Market Data API Guides — Python, WebSocket & AI | TickDB Blog · Page 2
Choose a market data API, fetch quotes with Python and check historical data for backtests. Explore code examples, WebSocket reconnection guides and AI data workflows.
Stock API: Pricing, Permissions & Access Limits How are stock API interfaces charged, what data can you access after paying, and what restrictions apply during integration? Pricing typically depend…
At the same moment, Apple's percentage change can read +0.50%, +0.68% or +1.18%. None of them is wrong. Each one answers a different question. During earnings season, prices move most in pre-market…
When searching for A-share data sources, historical backtesting and real-time market feed integration require different considerations. This article addresses three types of needs—historical data downloads, daily and minute-level data, and real-time market APIs—explaining how to evaluate data range, update frequency, and integration costs, with trial connection and validation steps to help you select the right data source for your current task.
We drew Tencent's October 14 daily candle with TradingView's open-source Lightweight Charts, and the chart labeled it October 13. The library wasn't wrong and the data wasn't wrong. The bug sat in…
How to Evaluate A-Share Tick Data Quality? From Real-Time Subscription to Historical Detail Reconciliation The API returned success, all fields are present, and the trade prices look normal—does th…
At one moment, at one gold price, the daily change can read −0.69% or +0.24%. In a cross-market data app, the number users screenshot and complain about is rarely the price. It's the red or green p…
Wiring a market data API into a dashboard takes three days. The rework that follows launch almost always comes from numbers on the screen that can't say what they are. In one test, a China A-share'…
Python Stock Market API in Action: Building Real-Time Quotes and Candlestick Charts with React, Supporting US Stock Historical Data Download Integrating a market data API typically requires just a…
One stock, one Friday night, three "latest prices" — and a $9,500 gap on a 10,000-share position. Nasdaq plans to move to near 23-hour trading on December 6. If your data stack can't answer five ba…
After connecting to a US stock market data API, how do you determine whether the returned prices and volume belong to after-hours trading? This article explains after-hours field reading, cross-midnight time attribution, the difference between missing data and zero volume, and provides reproducible request examples and Python validation code using synthetic samples, helping you check the after-hours data quality of your US stock data source.
A certain HK stock strategy showed stable performance in backtesting. After running live for a month, the returns were nearly half off. It wasn't a complete mismatch—it was the kind of deviation th…
Essential Data Sources for HK Stock Investors: Comparing Three Options — Which is Best for Real-Time Data and Backtesting? Building a Hong Kong stock watchlist dashboard or backtesting a HK stock s…