About
The market data API, rebuilt for what comes next
Market data used to mean a vendor per asset class, a contract per vendor and a schema per contract. TickerLayer is the next generation: every market on one key, one schema, real time over REST and WebSocket, and built for AI agents from day one.
1,000+
developers and teams building on the API
150K+
instruments across the aggregation layer
1B+
API calls served
How we build
Six things we will not trade away
One schema is the product
A stock, a pair, a coin and a bond answer with the same fields, so the second asset class costs nothing.
Timestamps are a contract
Every frame carries when it was observed, and a probe checks the contract before each release.
Quality beats coverage
A frozen quote or a fake-fresh timestamp is a defect we treat like an outage.
Say what the data is
Derived, indicative, non-venue market data, stated in the same words on every page.
Releases should be invisible
Streams run behind a gateway and every cutover is watched by an external witness.
Built for agents too
MCP, connectors and pay-per-call, so a model gets a price with as little ceremony as a developer.
The story so far
From one stream to every market
2025
- 2025
The problem
Every product team we knew was paying for a vendor per asset class, each with its own symbols, limits and invoices. The second market was always the expensive one.
- Late 2025
The idea
One API for every market, one schema, honest about what the data is, and built for the agents that were about to start calling APIs themselves.
2026
- Early 2026
The API opens
Crypto streams first, then forex and US stocks join on the same schema and the same key.
- Spring 2026
Every asset class
Indices, ETFs, commodities and bonds arrive, market hours become an API, and the first Asian and Gulf markets go live.
- Summer 2026
Built for agents
A hosted MCP server, assistant connectors and pay-per-call access ship, while a stream gateway makes releases invisible to open sockets.
- Autumn 2026
In the open
Company fundamentals, card checkout, and a public page for every instrument with a delayed chart and the live calls behind it.
What the data is
Derived, indicative, and described that way everywhere
TickerLayer does not connect to trading venues. The market data disclaimer says the same thing on every page.
- 01
Non-venue inputs
OTC activity, contributor pricing and CFD-style references.
- 02
One model
Normalized, mapped and aggregated, with a timestamp on every frame.
- 03
Your product
REST, WebSocket and MCP, the same shape on every asset class.
Questions about coverage, licensing or a plan?
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