Market data in real time for trading, analysis and automation. A real-time API delivers current prices, tick data and market data directly into your applications, trading systems and analysis platforms.
This lets systems react to market movements without delay – the foundation for algorithmic trading, market monitoring and quantitative analysis.
A real-time API is a programming interface through which current exchange and market data is automatically retrieved. Instead of manual operation, the data flows directly into software, databases or trading systems. Typical data sources:
Markets move in seconds or milliseconds. Anyone working with delayed data is analysing the past rather than the current market.
Current prices without relevant delay.
Automated instead of manual observation.
Signals are generated the moment the market moves.
Rule-based systems trade automatically.
Custom evaluations based on current data.
Integrate market data directly into your own interfaces.
Different data types are available depending on the data feed and exchange.
Current market prices without relevant delay – stocks, futures, forex, ETFs and index levels.
Every single market move – ideal for backtesting, algo trading, order flow and quantitative models.
Buy and sell prices, spreads and volume information for a more accurate market picture.
Additional access to intraday, daily and tick histories as well as multi-year price archives.
Price monitoring, watchlists, signal generators and trading systems.
Fast, reliable data for analysis, automated strategies and tick-based systems.
Monitor and evaluate currency movements around the clock continuously.
Integrate index data directly into your own applications.
Signal generation, real-time alerts, strategy execution, risk management and portfolio monitoring.
Foundation for momentum, trend-following, mean reversion, breakout and arbitrage strategies.
Statistical evaluations, factor analysis, volatility measurement, forecasting and risk models.
Automatically supply financial portals, customer platforms, mobile apps and information systems.
Prices with virtually no delay.
Market data is processed automatically.
From private project to financial platform.
Seamless integration into existing applications.
Manual data collection is eliminated entirely.
Real-time data can be provided in two fundamentally different ways.
The application queries data on demand. Suitable for individual requests, historical data and reporting.
Advantages: easy to implement, flexible to use.
Data is transmitted automatically as it is generated. Suitable for real-time trading, price monitoring and tick data.
Advantages: no constant polling needed, data arrives in real time.
At TAI-PAN: Real-time access is push-/streaming-based via the TPRAccess interface for .NET / C# – with login, real-time push feed, intraday ticks and further functions. Details in the developer documentation.
Not every API offers the same performance.
A true streaming feed delivers prices as they are generated – without constant queries.
Automatic reconnection and high uptime are critical for live feeds.
As few milliseconds as possible should lie between market and callback.
Clean connection to existing C# applications – at TAI-PAN via TPRAccess.
Clear developer docs noticeably speed up integration.
Real-time APIs are used in many areas today – the importance of automated data processing is continuously growing.
AI applications need current, high-quality data. Real-time APIs provide the basis for:
Even ambitious private investors benefit from automated data access:
“Trading software is for manual analysis – an API for automation and integration. Often both are used together.”
A real-time API delivers market prices without relevant delay directly into your own applications – via push as soon as a new price is generated, rather than REST polling.
With push (streaming), prices are delivered automatically as they are generated. With polling, the application has to query regularly itself – causing higher latency and server load.
TPRAccess is a .NET interface, optimised for C#. Sample code and a .NET sample project are available for download.
Real-time prices, tick data, market depth/order book, master data, watchlists, historical candle data and the options matrix.
From real-time prices and tick data through to historical market data, financial information can be processed automatically and integrated into your own systems.
Anyone looking to automate trading processes or develop professional applications needs a powerful real-time API with high data quality, low latency and extensive market coverage.