Event-driven
Signal providers and alerting
A signal is only as good as the tick it was computed on. Polling finds the crossing late and sometimes never. TickerLayer streams every update and every market-state change, so your rule engine reacts to the event a trader sees.
Why TickerLayer
Built for this, not adapted to it
Trigger on the tick
Updates arrive as they happen, on a socket a busy day cannot push aside.
Know when the market is away
Halt and resume events, session phases and holiday calendars keep rules honest.
Backfill the gap
One aggregate call returns the bars a restart missed; the previous-bar endpoint knows what has settled.
On one key
The calls behind it
- Stream
forex.trades · commodities.quotes · stocks.status- Phase
GET /markets/status?symbol=US:AAPL- Backfill
GET /stocks/agg/US:AAPL/1/minute/{from}/{to}- Settled
GET /forex/agg/EURUSD/prev?interval=5m
{
"action": "subscribe",
"channels": ["stocks.trades", "stocks.status"],
"symbols": ["US:NVDA", "US:TSLA", "US:AMD"]
}Customer story
The signal service that stopped firing late
Forex and commodities alerts computed on the live tick, kept quiet when a market is paused.
Every tick
reaches the rule engine as it happens
Reserved seat
on the stream through every release
As it trades
the feed, never tuned to flatter a strategy
Frequently asked questions
How many symbols can one socket carry?
Plans define connections and subscriptions per key, and each key keeps a reserved slot so a reconnect after a release always finds room.
Do I get the reason for a halt?
Yes, as a documented TickerLayer reason code, never a raw tape code.
What if my process misses events?
Aggregates fill the gap for the interval you compute on, and the previous-bar endpoint tells you the last candle that is safe to treat as final.
Start with 3,000 free requests
No card, no sales call. Build first, pick a plan when it ships.
Other use cases
- Trading dashboards and chartingEvery candle and every tick, one feed.
- AI agents and copilotsA live price, one tool call away.
- Oracle networks and on-chain dataReference prices you can defend on-chain.
- Fintech and broker appsEvery asset class, one integration.
- Quant research and backtestingHistory that replays the same way twice.