Solutions

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

Capabilities

A historical layer ready for backtest engines

From fetch to evaluation, reduce bias from messy data.

Deep history

Tick and multi-timeframe candles for common research grains.

Stable replay cadence

Time-ordered pulls and bulk export for local or cluster runs.

Live-aligned fields

Match realtime schemas to shrink sim-to-prod gaps.

Warehouse-friendly

Load into research stores for large parameter sweeps.

Use cases

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.

Keep exploring

More solutions

Ready to build

Validate strategies on trustworthy history

Get an API key and start wiring tick and candle history.