Solution · Risk & Valuation
Market Data for Risk Monitoring, Valuation, Settlement and Accounting
Risk and finance systems need the same thing from market data: correct prices, on time, for every instrument in the book. iTick supplies live prices for intraday risk, FX rates for multi-currency revaluation, and end-of-day closes for settlement, NAV and reconciliation - across stocks, forex, metals, indices, futures and crypto.
- Live unrealized P&L and VaR inputs
- Gap, price-limit and abnormal tick checks
- Multi-currency revaluation for cross-border portfolios
- EOD closing prices for settlement and reports
# Real-time mark-to-market, FX revaluation and price-gap checks
import requests
H = {"accept": "application/json", "token": "YOUR_API_TOKEN"}
q = lambda asset, region, code: requests.get(f"https://api.itick.org/{asset}/quote",
params={"region": region, "code": code}, headers=H).json()["data"]["ld"]
book = [ # position, quantity, cost, currency
("stock", "US", "AAPL", 1200, 176.5, "USD"),
("stock", "HK", "700", 3000, 365.0, "HKD"),
("forex", "GB", "XAUUSD", 50, 2290.0, "USD"),
]
fx = {"USD": 1.0, "HKD": 1 / q("forex", "GB", "USDHKD")} # convert everything to USD
total = 0
for asset, region, code, qty, cost, ccy in book:
px = q(asset, region, code)
pnl = (px - cost) * qty * fx[ccy]
if abs(px / cost - 1) > 0.10:
print("GAP/LIMIT CHECK", code, px) # flag abnormal moves for review
total += pnl
print("unrealized P&L (USD):", round(total, 2))Three systems, one price source
Use the same market data from the trading desk to the accounting ledger.
Real-time risk monitoring
Refresh prices continuously, mark positions to market, feed VaR models, detect gaps and limit-up/limit-down, and filter abnormal ticks.
FX and asset valuation
Revalue multi-currency portfolios and cross-border assets daily - for family offices, asset managers and wealth platforms.
Clearing, reconciliation and close
Pull end-of-day closes over REST for daily settlement, NAV, reconciliation and regulatory reports.
Data quality controls
Compare consecutive ticks and quotes to reject outliers before they reach risk numbers.
Whole-book coverage
Equities, FX, gold, indices, futures and crypto priced from one vendor.
Audit-friendly history
Re-fetch historical bars to recompute any past valuation date.
Where iTick sits in the risk stack
Intraday and end-of-day flows share one source.
- 1
Live feed
WebSocket quotes for every instrument held.
- 2
Validate
Filter bad ticks, check gaps and price limits.
- 3
Risk engine
Mark to market, P&L, margin and VaR.
- 4
EOD close
REST closes for settlement, NAV and reconciliation.
Risk and valuation in Python
Real-time multi-currency P&L with checks, and an EOD close file for settlement.
- Get a free API token
- Map your book to iTick region and code
- Schedule the EOD job after market close
# Real-time mark-to-market, FX revaluation and price-gap checks
import requests
H = {"accept": "application/json", "token": "YOUR_API_TOKEN"}
q = lambda asset, region, code: requests.get(f"https://api.itick.org/{asset}/quote",
params={"region": region, "code": code}, headers=H).json()["data"]["ld"]
book = [ # position, quantity, cost, currency
("stock", "US", "AAPL", 1200, 176.5, "USD"),
("stock", "HK", "700", 3000, 365.0, "HKD"),
("forex", "GB", "XAUUSD", 50, 2290.0, "USD"),
]
fx = {"USD": 1.0, "HKD": 1 / q("forex", "GB", "USDHKD")} # convert everything to USD
total = 0
for asset, region, code, qty, cost, ccy in book:
px = q(asset, region, code)
pnl = (px - cost) * qty * fx[ccy]
if abs(px / cost - 1) > 0.10:
print("GAP/LIMIT CHECK", code, px) # flag abnormal moves for review
total += pnl
print("unrealized P&L (USD):", round(total, 2))Risk and valuation FAQ
Can iTick prices be used for daily valuation?
Yes. Use daily K-line closes for stocks, indices, futures and crypto, and forex rates for currency conversion. Agree your valuation timestamp policy internally.
How do I detect bad ticks?
Compare each tick against the previous quote and recent range, and reject moves beyond your threshold before they update risk figures, as shown in the sample.
Do you provide VaR calculations?
No. iTick provides prices and history as inputs; your risk engine computes VaR, margin and limits.
Can I reprocess a past date?
Yes. Historical K-lines let you recompute valuations for any past date in your audit trail.
One trusted price source for risk and finance
Start on a free key and connect your risk engine and EOD jobs.