Millisecond-level quotes, full order book depth and years of K-line history across forex, crypto, stocks and commodities — streamed over WebSocket or pulled via REST.
From a single price check to a full quant backtest, get institutional-grade data without institutional overhead.
Every trade and quote update pushed the moment it happens, with exchange timestamps for precise sequencing.
Up to 5 levels of bid/ask depth with volume, so you can model liquidity and slippage realistically.
Candles from 1 minute to 1 month, generated in real time and available historically for backtesting.
Clean, gap-checked archives spanning a decade or more. Query by range or bulk-download as files.
Stream live data over persistent sockets or make simple HTTP calls — same symbols, same schema.
Redundant data centers, automatic failover and heartbeats keep your strategies running around the clock.
Spot, tokenized and perpetual futures markets, live around the clock.
| Symbol | Name | Price | 24h | |
|---|---|---|---|---|
| Loading live markets… | ||||
Grab a token, open a socket, subscribe to symbols. SDK examples for Python, JavaScript, Java, Go and more.
Start free. Upgrade when your strategy goes live.
For prototypes and learning.
For live trading bots and apps.
For funds, brokers and platforms.
Average end-to-end latency is under 170ms from the source exchange, with many venues considerably faster depending on region.
Yes. Historical tick and K-line data uses the same schema as the live stream, so the same code runs in backtest and production.
Anything that speaks WebSocket or HTTP. We publish ready-to-run examples for Python, JavaScript/Node, Java, Go, C#, PHP and C++.
Display in your own app is allowed on paid plans. Redistribution to third parties requires an Enterprise license.
The Free plan never expires, and Pro includes a 7-day trial with full features.
Free API key in seconds. No credit card required.
Get your free API key →