SiftingIO

SiftingIO exists because market data is fragmented in a way that quietly eats engineering time: one vendor for equities, another for FX, a third for crypto, each with its own schema, rate limits, and quirks. SiftingIO aggregates those venues into a single normalized feed covering stocks, forex, crypto, and commodities, both real-time and historical, so a quantitative researcher or fintech developer writes one integration instead of five. Delivery is available over REST for request/response work and WebSocket for streaming, with sub-100ms latency on live streams and official SDKs for Go, Python, and JavaScript so teams aren't hand-rolling clients. Multi-venue aggregation means prices arrive already reconciled across exchanges rather than as raw per-venue noise, and the platform extends past traditional markets into on-chain DeFi data — useful if your strategy or product spans both. A 99.9% SLA is the practical differentiator for anyone running the feed in production rather than in a notebook. The consistent schema across asset classes is the real value: backtests, dashboards, and live systems can share the same data model. It's aimed at builders, not casual chart-watchers, and the API-first design reflects that.