The modern trader doesn't stick to one asset class. Hedge funds today might hedge a Long position in Apple (AAPL) with a Short position in Gold (XAUUSD), while dabbling in Bitcoin.
For a developer, this is a nightmare.
Stock exchanges use FIX protocol. Crypto exchanges use WebSockets. Forex brokers use MT4 bridges. Trying to normalize this data into a single database schema is painful.
Our Approach: The Aggregator Model
We decided early on that we wouldn't connect directly to exchanges unless we were doing HFT (High-Frequency Trading). For everything else, an aggregator API is superior.
Enter AllTick.
We use AllTick as our "normalization layer."
Whether we request data for 700.HK (Tencent) or EURUSD, the response structure is identical.
open,high,low,closetimestampvolume
This consistency allowed us to write one data ingestion service that handles everything. We don't need separate parsers for Crypto and Stocks.
Key Technical Takeaways:
- Latency: While aggregators add a tiny hop, the time saved in development and maintenance outweighs the microseconds lost for 99% of strategies.
- Compliance: Using unauthorized scraped data can get your app delisted. Using a legitimate API provider like AllTick ensures you are on the right side of data usage policies.
- Error Handling: Always assume the network will fail. Our code implements exponential backoff retries.
If you are building a multi-asset platform, look at the code below. It demonstrates how to construct a query that can be dynamically adjusted for different markets just by changing the ticker symbol.
For a quick start with the complete integration process and code examples, visit AllTick to access the comprehensive Market Data API Integration Guide.
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