Liquidity Feed Solution

Finxsol offers advanced Liquidity Feed Consulting, allowing you to launch your brokerage & Prop Firm with minimal investment and Multiple Feed options  with added features that deliver even greater value for your business

Introductory Consulting

Technical Setup

Integration
Liquidity Feed, Forex, Crypto, Equities

Forex Liquidity Provider & Multi-Asset Data Feeds | Match-Trade Technologies

Ultimate Liquidity Solution for Forex Brokers

Our strategic partnership with Prime of Prime , regulated Liquidity Providers, gives you direct access to deep multi-asset liquidity with fewer formalities

Seamless Integration

Connect to our liquidity pool through multiple platforms and aggregators for flexible access to 250+ instruments.

Integrated Platforms:
  • MT4, MT5, cTrader, xStation
  • Match-Trader and UTIP platforms
  • OneZero, PrimeXM, Gold-i aggregators
  • FXCubic, Tools for Brokers bridges

Ultra-Fast Technology

Our proprietary matching engine technology ensures low latency execution and reliable B-Book performance.

Technology Advantages:
  • Ultra-fast matching engine technology
  • Low latency data feeds
  • Latency arbitrage resistant
  • Exchange-based Market Depth (VWAP)

Complete Solution

Get everything you need from a single provider with competitive pricing and dedicated support.

Solution Benefits:
  • MT4/MT5 Bridge included at no extra cost
  • Low commission with $1000 minimum monthly fee
  • One point of contact for all needs
  • Digital currency liquidity for 50+ cryptocurrencies

Ultra-Fast Data Feeds for Optimal Execution

Our low latency price streams provide reliable sources for FX, CFD, and digital currency instruments

Multi-Asset Coverage

Access to 250+ instruments including FX, precious metals, indices, and digital currencies

Low Latency Execution

Ultra-fast data feeds ensure minimal execution latency for both A-Book and B-Book models

Market Depth Data

FIX Data Feeds with 5 levels of Market Depth for accurate VWAP execution

Arbitrage Resistant

Our unique pricing model is designed to be latency arbitrage resistant

Multiple Connectivity Options

Data feeds available via FIX or MT4/MT5 unfired protocol

Digital Currency Feeds

Aggregated feed from trusted exchanges including Kraken, Bitfinex, CoinbasePro, and LMAX Digital

Professional Forex Data Feeds | Real-Time Market Data Solutions

Professional Forex Data Feeds

Real-time market data solutions for Forex traders, institutions, and brokers seeking competitive advantage

What Are Forex Data Feeds?

Forex data feeds provide critical real-time market information essential for informed currency trading decisions and analysis. These specialized data streams deliver price quotes, order book depth, and trade volumes directly from liquidity providers, banks, and financial institutions.

Forex data feeds vary significantly in speed, source, and target market—from ultra-fast direct bank feeds for high-frequency trading to aggregated multi-liquidity provider feeds for comprehensive market visibility. Selecting the right feed depends on specific trading strategies, latency requirements, and the type of market data needed for optimal performance.

Speed & Latency

From ultra-low latency feeds to consolidated data streams for different trading styles

Currency Pairs

Comprehensive coverage across majors, minors, and exotic currency pairs

Customization

Tailored solutions for retail traders, institutions, and specialized trading strategies

Ultra-Fast & Low-Latency Forex Feeds

Direct market access for high-frequency and algorithmic Forex trading

Ultra-fast Forex data feeds deliver raw, unaggregated market data directly from liquidity providers with the lowest possible latency. Essential for high-frequency trading (HFT) strategies, these feeds provide immediate order book information and execution capabilities, enabling rapid reactions to currency market changes.

Key Benefits of Low Latency Forex Data

  • Microsecond-level latency for high-frequency Forex trading strategies
  • Direct liquidity access without intermediate processing
  • Complete order book depth for accurate market analysis
  • Cross-connected infrastructure for optimal performance
  • Essential for arbitrage and algorithmic trading strategies

Available Ultra-Fast Forex Feed Options

Feed Name Market Latency Best For
LMAX FIX Feed UK/US < 5ms High-frequency Forex trading
BridgeFeed Pro Global < 10ms Algorithmic currency trading

Liquidity & Aggregated Forex Feeds

Comprehensive market view from multiple liquidity sources

Multi-liquidity provider Forex feeds aggregate data from numerous sources to offer a comprehensive market view with best available prices. This aggregation helps traders achieve superior execution quality by identifying optimal bid/ask spreads and deeper liquidity pools across major currency pairs.

Advantages of Aggregated Forex Feeds

  • Consolidated view of multiple liquidity pools
  • Improved price discovery and best execution
  • Enhanced liquidity access for larger order sizes
  • Reduced market impact for institutional orders
  • Simplified analysis through consolidated data streams

Available Aggregated Forex Feed Options

Feed Name Type Speed Features
BridgeFeed Forex Multi-LP Aggregated 500-1000 ticks/second Tiered options (All-in-One, Premium, Standard)
LMAX FIX Forex High-speed FIX 200-1000 TPS FIX protocol implementation
BJF Forex Feed LD Aggregated High-speed Aggregated liquidity data

Supported Forex Liquidity Providers

Tier 1 Banks Institutional LPs ECN Networks Regional Experts Market Makers

Market-Specific Forex Feeds

Tailored data solutions for specific currency pairs and regions

Market-specific Forex data feeds deliver tailored information for particular currency pairs, regional markets, or trading sessions. Essential for traders focusing on specific Forex markets, these feeds provide precise, relevant data that broader feeds might miss, ensuring optimal strategies for unique market dynamics.

Benefits of Specialized Forex Data

  • Precision-tuned for specific currency pair characteristics
  • Regional market expertise built into data delivery
  • Optimized for specific trading sessions (Asian, European, US)
  • Specialized exotics and emerging markets coverage
  • Redundant data streams for critical market coverage

Available Market-Specific Forex Feeds

Feed Name Market Focus Features Supported Platforms
FXPro Premium Feed Major Pairs Low-latency, high precision MT4, MT5, cTrader
Darwinex Forex Feed UK/European Pairs Reliable, live data Specialized integration
Asian Session Focus Asian Pairs Yen crosses, AUD, NZD All major platforms
Exotics Specialist Exotic Pairs Emerging market currencies Custom integration

Institutional & Bank Forex Feeds

Robust data solutions for large financial institutions

Bank and institutional Forex feeds serve large financial entities with robust, high-volume data directly from tier-1 banks and major liquidity providers. These feeds support sophisticated trading systems and integration with proprietary software, ensuring deep liquidity access and precise pricing for institutional Forex trading.

Institutional-Grade Forex Data Features

  • Direct connectivity to tier-1 liquidity providers
  • High-volume data handling capabilities
  • Advanced risk management data sets
  • Customizable data delivery formats
  • Dedicated infrastructure and support

Available Institutional Forex Feed Options

Feed Name Provider Type Status Integration Options
NHP Forex Feeds LD Tier 1 Bank Available Ready for NHT/NHP software/external integration
Liquidity Provider (LP) Feeds Direct LP Connectivity Under Development UK/US markets, proprietary integration
Bank Channel Direct Tier-1 Bank Alliance Available White label solutions

Forex Data Feed Comparison Guide

Choosing the Right Forex Data Feed

Selecting the appropriate Forex data feed depends on your trading strategy, technical requirements, and budget considerations. The following comparison will help you identify the optimal solution for your specific needs.

Forex Data Feed Comparison Table

Feed Type Best For Latency Cost Level Infrastructure Needs
Ultra-Fast Bank Feeds HFT, Algorithmic Trading Microseconds High Colocation, Direct Connectivity
Multi-LP Aggregated Feeds Best Execution, Price Improvement Low Milliseconds Medium-High Robust Trading Infrastructure
Market-Specific Feeds Specialized Strategies, Regional Focus Variable Medium Standard Trading Setup
Institutional Feeds Banks, Large Institutions Low Milliseconds High Enterprise Infrastructure
Retail Feeds Individual Traders, Small Offices Milliseconds Low Standard Internet Connection

Technical Integration Guidance

Our technical team provides comprehensive integration support for all Forex data feed types, including:

  • API documentation and code samples
  • Protocol specifications (FIX, REST, WebSocket)
  • Latency optimization guidance
  • Redundancy and failover configuration
  • Performance monitoring setup

Implementation & Integration

Technical Requirements

  • Stable internet connection with low latency
  • Adequate processing power for data handling
  • Sufficient storage for historical data (if required)
  • Compatible trading platform or custom software
  • Security infrastructure for data protection

Integration Options

  • Direct API integration (REST, WebSocket, FIX)
  • Pre-built connectors for popular trading platforms
  • Custom development services
  • Cloud-based data delivery solutions
  • On-premises deployment options

Support & Maintenance Services

Technical Support

24/7 technical assistance for feed integration and troubleshooting

Performance Monitoring

Continuous monitoring of data quality, latency, and uptime

Upgrade Management

Proactive management of protocol changes and exchange updates

Custom Development

Tailored solutions for specific data requirements and workflows

Professional Crypto Liquidity Feeds | Real-Time Cryptocurrency Market Data

Advanced Crypto Liquidity Feeds

Comprehensive cryptocurrency market data solutions for traders, institutions, and exchanges

What Are Crypto Liquidity Feeds?

Crypto liquidity feeds provide comprehensive real-time and historical cryptocurrency market data essential for informed trading decisions, quantitative analysis, and algorithmic strategies. These specialized data streams deliver tick-by-tick order book data, trade information, and market metrics directly from major cryptocurrency exchanges and liquidity providers.

Our cryptocurrency market data API offers unparalleled access to both spot exchanges data and derivatives exchanges data, providing granular order book updates, historical tick data, and real-time market microstructure data for quantitative trading and backtesting purposes.

Real-Time Data

WebSocket market data streams with tick-by-tick order book updates and trades data

Historical Data

Comprehensive historical tick data and CSV market data for backtesting and research

Advanced Metrics

Open interest data, funding rates data, liquidations data, and options chains data

Real-Time Crypto Market Data

WebSocket market data feeds with tick-by-tick precision

Our real-time cryptocurrency market data feeds deliver high-frequency crypto data with millisecond latency, providing traders and algorithms with the market microstructure data needed to make informed decisions. The WebSocket market data API offers seamless integration with any trading system.

Real-Time Data Features

  • Tick-by-tick order book data with Level 2 depth updates
  • Real-time trades data with millisecond timestamps
  • Granular order book updates for precise market reconstruction
  • WebSocket API with automatic reconnection and failover
  • Raw tick data for high-frequency trading strategies

Available Real-Time Data Options

Data Type Update Frequency Latency Best For
Order Book L2 Updates Real-time < 10ms Market making, arbitrage
Trade Data Stream Real-time < 5ms Quantitative analysis, algo trading
Funding Rates Every minute < 1s Derivatives trading, basis trading
Liquidations Data Real-time < 500ms Volatility trading, risk management

Historical Crypto Data

Comprehensive historical tick data for backtesting and research

Our historical cryptocurrency market data provides complete tick-by-tick order book snapshots and trade history for quantitative research, strategy development, and backtesting. Access years of high-frequency crypto data with precise timestamps and complete market depth information.

Historical Data Features

  • Historical tick data with nanosecond precision
  • Order book snapshots at customizable intervals
  • Complete trade history with side identification
  • CSV market data exports for easy analysis
  • Historical data replay for accurate backtesting

Available Historical Data Options

Data Type Time Depth Format Applications
Full Order Book History 2+ years Parquet/CSV Market microstructure research
Trade Tick Data 5+ years Parquet/CSV Backtesting, strategy development
Funding Rate History 3+ years CSV/JSON Basis trading analysis
Liquidations History 2+ years CSV/JSON Volatility modeling

Supported Data Formats

WebSocket API REST API CSV Export Parquet Files JSON Lines FIX Protocol

Exchange Coverage

Comprehensive data from major cryptocurrency exchanges

We provide extensive coverage of both spot exchanges data and derivatives exchanges data from all major cryptocurrency trading venues worldwide. Our normalized data format ensures consistency across different exchanges, making it easier to develop multi-venue trading strategies.

Supported Exchange Types

  • Spot exchanges with fiat and crypto trading pairs
  • Derivatives exchanges with perpetual swaps and futures
  • Options exchanges with various contract types
  • Decentralized exchanges (DEXs) with on-chain data
  • OTC desks and dark pools with aggregated liquidity

Major Supported Exchanges

Exchange Type Data Available Status
Binance Spot & Derivatives Full order book & trades Live
Coinbase Spot Full order book & trades Live
Kraken Spot & Futures Full order book & trades Live
FTX Derivatives Order book, trades, options Historical
Deribit Options & Futures Options chains, order book Live
Bybit Derivatives Order book, trades, funding Live

API & Integration

Seamless integration with your trading infrastructure

Our market data API is designed for easy integration with various trading systems, research platforms, and analytical tools. We provide comprehensive documentation, code samples, and client libraries to accelerate your development process.

API Features

  • WebSocket API for real-time data streaming
  • REST API for historical data access
  • Python market data library for quantitative research
  • Node.js market data library for application development
  • FIX protocol support for institutional integration
  • Normalized data format across all exchanges

API Usage Examples

Use Case Recommended API Data Type Client Library
High-frequency trading WebSocket Raw tick data Python, C++
Backtesting REST Historical tick data Python, Node.js
Real-time dashboard WebSocket Order book updates JavaScript, Python
Research & analysis REST CSV market data Python, R

Code Example: Python Client

# Import our Python market data library
from cryptodata import CryptoDataClient

# Initialize client with API key
client = CryptoDataClient(api_key="your_api_key")

# Fetch historical tick data
historical_data = client.get_historical_data(
  exchange="binance",
  symbol="BTC/USDT",
  start_time="2023-01-01",
  end_time="2023-01-02",
  data_type="trades"
)

# Stream real-time order book data
def orderbook_handler(msg):
  # Process order book update
  print(f"Received update: {msg}")

client.subscribe_orderbook(
  exchange="coinbase",
  symbol="ETH/USD",
  callback=orderbook_handler
)

Use Cases

Applications for crypto trading data across different domains

Quantitative Trading & Algorithmic Strategies

Our high-frequency crypto data feeds power sophisticated quantitative trading strategies, market making algorithms, and arbitrage systems across multiple cryptocurrency exchanges.

Statistical Arbitrage

Identify and exploit pricing inefficiencies across markets

Market Making

Provide liquidity using real-time order book data

Trend Following

Develop algorithms based on historical price patterns

Backtesting & Research

Access comprehensive historical tick data for rigorous backtesting of trading strategies, academic research, and market microstructure analysis.

Strategy Development

Test and refine trading algorithms with historical data

Academic Research

Conduct studies on market efficiency and price discovery

Risk Modeling

Develop risk management frameworks using historical volatility

Risk Management & Analytics

Monitor market conditions, assess exposure, and manage risk with real-time data on liquidations, funding rates, and open interest across derivatives markets.

Portfolio Monitoring

Track positions and exposure across multiple exchanges

Liquidation Risk

Monitor market conditions for potential liquidation events

Volatility Analysis

Measure and predict market volatility for options pricing

Crypto Data Feed Comparison

Choosing the Right Crypto Data Feed

Selecting the appropriate cryptocurrency market data feed depends on your trading strategy, technical requirements, and budget considerations. The following comparison will help you identify the optimal solution for your specific needs.

Crypto Data Feed Comparison Table

Feed Type Best For Latency Cost Level Infrastructure Needs
Real-Time WebSocket HFT, Algorithmic Trading Milliseconds High Low-latency infrastructure
REST API Research, Backtesting Seconds Medium Standard servers
Historical Data Downloads Academic Research, Analysis Batch processing Low-Medium Storage capacity
FIX Protocol Institutional Integration Milliseconds High FIX infrastructure

Technical Integration Guidance

Our technical team provides comprehensive integration support for all crypto data feed types, including:

  • API documentation and code samples
  • Protocol specifications (WebSocket, REST, FIX)
  • Latency optimization guidance
  • Redundancy and failover configuration
  • Performance monitoring setup
  • Python and Node.js library support
Professional Stocks & Equities Data Feeds | Real-Time Market Data API

Advanced Stocks & Equities Data Feeds

Comprehensive stocks data feed solutions with real-time stock API, historical market data, and institutional-grade financial data API

99.99% Uptime Guarantee

Enterprise-Grade Stocks Data Feed

Our stocks data feed provides comprehensive real-time and historical market data API access for equities, ETFs, mutual funds, and indices. We democratize financial data by offering institutional-grade technology with petabyte-scale analytics capabilities to traders, analysts, and developers worldwide.

With over 30+ years historical data, real-time data streams, and comprehensive fundamental data, our financial data API delivers the most powerful stock API experience available. We provide clean and standardized data from global markets, processed through advanced machine learning algorithms for accuracy and consistency.

Real-Time Data

Real-time stock API with WebSocket for stocks and RESTful APIs

Historical Data

30+ years historical market data with tick-level precision

Fundamental Data

Financial statements, analyst's estimates, and KPIs data

Democratizing Financial Data

Enterprise-grade technology accessible to all

Most Powerful Stock API

Access to comprehensive financial data across global markets with institutional-grade data quality and coverage.

Scalable API Infrastructure

High availability RESTful API and WebSocket API designed for petabyte-scale analytics and enterprise workloads.

Global Markets Data

Comprehensive coverage of US market data, LSE data (London Stock Exchange), and exchanges worldwide.

Clean & Standardized Data

Machine learning algorithms process raw data into clean, normalized formats for accurate analysis.

Real-Time Stocks Data API

WebSocket for stocks and real-time RESTful APIs

Our real-time stock API delivers low-latency market data with institutional-grade quality. Whether you need WebSocket for stocks for streaming data or RESTful APIs for request-response interactions, our scalable API infrastructure ensures high availability and performance.

Real-Time Data Features

  • Real-time quotes and trades with millisecond timestamps
  • Depth of book data (Level 2 market data)
  • WebSocket API for streaming real-time updates
  • RESTful API for synchronous data requests
  • Global coverage across major exchanges
  • 99.99% uptime SLA for enterprise clients

Real-Time Data Options

Data Type Update Frequency Latency Protocol
Real-Time Quotes Streaming < 100ms WebSocket, REST
Depth of Book (L2) Streaming < 250ms WebSocket
Last Sale Ticks Streaming < 50ms WebSocket, REST
Indices Data 1-second < 1s WebSocket, REST

Historical Market Data

30+ years of tick-level data and end-of-day data

Access comprehensive historical market data with over 30+ years of depth for backtesting, research, and analysis. Our database includes tick-level data for recent years and end-of-day data for extended historical analysis, all available through our flexible APIs.

Historical Data Coverage

  • 30+ years historical data for US equities
  • Tick-level data for past 5+ years
  • End-of-day data since 1990
  • Global indices historical data
  • Corporate actions and dividends history
  • ETFs and mutual funds historical pricing

Historical Data Options

Data Type Time Depth Granularity Format
Tick Data 5+ years Tick-by-tick CSV, JSON, Parquet
Minute Bars 10+ years 1-minute CSV, JSON, Parquet
Hourly Bars 20+ years 1-hour CSV, JSON, Parquet
Daily Bars 30+ years 1-day CSV, JSON, Parquet

Fundamental Data & Alternative Data

Financial statements, analyst's estimates, and unique datasets

Our fundamental data offering includes comprehensive financial statements, analyst's estimates, and unique alternative data sources like ESG data, congressional trading data, news sentiment, and social media sentiment. These datasets provide deeper insights into company performance and market trends.

Fundamental Data Coverage

  • Financial statements (10-K, 10-Q, 8-K)
  • Analyst's estimates and recommendations
  • Revenue segments and KPIs data
  • Dividends data and corporate actions
  • Company ownership data
  • Insider transactions
  • Earnings call transcripts

Alternative Data Sources

  • ESG Data (Environmental, Social, Governance)
  • Congressional Trading data
  • News sentiment analysis
  • Social media sentiment metrics
  • Supply chain information
  • Geolocation data for retail traffic
  • Credit card transaction data

Supported Data Types

Financial statements Analyst's Estimates ETFs data Mutual Funds data Indices data Forex API Crypto API Technical Analysis API Earnings call transcripts News sentiment Social media sentiment ESG Data Congressional Trading data Corporate bonds data Dividends data Revenue segments KPIs data Company ownership data Insider transactions

Global Markets Coverage

Comprehensive data from exchanges worldwide

We provide extensive coverage of global markets, including US market data, LSE data (London Stock Exchange), and dozens of other exchanges worldwide. Our normalized data format ensures consistency across different markets and instruments.

Market Coverage

  • US Markets (NYSE, NASDAQ, AMEX)
  • London Stock Exchange (LSE) and other European markets
  • Asian exchanges (Tokyo, Hong Kong, Shanghai)
  • Canadian and Australian markets
  • Emerging markets coverage
  • Global indices and ETFs

Exchange Coverage Examples

Exchange Region Data Available History
NYSE United States Real-time, Historical, Fundamental 30+ years
NASDAQ United States Real-time, Historical, Fundamental 30+ years
LSE United Kingdom Real-time, Historical, Fundamental 25+ years
TSE Japan Real-time, Historical, Fundamental 20+ years
HKEX Hong Kong Real-time, Historical, Fundamental 20+ years

API Access & Integration

Flexible APIs for every use case

Our market data API offers multiple integration options to suit different use cases and technical requirements. From RESTful APIs for simple integrations to WebSocket for real-time streaming, we provide the tools needed to access our comprehensive financial data.

API Options

  • RESTful API for synchronous data requests
  • WebSocket API for real-time data streaming
  • FIX protocol for institutional integration
  • Python and JavaScript client libraries
  • Bulk data downloads for historical research
  • Free stock API tier for development and testing

Code Example: Python Integration

# Import our financial data API library
from financialdata import FinancialDataClient

# Initialize client with API key
client = FinancialDataClient(api_key="your_api_key")

# Get real-time quote
quote = client.get_quote(symbol="AAPL")
print(f"AAPL Price: ${quote.price}")

# Get historical data
historical_data = client.get_historical_data(
  symbol="MSFT",
  start_date="2023-01-01",
  end_date="2023-12-31",
  interval="1d"
)

# Get fundamental data
fundamentals = client.get_fundamentals(symbol="TSLA")
print(f"TSLA Market Cap: ${fundamentals.market_cap}")

# WebSocket real-time streaming
def quote_handler(quote_data):
  print(f"Real-time update: {quote_data}")

client.subscribe_quotes(["AAPL", "MSFT", "GOOGL"], quote_handler)

API Rate Limits & Access Tiers

Plan Requests/Minute WebSocket Connections Historical Depth Support
Free Tier 50 1 1 year EOD Community
Developer 200 5 5 years EOD Email
Professional 1000 20 Full EOD + 1 year tick Priority
Enterprise Unlimited Unlimited Full historical Dedicated

Use Cases

Applications for stocks data across industries

Algorithmic Trading & Quantitative Research

Our high-quality stocks data feeds power sophisticated algorithmic trading strategies, quantitative research, and backtesting systems for hedge funds, proprietary trading firms, and individual quants.

Strategy Backtesting

Test trading algorithms with 30+ years of historical data

Execution Algorithms

Implement smart order routing with real-time market data

Signal Generation

Develop predictive models using alternative data sources

Investment Research & Analysis

Fundamental analysts, portfolio managers, and investment researchers use our data for deep company analysis, valuation modeling, and investment decision support.

Company Valuation

Build DCF models with historical financial statements

Sector Analysis

Compare companies within sectors using standardized data

Portfolio Construction

Optimize portfolios with correlation and risk analytics

FinTech Applications

FinTech companies use our APIs to power investment apps, robo-advisors, financial dashboards, and personal finance management tools.

Wealth Management

Build robo-advisor platforms with institutional data

Mobile Trading

Create trading apps with real-time data and news

Financial Education

Develop educational platforms with market data

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