stock ticker to its identifiers [SEC Filings & Fundamentals] (2026-07-28)
  https://sifting.io/blog/map-a-stock-ticker-to-cik-cusip-isin-sedol-figi
  Map a stock ticker to its CIK, CUSIP, ISIN, SEDOL, and FIGI: who issues each, which are free, and how to resolve AAPL to its CIK with one API call.
- Market data MCP server: one connector for stocks, forex, crypto, DEX, commodities, and fundamentals [Developer Tutorials] (2026-07-27)
  https://sifting.io/blog/market-data-mcp-server-one-connector-six-asset-classes
  SiftingIO's MCP server gives an AI assistant forex, stock, crypto, commodity, DEX, and fundamentals data through one connector and a single API key.
- Share one API subscription with your whole team: SiftingIO's new Team feature [Developer Tutorials] (2026-07-26)
  https://sifting.io/blog/share-one-api-subscription-with-your-team
  SiftingIO's Team feature lets one subscription cover a whole team: seats by tier (3 Builder, 10 Pro, 25 Ultra), email invites, and one usage view.
- Market hours widget: embed a live open or closed badge with one iframe tag [Dashboards & Frontend] (2026-07-25)
  https://sifting.io/blog/market-hours-widget-embed-live-open-closed-badge-iframe
  Embed a free market hours widget with one iframe tag: live open and closed status for 23 equity markets plus forex and crypto sessions. No account needed.
- Market hours API: check whether a market is open before your code polls it [Economic Calendar] (2026-07-25)
  https://sifting.io/blog/market-hours-api-check-market-open-holidays-half-days
  Use a market hours API to check open status, holiday calendars, and half days across 23 markets so your polling code stops serving stale prices.
- Golang WebSocket market data: stream real-time forex and crypto prices [Developer Tutorials] (2026-07-24)
  https://sifting.io/blog/golang-websocket-market-data-stream-forex-crypto-prices
  Stream real-time forex and crypto prices in Go over WebSocket: authenticate, subscribe, parse tick frames, and handle pings and reconnects with working code.
- How to give an AI agent market data: MCP server, REST tools, and WebSocket streaming [Developer Tutorials] (2026-07-23)
  https://sifting.io/blog/how-to-give-an-ai-agent-market-data-mcp-rest-websocket
  How to give an AI agent live and historical market data: an MCP server for Claude and Cursor, REST tool definitions, and WebSocket streaming for monitors.
- Why two backtests of the same strategy disagree: the historical price data faults to check first [Quant Research & Backtesting] (2026-07-21)
  https://sifting.io/blog/why-two-backtests-disagree-historical-price-data-faults
  Five ways historical price data silently corrupts a backtest: adjustment method, venue-dependent highs and lows, gap policy, session cuts, and restated bars.
- What price should a trading game settle on? Settlement rules for simulators and contests [Developer Tutorials] (2026-07-19)
  https://sifting.io/blog/what-price-should-a-trading-game-settle-on
  How trading simulators and paper-trading apps should pick a settlement price: venue disagreement, stale quotes, adjusted history, and a rule players can read.
- The market data behind an investor relations page [Dashboards & Frontend] (2026-07-18)
  https://sifting.io/blog/market-data-behind-an-investor-relations-page
  What an investor relations page needs from a market data API: delayed quotes, five-year OHLCV charts, self-updating XBRL financials, and a build checklist.
- DEX swap cost basis: why the daily index price is not the price you got [DEX & DeFi] (2026-07-16)
  https://sifting.io/blog/dex-swap-cost-basis-daily-index-price-vs-actual-fill
  Crypto tax software prices DEX swaps with daily index averages that exclude DEX data. What Form 1099-DA changes for 2026, and why the swap record is stronger.
- Forex OHLCV data: how FX candles are built [Forex & Crypto] (2026-07-16)
  https://sifting.io/blog/forex-ohlcv-data-how-fx-candles-are-built
  Forex OHLCV data explained: how FX candles are built from aggregated quotes, why daily bars depend on the day boundary you pick, and how to pull them by API.
- Live bid and ask price API: build a correct EURUSD and BTCUSD quote client [Forex & Crypto] (2026-07-15)
  https://sifting.io/blog/live-bid-ask-price-api-correct-eurusd-btcusd-quote-client
  How to read live bid and ask prices for EURUSD and BTCUSD over REST and WebSocket: string-typed fields, epoch milliseconds, ping keepalive, and rate limits.
- Adjusted vs unadjusted stock prices: why your backtest returns are wrong [Quant Research & Backtesting] (2026-07-11)
  https://sifting.io/blog/adjusted-vs-unadjusted-stock-prices-backtest-returns
  Why backtest returns break when adjusted and unadjusted OHLCV bars get mixed, with the split and dividend factor math to fix them deterministically.
- Insider trading data API: pull SEC Form 4 transactions for a stock watchlist [SEC Filings & Fundamentals] (2026-07-11)
  https://sifting.io/blog/insider-trading-data-api-sec-form-4-watchlist
  Pull SEC Form 4 insider transactions for a stock watchlist with Python: decode transaction codes, paginate the API, and build a screening table with pandas.
- Aligning economic calendar events with your backtest's bar timeline [Economic Calendar] (2026-07-11)
  https://sifting.io/blog/aligning-economic-calendar-events-with-backtest-bars-2
  How to pull scheduled US economic events from one endpoint and align them with OHLCV bars so a backtest knows when CPI, NFP, and FOMC actually hit.
- US stock market data API: build a live price chart with historical bars and real-time ticks [Dashboards & Frontend] (2026-07-07)
  https://sifting.io/blog/building-a-symbol-price-page-live-quotes-and-charts
  Build a live US stock price and chart page: backfill adjusted OHLCV history over REST, stream real-time ticks over WebSocket, and handle market sessions.
- yfinance rate limited: migrating Python price pulls to a keyed market data API [Developer Tutorials] (2026-07-07)
  https://sifting.io/blog/yfinance-rate-limited-migrating-python-price-pulls-keyed-api
  yfinance rate limited or throwing Too Many Requests? A call-for-call map to move daily history, intraday bars, and latest-price pulls to a keyed API in Python.
- MiCA crypto trade reporting: one trade format for 27 countries is a normalization problem [Forex & Crypto] (2026-07-07)
  https://sifting.io/blog/mica-crypto-trade-reporting-normalization-problem
  MiCA crypto trade reporting mandates one uniform trade format across the EU's 27 countries. Why it's a cross-venue data-normalization problem, not paperwork.
- Economic calendar webhook alerts: get CPI and jobs report releases pushed to your app [Economic Calendar] (2026-07-06)
  https://sifting.io/blog/economic-calendar-webhook-alerts-cpi-jobs-report
  Get CPI and jobs report releases pushed to any webhook: a Node.js poller on SiftingIO's economic calendar API, with plan limit math and common pitfalls.
- Weighted median price aggregation: why averaging venue prices fails [Quant Research & Backtesting] (2026-07-06)
  https://sifting.io/blog/weighted-median-price-aggregation-why-averaging-fails
  Why the same asset shows different prices on different venues, how naive averages get poisoned by bad feeds, and how a weighted median keeps the price honest.
- Economic calendar API: handling revisions, timezones, and the bar each release moved [Economic Calendar] (2026-07-06)
  https://sifting.io/blog/economic-calendar-api-revisions-timezones-and-the-bar-it-moved
  Ingest CPI and NFP releases from an economic calendar API: handle first prints vs revisions, normalize times to UTC, and tag the bar each event moved.
- Bid ask spread: how to read a quote and flag a wide or stale one in code [Developer Tutorials] (2026-07-06)
  https://sifting.io/blog/bid-ask-spread-read-a-quote-flag-wide-or-stale
  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.
- Do Bitcoin Spreads Widen on Holidays? A July 4 Liquidity Study [Forex & Crypto] (2026-07-05)
  https://sifting.io/blog/do-bitcoin-spreads-widen-on-holidays-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 [Developer Tutorials] (2026-07-04)
  https://sifting.io/blog/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 [Forex & Crypto] (2026-07-01)
  https://sifting.io/blog/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 [Forex & Crypto] (2026-06-26)
  https://sifting.io/blog/currency-conversion-api-vs-forex-market-data-api
  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 [Forex & Crypto] (2026-06-25)
  https://sifting.io/blog/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 [Developer Tutorials] (2026-06-23)
  https://sifting.io/blog/building-financial-ai-agents-with-real-time-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 [Developer Tutorials] (2026-06-20)
  https://sifting.io/blog/what-is-ohlcv-data-and-why-it-matters-in-market-data-apis
  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 [DEX & DeFi] (2026-06-15)
  https://sifting.io/blog/read-any-wallets-token-portfolio-across-chains-no-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.
- Detecting a stale or manipulated quote with a cross-venue consensus price [Forex & Crypto] (2026-06-13)
  https://sifting.io/blog/detecting-a-stale-or-manipulated-quote-with-consensus-price
  How to use a robust cross-venue fair price as a validation layer to flag when one venue is printing a stale, thin, or manipulated quote.
- How Much Do Bitcoin Prices Differ Across Exchanges? A 90-Day, 5-Venue Study [Research] (2026-06-11)
  https://sifting.io/blog/bitcoin-price-dispersion-across-exchanges
  We measured Bitcoin price dispersion across Binance, Coinbase, Kraken, OKX, and Bybit over 90 days. After adjusting for USDT, the five venues agree to about 2.4 bps, and roughly 63% of the apparent cross-exchange spread is the stablecoin, not the exchange.
- Streaming on-chain DEX swaps over WebSocket without reconnect bugs [DEX & DeFi] (2026-06-10)
  https://sifting.io/blog/streaming-on-chain-dex-swaps-over-websocket-without-reconnect-bugs
  Build a resilient WebSocket subscriber for the SiftingIO dex product: chain:PAIR symbols, the auth handshake, last-cached-then-live emits, and a 60s ping.
- How to Get Real-Time Forex Prices in Python [Developer Tutorials] (2026-06-07)
  https://sifting.io/blog/real-time-forex-prices-in-python
  Get real-time forex prices in Python: a requests call for a snapshot, a websockets feed for live updates, the official siftingio SDK with sync and async clients, and buffering ticks into a pandas DataFrame.
- How to Get Gold and Oil Spot Prices via API [Commodities] (2026-06-06)
  https://sifting.io/blog/get-gold-and-oil-spot-prices-via-api
  Gold and oil spot prices from one API call. How SiftingIO symbols commodities (XAUUSD, WTIUSD), how to read a last trade or quote, and how the published price is aggregated across venues.
- How to Get the Latest Price and Volume From a DEX Without the On-Chain Math [DEX & DeFi] (2026-06-05)
  https://sifting.io/blog/get-latest-price-and-volume-from-a-dex
  A DEX has no last-price field. Getting a usable price and volume means pool math, decimals, token ordering, and swap-log parsing behind an RPC node. Here is what that takes and the one-call alternative.
- REST vs WebSocket for Real-Time Market Data: When to Use Each [Developer Tutorials] (2026-06-01)
  https://sifting.io/blog/rest-vs-websocket-for-real-time-market-data
  REST or WebSocket for live market data? A plain guide to how each works, when to pull on demand versus stream, why fast polling scales badly, and how to use both together.
- Tracking institutional position changes across 13F filings [SEC Filings & Fundamentals] (2026-06-01)
  https://sifting.io/blog/tracking-institutional-position-changes-across-13f-filings
  How to diff 13F-HR holdings between reporting cycles using SiftingIO, find new positions, exits, and meaningful size changes.
- What are the 7 C commodities? [Commodities] (2026-05-27)
  https://sifting.io/blog/what-are-the-7-c-commodities
  The 7 C commodities are coffee, corn, cotton, copper, crude oil, cocoa, and cattle. A plain guide to what the seven mean, why they are grouped, and how to track their prices.
- How to get real-time forex prices from SiftingIO [Forex & Crypto] (2026-05-26)
  https://sifting.io/blog/how-to-get-real-time-forex-prices-from-siftingio
  A plain guide to getting live forex prices from SiftingIO: a single request for the current rate, or a live feed that updates on its own as the market moves.
- Aligning economic calendar events with your backtest's bar timeline [Economic Calendar] (2026-05-24)
  https://sifting.io/blog/aligning-economic-calendar-events-with-backtest-bars
  How to pull scheduled US economic events from one endpoint and align them with OHLCV bars so a backtest knows when CPI, NFP, and FOMC actually hit.
- Joining OHLCV bars and XBRL fundamentals for a US stock ticker [US Equities] (2026-05-19)
  https://sifting.io/blog/joining-ohlcv-bars-and-xbrl-fundamentals-for-a-stock-ticker
  How to pull historical OHLCV bars and XBRL fundamentals for one stock ticker from SiftingIO, and avoid the split and fiscal-year pitfalls.
- Real-time FX and crypto quotes: REST snapshots and WebSocket streams [Forex & Crypto] (2026-05-11)
  https://sifting.io/blog/real-time-fx-and-crypto-quotes-snapshots-and-streams
  How to read real-time FX and crypto quotes from SiftingIO: REST bid/ask snapshots for EURUSD and BTCUSD, WebSocket tick streams, and the pitfalls in between.