Analytics and research platforms are in the business of putting many markets next to each other and making them comparable. The unglamorous reality is that most of the engineering effort goes into ingestion: normalizing each source into one shape, and keeping it working as providers quietly change fields. That is the tax SiftingIO is built to remove.
The problem
Analytics and research platforms ingest many markets and present them side by side. Per-source schemas and silent field changes mean the ingestion layer breaks every time a market is added or a provider shifts a field.
How SiftingIO handles it
One JSON shape across crypto, forex, stocks, commodities, and on-chain fundamentals, with versioned, additive-only endpoints, means a single adapter handles ingestion for every market. The same client powers a screener, a research notebook, and a customer-facing analytics dashboard.
One ingestion adapter, not one per market
Every market here returns the same JSON fields, so the ingestion layer that handles equities also handles crypto, forex, commodities, and on-chain fundamentals. Adding coverage to your platform becomes a configuration change rather than a new parser, a new test suite, and a new thing to wake up to when it breaks at 3am.
Versioned endpoints so jobs do not rot
Scheduled ingestion jobs break when a field is renamed or dropped without warning, and you find out from a dashboard full of nulls. Endpoints here are versioned under /v1 and changes are additive only, so a job you pin today keeps returning the same shape. You opt into new fields when you are ready, instead of reacting to a silent change someone else shipped.
Fundamentals alongside prices
Research platforms increasingly want protocol-level financials and TVL sitting next to price data, not in a separate silo. On-chain fundamentals are served the same way as any other market, so a screener can rank on a fundamentals metric and a price move in the same query, without bridging a separate data source into the pipeline.