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SolutionsMarket data feeds

Real-Time Market Data Feeds

StockAPIS delivers real-time prices, full order books, and OHLCV candles from 80+ crypto exchanges, stock markets, brokers, and data providers through one normalized API and WebSocket interface.

Power trading apps, charting tools, execution bots, and analytics dashboards with low-latency market data aggregated from Binance, Coinbase, Kraken, NYSE, Polygon, and dozens more.

The Market Data Challenge

Reliable market data is the foundation of every trading application, but stitching it together yourself is expensive and brittle.

Fragmented Exchange APIs

  • Every venue (Binance, Coinbase, Kraken, Bybit, OKX) ships its own REST and WebSocket schema
  • Inconsistent symbol formats, timestamp precision, and field names
  • Rate limits and auth flows differ on every endpoint
  • Maintaining 20+ separate integrations consumes entire engineering teams

Latency and Reliability

  • Self-hosted feed handlers drop messages under load
  • Reconnect logic and gap recovery are easy to get wrong
  • A single missed order book update corrupts your local book
  • Cross-venue clock skew breaks consolidated tape logic

Expensive Direct Feeds

  • Exchange co-location and direct NYSE/Nasdaq feeds cost thousands per month
  • Bloomberg and Reuters terminals price out smaller teams
  • Historical tick data licensing is sold per-venue and per-year
  • Not practical for prototyping or screening many markets

Inconsistent Data Types

  • Crypto venues expose trades and depth; equities expose quotes and the tape
  • OHLCV candle intervals vary (1m, 5m, 1h) and align differently
  • On-chain, news, and sentiment streams live in entirely separate systems
  • No single schema to join price, volume, and signal data

Scalability Challenges

  • Subscribing to thousands of symbols across venues saturates connections
  • Backfilling history for new symbols is manual and slow
  • Hard to monitor feed health across dozens of upstream sources
  • No systematic way to fan out one feed to many downstream consumers

The StockAPIS Solution

StockAPIS provides one normalized API and WebSocket layer over 80+ sources, including crypto exchanges, stock exchanges, brokers, and financial data APIs like Polygon, Alpha Vantage, and Finnhub.

Key Capabilities

  • Real-Time Trades: Tick-by-tick prints streamed over WebSocket in milliseconds
  • Full Order Books: L2/L3 depth with incremental updates and snapshot recovery
  • OHLCV Candles: 1m to 1M intervals, aligned and gap-filled across venues
  • Consolidated Pricing: Best bid/offer aggregated across multiple exchanges
  • Historical Backfill: Trades, quotes, and candles from minutes to 10+ years
  • News and Sentiment: Headlines and scored signals joined to the same symbols
  • On-Chain Data: Wallet flows and DEX activity alongside CEX prices
  • Normalized Schema: One symbol format and message shape for every source

Source Coverage

Stream and query market data from multiple venue types:

  • Binance: Spot, futures, and order book depth for thousands of crypto pairs — see the Binance integration
  • Coinbase: USD spot markets, trades, and L2 book for major assets
  • Kraken / Bybit / OKX: Spot and derivatives depth, funding, and OHLCV
  • NYSE / Nasdaq (via stock exchanges): Quotes, trades, and the consolidated tape
  • Polygon / Finnhub / Alpha Vantage: Aggregated equities, FX, and historical candles
  • Bloomberg / Reuters (via financial news): Headlines and reference data
  • StockTwits / Reddit (via social signals): Sentiment scores per ticker

Note: Available data types, depth levels, and history depend on each source’s licensing and venue.

How It Works

Real-Time Price Stream

Subscribe to live trades over WebSocket:

from stockapis import StockAPIS api = StockAPIS(api_key='your_api_key') # Stream live trades for BTC-USDT on Binance async for trade in api.platforms.binance.stream_trades(symbol='BTC-USDT'): print(f"{trade.timestamp} {trade.symbol}") print(f" Price: ${trade.price:,.2f} Size: {trade.size}") print(f" Side: {trade.side}")

Consolidated Best Bid/Offer

Aggregate top-of-book across venues:

# Top of book from Binance binance = api.platforms.binance.get_quote('BTC-USDT') # Top of book from Coinbase coinbase = api.platforms.coinbase.get_quote('BTC-USD') # Top of book from Kraken kraken = api.platforms.kraken.get_quote('BTC-USD') # Consolidated best bid / best offer best_bid = max(binance.bid, coinbase.bid, kraken.bid) best_ask = min(binance.ask, coinbase.ask, kraken.ask) print(f"Consolidated BBO:") print(f" Best Bid: ${best_bid:,.2f}") print(f" Best Ask: ${best_ask:,.2f}") print(f" Spread: ${best_ask - best_bid:,.2f}")

Order Book Depth

Pull a full L2 snapshot for execution logic:

# Get L2 order book for ETH-USDT book = api.platforms.binance.get_order_book( symbol='ETH-USDT', depth=20 ) print(f"\nTop 5 bids:") for level in book.bids[:5]: print(f" ${level.price:,.2f} x {level.size}") print(f"\nTop 5 asks:") for level in book.asks[:5]: print(f" ${level.price:,.2f} x {level.size}")

OHLCV Candles

Fetch aligned candles for charting and indicators:

# Get 1-hour OHLCV candles for the last 24 hours candles = api.platforms.binance.get_candles( symbol='BTC-USDT', interval='1h', limit=24 ) for c in candles: print(f"{c.open_time}: O={c.open:,.2f} H={c.high:,.2f} " f"L={c.low:,.2f} C={c.close:,.2f} V={c.volume:,.0f}")

Multi-Symbol Subscription

Stream many symbols across venues from one connection:

# Subscribe to a basket of symbols symbols = [ ('binance', 'BTC-USDT'), ('binance', 'ETH-USDT'), ('coinbase', 'SOL-USD') ] async for tick in api.stream_trades(symbols): print(f"[{tick.source}] {tick.symbol}: ${tick.price:,.2f}")

Historical Backfill

Backfill candles when onboarding a new symbol:

# Pull 30 days of daily candles for backfill history = api.platforms.binance.get_candles( symbol='BTC-USDT', interval='1d', start='2026-05-06', end='2026-06-05' ) # Compute 30-day return first_close = history[0].close last_close = history[-1].close pct_change = ((last_close - first_close) / first_close) * 100 print(f"30d change: {pct_change:.1f}%") print(f"Range: ${first_close:,.2f} -> ${last_close:,.2f}")

Quick Start

from stockapis import StockAPIS api = StockAPIS(api_key='your_api_key') # Get a real-time quote quote = api.platforms.binance.get_quote('BTC-USDT') print(f"Bid: ${quote.bid:,.2f}") print(f"Ask: ${quote.ask:,.2f}") print(f"Last: ${quote.last:,.2f}")

Ready to build? See the API getting-started guide, browse all supported platforms, check pricing, or contact us for high-volume feed access.

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