REST Polling vs WebSockets for Market Data
REST polling vs WebSockets for market data: the message rate math your consumer must keep up with, and the recovery path when a socket drops mid session.
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REST polling vs WebSockets for market data: the message rate math your consumer must keep up with, and the recovery path when a socket drops mid session.
Average dividend yield by sector, measured two ways: the median payer and the cap-weighted figure, with payout coverage for each one and the exact SQL.
Does OPRA have depth of book? No, and here is what the options feed does carry, plus how options traders actually find size resting at a given strike.
Market data quality checks that catch real bugs: sequence gaps, clock skew, crossed books, condition codes and split reconciliation, with live SQL for each.
A stock correlation matrix in one SQL query over daily returns, plus the curl and jq version and the measurement mistakes that quietly inflate the numbers.
A trading API acts on your brokerage account; a market data API answers price questions under exchange licensing. Where the line sits, and which one you need.
Market data licensing for app developers, explained: entitlement, redistribution and display, what delayed feeds allow, and a pre-ship compliance checklist.
Historical market data gets revised: how a daylight saving bug dropped after-hours bars, the four revision types, and the record that keeps results checkable.
Do NYSE and Nasdaq have public APIs? What each exchange really publishes, who can access real time quotes, what it costs, and the license rules behind it.
Tape A, B, and C explained: how a stock's listing venue sets its tape, which SIP plan publishes it, and how to tell which tape a symbol trades on.
What exchange colocation costs per month: cabinet, power, cross connects, ports and entitlements, with every figure pinned to a dated public fee schedule.
Call a free stock market API from the shell: install curl and jq on Ubuntu, read the JSON, filter rows with jq, and export clean CSV. No key needed.
Compressing market data: zstd vs gzip benchmarked in a fresh container, why sorted tick files shrink so far, and when gzip is still the right pick.
Build a relative volume screener in SQL, with the time of day correction the RVOL formula needs, one curl call, no API key, and a ranked top 20 list.
Historical tick data is priced on four axes: venue, schema, volume delivered, and license type. Here is how each axis works, with real record counts.
Open interest updates once a day, after overnight clearing. See why the OI column you read at noon is yesterday's number, and what volume shows instead.
Build a stock split calendar with one curl call and one SQL query: upcoming forward and reverse splits, ratios, effective dates, and splits per month.
A liquidity heatmap paints resting order size at every price level over time. It needs depth-of-book data, not Level 1, and it only shows displayed orders.
Fetch FINRA daily short volume data with curl, read the Reg SHO file's columns, and compute a symbol's short volume ratio with awk. Pinned date, reproducible.
How to store market data PCAPs: build a capture with text2pcap, split it with editcap, then measure gzip, xz and zstd on one file to size a retention plan.
US stocks are set to trade 23/5 from December 6, 2026 if the feeds are ready. What overnight trading does to trade dates, daily bars, volume and LULD bands.
FINRA margin debt statistics explained: the rule behind the filing, the third week release, the four to seven week lag, and how to read the history since 1997.
Why are stock quotes delayed 15 minutes? How exchange data licensing sets the rule, and what a quarter hour of staleness actually costs on real prices.
Dividend increases and cuts this week: which US companies just raised their regular payout, which just cut it, and the stock-split trap that fakes a cut.
See which stocks closed at a 52-week high and which sit at 52-week lows, screened from the exchange tape, with the count of each as a breadth reading.
The biggest stock movers this month, gainers and losers ranked from the exchange tape, with the dollars traded beside every move and every filter spelled out.
The highest IV rank stocks right now, scored against each name's own 52-week implied volatility range, with IV percentile beside it and the method shown.
A free stock market data API with no key and no signup: seven curated JSON queries over US equities and options, cached at the edge and open to AI agents.
A free SQL API for stock market data: write real SQL against 22 years of US equities, dividends, and fundamentals. 100 queries a day, no credit card.
The US stocks whose options carry the highest implied volatility right now, ranked from real closing prices, with SPY as the calm benchmark for scale.
A forward-looking calendar of announced US stock splits, forward and reverse, with each ratio and effective date. Refreshed weekly, plus the monthly count.
Dividend cuts are the income investor's core risk. Here are notable cuts among major US companies over the past six years, from the 2020 wave to recent resets.
Every S&P 500 crash since 2016 recovered. We charted the market's underwater history: how deep the drawdowns ran, how often, and where it stands now.
Time in the market beats timing it: missing the best days since 2016 turned a big SPY gain into a small one, and the best days hide inside the worst selloffs.
Warren Buffett said be greedy when others are fearful. We built a fear gauge from real news sentiment and tested whether fearful days beat the market.
The most recent US stock splits, forward and reverse, with each ratio and date. Refreshed weekly, plus why reverse splits far outnumber forward ones.
The past week in the US market, measured: index and sector returns, the biggest movers, volume leaders, and breadth, every figure from a stored query.
The biggest US stock gainers and losers this week among the most heavily traded names, measured from the exchange tape and refreshed weekly with each move.
Does a stock go up after a stock split? A data study of forward splits since 2016: the run-up comes before, and the median stock trailed the market afterward.
How big is the options quote feed? We count one full day of OPRA-scale NBBO updates in our warehouse and measure it against the entire stock quote tape.