Algorithmic trading and quant strategies
Run a multi-asset strategy that backtests on tick data and executes against the same canonical feed in production.
The problem
Strategy research and live trading typically live on different data clients. Strategies that look profitable in backtest fail in live trading because of subtle differences in venue selection, aggregation, and timestamp semantics.
The SiftingIO approach
SiftingIO provides one canonical mid/bid/ask across multiple venues with consistent timestamps. The same WebSocket stream powers research backtests (replayed from history) and live execution, so the function under test is identical end-to-end.
Sample stack
- Crypto Pro · tick + OHLCV history for research
- Forex Pro · institutional LP feed for cross-asset signals
- WebSocket trades + quotes channels for live
- Audit logs for compliance / strategy attribution
Outcomes
- Backtest-to-live parity on price source
- Multi-venue resilience to single-exchange outages
- One credential across research and execution