TickDB API development tutorials, WebSocket integration and SDK examples
Raw market data is a mess. A CSV export from a brokerage's API will have split-adjusted close prices that don't match your reference terminal. A websocket stream will send timestamps in UTC while your
--- When the market opened on a Tuesday morning, the strategy executed 847 trades. None of them were lost to connectivity failures. This is not a story about extraordinary infrastructure budgets. It i
A large institution wants to buy 500,000 shares of a mid-cap stock. Placing the full order at once would move the market by 2–3%, alerting HFT firms and other participants within milliseconds. Instead
--- The $0.04 That Nearly Cost Me a Strategy The trade looked perfect on paper. My mean-reversion strategy had fired a buy signal for AAPL at $182.50. The backtest showed entry at $182.52 — a 2-cent s
--- When large language models first gained the ability to call functions, developers faced a new class of engineering problem: how do you give an AI the precise vocabulary it needs to interact with d
--- "The best quantitative hedge funds spend millions on data infrastructure. Here's how to build something genuinely useful for zero dollars." In 2019, the median cost of institutional market data fo
--- The Question Every Quant Must Answer A strategy that returned 18% last year looks impressive — until you realize the market benchmark returned 22%. The strategy underperformed by 400 basis points,
--- The $0.04 That Busts Your Backtest At 10:17 AM on a Tuesday in March, a mean-reversion strategy sent an order to buy 50,000 shares of a mid-cap stock at $42.15. The signal fired. The backtest show
"Data is only as reliable as its treatment of the moments it was designed to ignore." Consider a systematic strategy running on index arbitrage during the March 2020 volatility spike. Your backtest sh
--- "Three strategies. Two quants. One catastrophic merge conflict in the backtest branch." If you've ever lived this nightmare — or worse, watched a live strategy silently degrade while everyone assu
--- The 4 AM Wake-Up Call Nobody Wants At 2:47 AM Eastern Time on a Tuesday, your monitoring system fires an alert. The latency on your primary market data stream has spiked to 8 seconds. By 2:49 AM,
--- The Problem with Managing Five Different Market Feeds Picture this: it is 9:28 AM ET on a Tuesday. You are running a cross-asset momentum strategy that requires real-time data from US equities, Ho
--- Every senior developer has had that moment. You are staring at a chart of Apple stock. You notice that whenever the 50-day moving average crosses above the 200-day moving average, the price tends
Price is the visible surface of a hidden war. Every tick, thousands of orders arrive, cancel, and rearrange themselves across multiple price levels. The exchange matches them silently. What remains vi
--- When a quant researcher at a systematic fund says "our system handles latency," they rarely mean milliseconds. They mean the distribution — the P50 where half the requests fly through, the P99 whe
--- The Moment Everything Changes You built a strategy. It works. You were alone. Then you brought in a partner — a former colleague who writes cleaner code than you and has ideas of their own. Sudden
A mid-sized systematic fund in Chicago learned this lesson the hard way in 2023. Their portfolio construction system had been running flawlessly for 18 months, generating an annualized Sharpe ratio of
--- 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