Market Data Overview

Market data is the read side of the engine: the symbol catalog, OHLCV history, batch quotes, and two live streams over Server-Sent Events. It is public in shape but licensed in access — served to first-party origins and authenticated callers.

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What you can build

• A chart — find the symbol, read its tick and price format, backfill history, then stream live bars. Four calls, in that order.
• A scroll-back that knows when to stop — countBack pages backwards from a timestamp, and noData says there is nothing older to ask for.
• A watchlist — batch quote snapshots for up to 50 symbols in one call, answered in request order, with a symbol that has no feed coming back all-null rather than dropped.
• A multi-chart layout — one multiplexed connection carries every bar subscription you hold, up to 24.
• Synthetic instruments — a spread expression over up to four legs, evaluated server-side, that resolves, backfills and streams like any other instrument.
• Correct prices without hardcoding an exchange — tick size, price format, session model and the served holiday calendar all come off the wire.
• News and calendar surfaces — aggregated headlines and economic events, each with its own stream.

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Core objects

A symbol row, an OHLCV bar, a quote snapshot, and the futures contract catalog. Fetch market-data limits once before your first data call — it answers the questions the other routes assume.

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Where to go next