Guide
Market-data APIs underpin trading terminals, quant stacks, and AI agents. This guide covers REST vs WebSocket, multi-market integration, and how TIQEX endpoints map to real fields.
Use REST for on-demand snapshots and candle backfill; use WebSocket for continuous ticks. In TIQEX, quote/kline are REST and live data uses /api/v1/market/stream. Do not replace streaming with aggressive REST polling in production.
Reuse the succ/data envelope and similar OHLCV shapes. US equities use equity/*; CN/HK use cn/hk/kline; crypto uses crypto/*; multi-market short codes can use /market/quote.
Send X-API-Key on every request. Failures return succ/msg/code; trace with X-Request-Id. Honor Retry-After on 429. Quotas vary by plan; stream handshake is billed once.
Confirm market entitlements, align calendars, keep backtest fields aligned with live ticks, alert on INVALID_SYMBOL / RATE_LIMIT_EXCEEDED / UPSTREAM_UNAVAILABLE, and document reconnect strategy.
Continue with the Python or WebSocket guides, or open /docs/api/quote and /docs/api/stream for parameter tables, response fields, and code samples.