Dataset catalogue
Record asset class, event type, interval, price basis and source for each series. Futures expiries, equity adjustments and crypto venue distinctions require metadata beyond a common timestamp-and-price pair.
Market data · deployment planning
Historical Market Data API
A multi-asset history interface should expose dataset identity and availability rather than treating every symbol as interchangeable.
Range retrieval
Confirm maximum request size, pagination, compression and revision behavior. Load a small overlapping range twice to verify idempotency, then reconcile expected coverage with source availability instead of assuming every calendar interval contains data.
Requirements to confirm
- Dataset identity and source
- Asset-specific metadata
- Pagination and range limits
- Idempotency and coverage reconciliation
Bring the proposed instrument list, source documentation and consumer workflow to a technical discussion. The agreed integration specification defines coverage, fields, usage permissions and acceptance tests.
Integration brief
Historical Market Data API: what to agree before connecting
| Dataset definition | Confirm raw ticks, bid/ask events, trades or OHLC bars and the source instrument. |
|---|---|
| Time and ordering | Define UTC boundaries, timestamp precision, sequence ordering and duplicate policy. |
| Quality and gaps | Document missing intervals, corrections and any backfill or normalization applied. |
| Export and retention | Agree format, pagination, permitted storage and the consumers allowed to use the dataset. |
Keep history traceable to its source
Historical data for your instrument universe needs an instrument definition and provenance. Tick history, aggregated bars and replay events are different outputs. Record which prices form each bar, how gaps are represented and whether corrections can change an earlier result.
What to test
- Replay a known interval and compare event order and instrument identity.
- Inspect a quiet interval and a deliberately missing interval separately.
- Verify candle boundaries or replay timing against the documented rule.
{
"type": "quote",
"symbol": "EURUSD",
"bid": "1.10000",
"ask": "1.10010",
"source_time": "2026-10-18T12:00:00.000Z",
"received_at": "2026-10-18T12:00:00.012Z",
"source_id": "example-source",
"status": "illustrative"
}Illustrative engineering example, not live prices or a published API contract. Confirm field names and delivery rules during integration.