Sub-100ms latency
From exchange print to your strategy's event handler, median end-to-end latency sits below 100ms on standard broadband connections in Central Europe, including from Ptuj.
Live Market Data
Is Your Strategy Running on Stale Prices?
Practice of Boston routes institutional-grade tick data directly into your strategy engine — so your automation reacts to the market as it actually is.
Tick-by-Tick Feeds Across Multiple Asset Classes
Most retail terminals aggregate price updates into one-second or even five-second bars, which means your strategy is reacting to data that's already old. Practice of Boston connects to direct market feeds that stream at the tick level — every bid, every ask, every trade print — with a median latency under 100 milliseconds from source to your strategy logic. We support equities, FX pairs, index futures, and select crypto instruments through a unified feed interface. You don't configure separate connections for each asset class; the terminal handles normalization and delivers a single, consistent data format to your strategy rules regardless of the underlying instrument.
How the Data Pipeline Works
On connection, the terminal authenticates your session against your licensed data entitlements and begins streaming. Incoming ticks are timestamped at receipt, buffered in a lock-free ring queue, and dispatched to active strategy threads in the order they arrived. There is no artificial throttle applied to your feed — if the market is printing 800 ticks per second in a volatile open, your strategy sees all 800. The same feed drives the live chart overlays in the slate-professional dashboard, so what you see on screen and what your strategy acts on are always the same numbers, from the same source, at the same moment.
What You Get with Live Market Data
Unified multi-asset feed
Equities, FX, futures, and crypto delivered through one normalized interface — no per-asset SDK, no separate subscriptions to manage, no format mismatches to debug.
Historical tick archive
Every tick your terminal receives is archived locally and available for replay in the backtesting engine — so your simulations run on the exact same data your live strategies use.
“Switching from a broker's REST API to Practice of Boston's live feed felt like going from dial-up to fiber. My scalping strategy stopped getting whipsawed by stale quotes in the first week of use. I ran a direct comparison over 20 trading sessions — fill quality improved noticeably on both entries and exits.”
Maja Bernik, equities day trader, Maribor
Run Your Strategy on Real Market Data
Sign up and connect your first live feed today — or replay historical ticks in the backtesting engine first.
See Pricing