Solutions for brokers
Market data feed for forex and CFD brokers
FinaQuotes is a market data feed for forex and CFD brokers: one connection that brings seven asset classes into your trading platform. You get two-sided bid/ask on forex, spot metals and US stocks, last price on crypto, indices, commodities and bonds, OHLC candles in nine timeframes, WebSocket and REST delivery, HMAC keys per client and redundant sources with automatic fallback. We supply prices for display and charting, not liquidity or execution.
Data, not liquidity
Brokers looking for a quote provider often land on liquidity providers, and the other way round. It helps to be clear early about which side of the stack we are on.
What FinaQuotes does
- Delivers real-time quotes for display in your trading platform, web terminal and client area.
- Builds OHLC candles in nine timeframes, from 1m to 1MN, all in UTC.
- Serves candle history and the instrument catalog over REST.
- Maps every instrument into one schema and one symbol format.
- Watches every instrument for silence and switches sources when one fails.
What FinaQuotes does not do
- Execute trades or route orders.
- Act as a counterparty or provide liquidity.
- Hold client funds or touch your accounts.
- Give investment advice, signals or recommendations.
If you need a liquidity provider, you will need one in addition to us. The feed covers the other half of the job: prices that look right on screen and charts that agree with them.
What a broker gets
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One connection, seven asset classes
US and international stocks, crypto, forex, metals, commodities, indices and government bonds arrive over the same stream in the same shape. See coverage.
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Quotes that match the market
Two-sided bid/ask on forex, spot metals and US stocks. Last price on crypto, international stocks, indices, commodities and bonds.
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Candles in nine timeframes
1m, 5m, 15m, 30m, 1H, 4H, 1D, 1W and 1MN. The base is 1m, higher timeframes are aggregated from it. Stock candles follow the hours of the listing exchange, daylight saving included.
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History for your charts
Years of daily history and months of intraday over REST, so a chart opens with context from day one. Details on the historical data page.
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WebSocket and REST, keys per client
A tick stream over WebSocket with HMAC authentication, REST for history, the catalog and logos. Each client gets its own keys. No per-message billing on the stream.
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Redundant sources
Several independent sources per asset class with automatic fallback, a 99.9 % uptime target and alerts on silent instruments. More on reliability.
How the connection works
There is no self-serve checkout for the feed. Every broker setup starts with a short conversation, and we reply to requests within one business day.
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Request
Send the form with your platform type, the asset classes you need and the environments you plan to connect: staging, production, or both.
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Instrument set and symbols
We agree the list of instruments and map our symbols to the naming your platform already uses, so the instrument settings on your side can stay as they are.
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Test access
You get test keys and connect a staging environment. Your team checks prices, candles, trading hours and reconnects against the documentation.
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Production and monitoring
Production keys go live. From then on we monitor every instrument for silence and every source for health, and changes to your set go through the same contact.
What is included
Every class comes through the same connection and the same schema. The table shows what each one carries.
| Asset class | Quote type | Mode | Candles and history |
|---|---|---|---|
| Forex: major and cross pairs | Bid/ask | Real time | 9 timeframes; years of daily, months of intraday |
| Metals | Bid/ask on spot metals | Real time | 9 timeframes; years of daily, months of intraday |
| US stocks: S&P 500 and Nasdaq-100 constituents | Bid/ask and last trade | Real time, trades and quotes | 9 timeframes, exchange hours only |
| International stocks | Last price | Delayed about 15 minutes | 9 timeframes, exchange hours only |
| Crypto: top coins by market cap | Last price | Real time | 9 timeframes; years of daily, months of intraday |
| Indices | Last price | Real time | 9 timeframes; years of daily, months of intraday |
| Commodities | Last price | Real time | 9 timeframes; years of daily, months of intraday |
| Government bonds | Last price | Real time | 9 timeframes; years of daily, months of intraday |
History depth by timeframe: daily candles go back several years, hourly about two years, 5m to 30m about 60 days, 1m up to 180 days. All times are UTC. The full list is in the instrument catalog.
Who it is for inside a brokerage
A feed decision usually involves three people. Each of them asks different questions.
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CTO and tech lead
Protocols, latency and fallback. WebSocket with HMAC for the stream, REST for history. Ticks leave us within a fraction of a second after we receive them. Start with the docs.
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Product
Coverage and the website. One feed covers the instruments in your platform, and the same prices can go on your site through Pro widgets without a third-party credit.
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Compliance
Data use and delays. Delays are stated per class. See the data policy, how keys and access work in security, and monitoring in reliability.
Latency, uptime and what happens on failure
A tick is delivered to your connection within a fraction of a second after it reaches FinaQuotes. The network path between your servers and ours adds to that, so for the closest numbers test from the region where your platform runs.
Prices are aggregated from multiple institutional and exchange data sources and normalized by FinaQuotes. Each asset class has more than one independent source. When one goes quiet or starts sending prices that do not fit the market, the feed falls back to another automatically. Your keys, symbols and code stay the same.
We work to a 99.9 % uptime target and watch every instrument for silence: if a symbol stops updating during its trading hours, we get an alert before your clients notice.
How pricing works
The feed is priced by what you take: asset classes, the size of the instrument set and the number of connections. There is no public price list and no per-request billing on the stream. The factors are explained on the pricing page, and a quote comes after the first conversation.
Questions brokers ask
Can we connect the feed to our existing trading platform?
Yes, through an adapter on your side or ours. The feed speaks WebSocket for the tick stream and REST for history, so an adapter subscribes to the instruments you need and passes ticks to the platform. During onboarding we map symbols to the naming you already use. The protocol is in the docs.
What latency should we expect?
Sub-second: a tick reaches your connection within a fraction of a second after FinaQuotes receives it, plus the network path to your servers. International stocks are the exception and come with a delay of about 15 minutes, which is stated in the catalog.
What happens if a data source fails?
The feed falls back to another source automatically. Every asset class has more than one independent source, so your connection, keys and symbols stay the same. We also alert on instruments that go silent during trading hours. Details are on the reliability page.
Can we limit the feed to a specific set of instruments?
Yes. The instrument set is agreed with each client, and you can add or remove instruments later as your platform grows. A smaller set also keeps the price lower.
How much does the feed cost?
The price depends on the set you take: asset classes, instruments and connections. There is no public price list. Send a request and we reply within one business day; what shapes the quote is on the pricing page.
Request a test feed for your platform
Tell us your platform type, the asset classes you need and how many environments you plan to connect. We reply within one business day with next steps and test access.