In trading and fintech, data latency isn’t just a number — it’s a business risk.
We’ve seen funds, neobanks, and crypto desks losing trades not because their models were wrong, but because their data arrived 100 ms too late.
That’s why real-time market data is no longer a “nice to have.”
It’s infrastructure — just like your cloud, your broker, or your database.
At Finage, we’ve been working on building this backbone for teams who rely on micro-second precision feeds.
⚡ What we learned building low-latency market data APIs
- REST is fine for snapshots — but not for live decisioning.
- WebSockets at 50–80 ms latency outperform most commercial feeds by 3–5×.
- Multi-venue aggregation is useless unless timestamps are consistent across sources.
- Scaling infra is not about “more servers”, it’s about smarter queues and delta compression.
🧩 Quick Example: BTC/USD Real-time Feed
Here’s how easy it is to pull a live quote:
import requests
# REST snapshot
r = requests.get("https://api.finage.co.uk/last/stock/BTCUSD?apikey=YOUR_API_KEY")
print("BTC/USD Snapshot:", r.json())
# WebSocket stream
import websocket, json
def on_message(ws, msg):
print("Tick:", msg)
ws.close()
ws = websocket.WebSocketApp("wss://ws.finage.co.uk", on_message=on_message)
ws.run_forever()
Instant access. No card required.
→ finage.co.uk
🧭 Why this matters
If your infra still depends on delayed or cached feeds, you’re leaving alpha on the table.
Data latency compounds — 50 ms becomes seconds across your pipeline.
We built Finage to remove that bottleneck, so you can build, backtest, and trade on live truth.
🚀 Try it yourself
Instant 3-day free trial, no credit card.
Start testing in under a minute → finage.co.uk
Top comments (0)