Feature Guide · Tick Data API
Tick Data API: Tick-by-Tick Trades and Level 2 Order Book in Real Time
iTick streams every trade and order book update the moment it happens. Get tick-by-tick stock data, forex ticks, futures and crypto tick data through one low-latency WebSocket feed - with REST endpoints for snapshots and tick history.
- Tick-by-tick trades with price, volume and millisecond timestamps
- Level 2 order book depth for stocks and futures
- Low latency WebSocket push - no polling required
- Covers stocks, forex, indices, futures, funds and crypto
import json
import websocket # pip install websocket-client
TOKEN = "YOUR_API_TOKEN"
def on_open(ws):
ws.send(json.dumps({
"ac": "subscribe",
"params": "AAPL$US,700$HK",
"types": "tick,depth"
}))
def on_message(ws, message):
print(json.loads(message))
ws = websocket.WebSocketApp(
"wss://api.itick.org/stock",
header={"token": TOKEN},
on_open=on_open,
on_message=on_message,
)
ws.run_forever(ping_interval=20)Professional tick market data, developer friendly
The granularity of an institutional tick database with the simplicity of a modern REST + WebSocket API.
Tick-by-tick trades
Receive each individual trade (time and sales) instead of aggregated bars - the rawest view of market activity.
Level 2 order book
Multi-level bid/ask depth shows liquidity beyond the best quote, essential for execution and microstructure research.
Low latency market data
Data is pushed over persistent WebSocket connections with millisecond-level latency from source to client.
Tick history
Query recent ticks via REST and combine with minute bars to rebuild intraday market history for backtests.
Crypto tick data
Tick-by-tick crypto data for major coins and pairs, streaming 24/7 with normalized fields across exchanges.
One normalized schema
The same tick, quote and depth message format for every asset class keeps your parser simple.
Level 1 vs Level 2 vs tick data
Which market data level does your application need?
| Data type | What you get | Best for | iTick endpoint |
|---|---|---|---|
| Level 1 (quote) | Last price, best bid/ask, day high/low, volume | Watchlists, price alerts, dashboards | /{asset}/quote · WebSocket "quote" |
| Level 2 (depth) | Multiple price levels of the order book with size | Execution algos, liquidity analysis | /{asset}/depth · WebSocket "depth" |
| Tick data | Every trade with price, size and timestamp | HFT research, tick charts, VWAP, microstructure | /{asset}/tick · WebSocket "tick" |
Depth levels and tick availability vary by market; see the docs for each exchange.
Stream tick-by-tick data with WebSocket
Open one connection, subscribe to multiple symbols and receive tick and depth messages as they occur.
- Get your free API token
- Connect to wss://api.itick.org/{asset} with the token header
- Send a subscribe message with symbols and types: tick, quote, depth
import json
import websocket # pip install websocket-client
TOKEN = "YOUR_API_TOKEN"
def on_open(ws):
ws.send(json.dumps({
"ac": "subscribe",
"params": "AAPL$US,700$HK",
"types": "tick,depth"
}))
def on_message(ws, message):
print(json.loads(message))
ws = websocket.WebSocketApp(
"wss://api.itick.org/stock",
header={"token": TOKEN},
on_open=on_open,
on_message=on_message,
)
ws.run_forever(ping_interval=20)Built for latency-sensitive workloads
Algorithmic trading
React to every print and order book change in real time.
Tick charts
Render tick charts and volume profiles from raw trades.
Market making
Monitor depth and spread to manage quotes and inventory.
Exchange & broker apps
Power trading terminals with live time-and-sales and depth.
Tick data FAQ
What is tick data?
Tick data is the most granular form of market data: a record of every individual trade (and, in some feeds, every quote change) with its price, size and timestamp. Unlike OHLC bars, tick data preserves the exact sequence of market events.
What is the difference between Level 1 and Level 2 market data?
Level 1 shows the best bid, best ask and last trade. Level 2 adds the order book - several price levels on each side with the quantity waiting at each level - so you can see market depth and liquidity.
Do you offer tick-by-tick crypto data?
Yes. iTick streams tick-by-tick crypto data for major coins and trading pairs 24/7 using the same WebSocket protocol as stocks and forex.
Can I get historical tick data?
Recent ticks are available through the REST tick endpoint, and minute-level bars provide longer intraday history. For bulk historical tick data exports, contact our team for a custom data package.
Is there a free tick data sample?
Yes. Sign up for a free API key to test the tick and depth endpoints with real data before upgrading to a paid plan.
See every tick as it happens
Create a free account and stream tick-by-tick trades and Level 2 depth in minutes.