Backtesting
Tick history built for trustworthy backtests
High-quality historical market data and stable replay APIs that keep simulations closer to live trading.
Tick-levelHistory granularity
Multi-marketUnified replay
ReproducibleConsistent results
A historical layer ready for backtest engines
From fetch to evaluation, reduce bias from messy data.
01
Deep history
Tick and multi-timeframe candles for common research grains.
02
Stable replay cadence
Time-ordered pulls and bulk export for local or cluster runs.
03
Live-aligned fields
Match realtime schemas to shrink sim-to-prod gaps.
04
Warehouse-friendly
Load into research stores for large parameter sweeps.
Backtest & research scenarios
Quant R&D, strategy factories, and teaching labs.
01
Strategy R&D
Batch-validate signals and sizing rules on shared history.
02
Pre-live simulation
Paper trade and stress test with production-like models.
03
Reproducible research
Pin ranges and versions so team results stay comparable.
Market data coverage
Fetch history for the same asset classes through one API.
Validate strategies on trustworthy history
Get an API key and start wiring tick and candle history.