TickDB API development tutorials, WebSocket integration and SDK examples
--- "Wouldn't it be simpler if one API did everything?" This is a question we hear regularly from developers evaluating market data providers. The logic is compelling: fewer integrations mean less cod
A backtest that works flawlessly in isolation can still blow up in production. The gap rarely lies in the strategy logic itself—it lies in the infrastructure surrounding it, the hand-offs between team
--- The Problem You Will Hit at 47 Symbols You deploy a streaming pipeline for your quant strategy. Everything works beautifully in testing with 12 symbols. You add more. At 47 simultaneous subscripti
--- The 3 AM Realization Network connections do not die politely. At 3:07 AM on a Tuesday, a systematic trader received an alert: their live strategy had stopped receiving order book updates. The WebS
You've just finished reading a compelling paper on momentum factor rotation in equity markets. The Sharpe ratio looks impressive. The out-of-sample results span a decade. You want to test it yourself—
--- The Audit That Changed Everything The quant researcher ran the backtest three times. The strategy kept failing — not dramatically, but enough to destroy the Sharpe ratio. The code was correct. The
--- The Moment the Machine Breaks At 2:47 AM on March 15, 2025, a momentum-following algorithm was still buying Bitcoin at $62,400. The trend signal had triggered. The model said "up." What the model
Raw market data is full of traps. A stock split that goes unaccounted for turns a $100 price into a $20 phantom profit overnight. A UTC timestamp fed into a system expecting NYSE local time produces a
"Two stocks move together because they share a common hidden cause. Find that cause, and you find the trade." In August 2007, aquant fund called Long-Term Capital Management had collapsed nearly a dec
A quant researcher I know spent three weeks building a tick-level microstructure model against US equities. Every order book snapshot, every print, every print-to-print interval — all of it flowing in
In the summer of 2019, a quantitative researcher at a mid-size hedge fund spent three months building a strategy in Python. The backtests looked exceptional — Sharpe of 2.3, max drawdown under 8%. The
The order book is a window into supply and demand. Every bid, every ask, every withdrawal of liquidity tells a story that price alone cannot. At 9:30:02 AM on a volatile trading day, the bid side of a
"Unlimited subscriptions." Every vendor says it. None of them mean it. When TickDB's documentation states that WebSocket connections support "unlimited" symbol subscriptions, the fine print reads like
--- The Moment Everything Changed It started with a spreadsheet. A former colleague — a senior software engineer with 8 years of experience building distributed systems — decided to automate his stock
The CFO finishes reading the prepared remarks. The call moderator opens the line to analysts. For the next 45 minutes, no script exists — only the unfiltered reactions of executives to questions they
When a developer types "Show me NVIDIA's after-hours price" into an AI coding assistant, most systems draw a blank. The assistant recognizes the intent — but it has no contract specifying what paramet
The first time a solo quant realizes their data costs will exceed their strategy returns is not a gradual awakening. It is a number on a spreadsheet that stops you cold. You have backtested a strategy
--- "The opportunity expires before most trading terminals finish rendering the quote." At 14:32:07.341 UTC on a quiet Thursday, a cross-rate anomaly appeared between EUR/USD, GBP/USD, and EUR/GBP. Th
--- On any given trading day, the Shanghai Stock Exchange processes over 200 billion shares with a combined turnover exceeding ¥600 billion. Beneath that headline figure lies a quieter battle: the war
--- A junior researcher commits a new mean-reversion strategy at 11 PM on a Friday. Six months later, when the strategy underperforms by 15%, nobody can explain why. The historical data used for backt