TickDB API development tutorials, WebSocket integration and SDK examples
--- "Correlation is not causation. But correlation plus causality? That's a trade." That line appeared in a 2019 paper on factor momentum. It stuck with me because it captures a specific blind spot in
--- The Map Before the Journey A trader once told me he spent three weeks building a live trading system against what he believed was TickDB's tick-level US equity feed. On the day he went live, the s
--- Every personal quant trader has lived this version of the story. You finish your day job at 6 PM. You open your laptop. You have four hours before you need to sleep. You want to: 1. Backtest a new
--- "Price data feeds went dark at 09:47:12 UTC. By 09:47:43, the backup source was live." On December 7, 2021, AWS US East-1 experienced a significant outage that cascaded into multi-hour disruptions
--- The Promise and the Question When a market data vendor says their API imposes no hard limit on subscriptions, engineers react in one of two ways. Half nod and move on — "unlimited" sounds like a s
--- The $14 Million Audit Finding In 2021, a Boston-based hedge fund received a $14 million fine from the SEC for failing to maintain adequate records of algorithmic trading decisions. The violation w
> "The best predictor of a stock's next move is not its sector classification or market cap—it's the shape of its price history." Two stocks can share the same beta to the S&P 500 while exhibiting ent
Every trading system eventually faces the same wall: off-the-shelf market data feeds do not match your specific workflow. A commodity desk needs basis spreads across multiple delivery points. A deriva
The cursor blinks at 3:47 AM. Your Python backtester has been running for six hours. The problem is not the strategy logic—it is the language itself. Python's Global Interpreter Lock (GIL) serializes
In crypto markets, the same asset rarely trades at the same price across two exchanges for more than a few milliseconds. On the morning of January 15, 2025, Bitcoin briefly traded at $67,240 on Binanc
--- At 9:47 AM on a Tuesday, a large institutional order hits the bid side of a heavily traded S&P 500 component. The pressure ratio spikes to 4.2. An amateur trader sees the spike and concludes liqui
--- Every quant team hits the same wall eventually. You have built a beautiful alpha signal. The backtests sing. The Sharpe ratio is 1.4. You are ready to push to production — and then you realize tha
"Price is the effect. The order book is the cause." At 14:32:07 UTC on a quiet Thursday, BTC/USDT on Binance traded at $67,842.50. On Coinbase, BTC/USD printed at $67,856.23. A 13-dollar spread. Three
The bid side vanished in 140 milliseconds. On a Tuesday morning in November 2024, a large institutional parent order hit the lit market for shares of a mid-cap pharmaceutical company ahead of an FDA a
--- "Every developer has a story like this." At 2:47 AM, a trading algorithm breaks. The logs show a cryptic error. The first 20 minutes are spent not fixing the problem, but decoding it: Is this a cl
--- Opening "The best backtest is worthless if the data disappears right when you need it most." A quant researcher runs a five-year event study on S&P 500 constituent stocks. The strategy targets pos