Streaming Data Feed

A streaming data feed is a continuous flow of real-time information provided by an exchange to traders. This data typically includes the latest trade prices, current order book depth, and historical volume metrics.

It is the lifeblood of algorithmic trading, as it provides the raw input for automated strategies. Reliable streaming requires low-latency infrastructure and efficient protocols like WebSockets to ensure the data is accurate and up-to-date.

Traders rely on these feeds to monitor their positions, assess market conditions, and trigger execution algorithms. Disruptions in the data feed can lead to severe trading errors, making feed stability a priority for all serious market participants.