Event model
Choose quote, trade or book events explicitly. Store available identifiers and timestamp precision without rounding away distinctions; two identical numerical prices can represent separate market events and should not be removed blindly.
Market data · deployment planning
Historical Tick Data API
Tick history is an event archive whose usefulness depends on ordering, event identity and known coverage.
Archive integrity
Provide deterministic ordering and a documented duplicate policy. Reconcile missing ranges, corrections and source interruptions before replaying the archive; a large record count does not by itself establish completeness.
Requirements to confirm
- Event type and identifiers
- Timestamp precision
- Deterministic ordering
- Gap and correction reporting
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 Tick 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.