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James Tao

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Handling Order‑Book Level Changes When Pulling Snapshots From Crypto Asset APIs

Handling Order‑Book Level Changes When Pulling Snapshots From Crypto Asset APIs

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3 min read
Dynamically Tune WebSocket Heartbeat Intervals by Network Latency for Python Stock‑Market APIs

Dynamically Tune WebSocket Heartbeat Intervals by Network Latency for Python Stock‑Market APIs

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3 min read
Key integration points for A‑share real‑time Level‑2 API feeds

Key integration points for A‑share real‑time Level‑2 API feeds

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3 min read
Quant lessons: tuning market‑data pipelines for strategy signal generation

Quant lessons: tuning market‑data pipelines for strategy signal generation

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3 min read
Detect & Fix Order‑Book Timing Gaps Between Snapshot and Incremental Updates

Detect & Fix Order‑Book Timing Gaps Between Snapshot and Incremental Updates

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4 min read
Hong‑Kong Stock API: How to ingest real‑time quotes and track live market movements

Hong‑Kong Stock API: How to ingest real‑time quotes and track live market movements

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3 min read
Stock Real‑Time Feeds: How To Preserve Data Integrity With Multiple WebSocket Connections Behind Load Balancers

Stock Real‑Time Feeds: How To Preserve Data Integrity With Multiple WebSocket Connections Behind Load Balancers

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4 min read
Build Adaptive Dynamic Order Book Imbalance Metrics Using Real-Time US Stock Depth Data

Build Adaptive Dynamic Order Book Imbalance Metrics Using Real-Time US Stock Depth Data

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4 min read
A-Share API Data Resumption Timestamps After Volatility Trading Halts

A-Share API Data Resumption Timestamps After Volatility Trading Halts

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4 min read
Sliding Window Pattern to Remove Static Correlation Bias

Sliding Window Pattern to Remove Static Correlation Bias

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3 min read
Lab Notes: Fixing Gold Tick Sequence Gaps for Live Market API Streams

Lab Notes: Fixing Gold Tick Sequence Gaps for Live Market API Streams

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4 min read
Cut Redundant US Stock API Calls With Tiered Caching

Cut Redundant US Stock API Calls With Tiered Caching

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4 min read
Fix Date Boundary Drift in Gold Tick Backtests With UTC Time Zone Standardization

Fix Date Boundary Drift in Gold Tick Backtests With UTC Time Zone Standardization

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4 min read
Detect & Fix Timestamp Rollbacks in Forex Live API Feeds (Python Implementation)

Detect & Fix Timestamp Rollbacks in Forex Live API Feeds (Python Implementation)

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2 min read
Eliminate Time Series Drift: Merge REST Candles and Live WebSocket Ticks Correctly

Eliminate Time Series Drift: Merge REST Candles and Live WebSocket Ticks Correctly

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4 min read
WebSocket Tick Stream Implementation to Build Complete US Stock Time Series

WebSocket Tick Stream Implementation to Build Complete US Stock Time Series

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4 min read
How to Identify & Resolve Holiday-Driven Gaps in Forex API Historical Data

How to Identify & Resolve Holiday-Driven Gaps in Forex API Historical Data

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3 min read
Building a three-tier data pipeline to adjust HK stock prices for share consolidation events

Building a three-tier data pipeline to adjust HK stock prices for share consolidation events

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5 min read
Tagging & Processing Crypto Airdrop Snapshots and Hard Forks in Historical API Market Data

Tagging & Processing Crypto Airdrop Snapshots and Hard Forks in Historical API Market Data

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5 min read
How to Handle Empty Price Levels When Building Order Books From US Stock API Real-Time Ticks

How to Handle Empty Price Levels When Building Order Books From US Stock API Real-Time Ticks

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4 min read
How to Eliminate Duplicates & Missing Minute Bars When Merging Historical Stock Data From Market APIs

How to Eliminate Duplicates & Missing Minute Bars When Merging Historical Stock Data From Market APIs

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4 min read
Build Reliable Gold Data Pipelines: Auto Backfill Missing Tick Via Sequence Validation

Build Reliable Gold Data Pipelines: Auto Backfill Missing Tick Via Sequence Validation

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4 min read
My Production Pipeline for 24/7 Level 2 Market Data Collection

My Production Pipeline for 24/7 Level 2 Market Data Collection

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4 min read
What Data Streams Do You Need to Build a US Stock Order Imbalance Market-Making Strategy?

What Data Streams Do You Need to Build a US Stock Order Imbalance Market-Making Strategy?

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3 min read
Why Do US Stock Minute Bar Backtests Fail to Match Live Trading Results?

Why Do US Stock Minute Bar Backtests Fail to Match Live Trading Results?

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4 min read
How to Stream A-Share Stocks + ETFs Simultaneously With One Python WebSocket Connection

How to Stream A-Share Stocks + ETFs Simultaneously With One Python WebSocket Connection

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3 min read
Build a Stable Pre/Post Market US Stock Ranking Dashboard

Build a Stable Pre/Post Market US Stock Ranking Dashboard

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3 min read
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