TickDB API development tutorials, WebSocket integration and SDK examples
--- The Moment Your Python Strategy Misses the Trade At 09:30:00.047 ET, the opening bell rings. Your Python script — the one running beautifully on your backtest — receives the quote. It processes th
When a market data feed delivers 50,000 price updates per second across 500 symbols, the difference between a well-designed asyncio application and a brittle one reveals itself in milliseconds. Corout
--- The "Unlimited" Claim Deserves Scrutiny Every market data vendor claims scalability. Few publish numbers. When TickDB's documentation states that its WebSocket connections support "unlimited symbo
--- > "My backtest showed a Sharpe of 2.3. My live track record hit 1.8 after six months. The strategy worked. So why was I about to lose everything?" That was the message I received from a quant deve
The candlestick pattern was perfect. The backtest was clean. The strategy returned 34% annualized with a Sharpe of 2.1. Then the live deployment failed. The problem was not the alpha. It was not the e
--- "The connection dropped at 3:47 AM." For a quantitative researcher running an overnight arbitrage strategy, those four words can mean the difference between a profitable session and waking up to a
--- The Moment Everything Breaks Your backtest runs clean. Your signal holds up across three years of data. You are ready. Then you hire a second quant. Or a data engineer. Or you bring in a partner w
--- The Ghost in the Order Book "Fill. Fill. Fill. And still 50,000 shares sit there." A market maker watching Level 2 data on a volatile afternoon in early 2024 observed something strange: a persiste
--- "Three hedge funds were forced to halt trading in December 2023 after a data licensing audit revealed they had been distributing market data to external clients without authorization. The settleme
--- Three strategies in production. Two more in backtesting. One that just moved to paper trading. The team feels good about the momentum — until something breaks at 2 AM and no one can remember which
A production trading system at 2 AM. The order book for 150 symbols needs updating every 500 milliseconds. The single WebSocket connection that worked flawlessly during development is now dropping mes
On August 31, 2020, Apple executed a 4-for-1 stock split. Anyone running a mean-reversion strategy on AAPL's 5-year historical dataset without adjusting for that split would have encountered a catastr
--- The Moment You Outgrow the Standard API There is a point in every trading infrastructure journey where the standard API stops being enough. It happens quietly. Your team has been using TickDB for
The code worked beautifully on your laptop. Then your teammate deployed it to the server, and the backtest returned nothing but zeros. The problem wasn't the algorithm. It was the infrastructure. For
--- "Price is the effect. The order book is the cause." That principle guides every quant researcher who spends hours perfecting a strategy — only to watch it degrade because the underlying data pipel
--- "Every market data platform has a ceiling. The question is whether that ceiling matches your strategy." That line is from a conversation with a quant researcher who spent three weeks building a ti
--- The $10-per-Month Trading System That Actually Works The hardest part of quantitative trading isn't finding alpha. It's surviving the infrastructure. I know this because I've been that developer —
"Three hours. That's how long it took to find the bug." The on-call engineer stared at a wall of text in their terminal. Somewhere in a 50,000-line log file from last night's production incident was t
A data vendor says "unlimited subscriptions." You subscribe to 100 symbols. It works. You subscribe to 500. Still works. You subscribe to 1,000. Then your dashboard freezes. Your Python process consum
The dream is simple: start algorithmic trading without spending a cent. The reality is more nuanced. Every free quant stack encounters the same three walls — data quality that breaks backtests, framew