TickDB API development tutorials, WebSocket integration and SDK examples
--- 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
--- > "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