The problem with polling market data

If you’ve ever tried to fetch live US stock prices using REST APIs, you know the struggle: rate limits kick in when you need data the most, and the time between requests creates blind spots. For tick-by-tick analysis — like detecting volume spikes or order-flow imbalances — polling just doesn’t cut it.

Real-time push with WebSocket

WebSocket lets the server push every trade directly to you, eliminating polling delays and rate limits. I recently built a real-time tick feed for hot US stocks using Python and a WebSocket API. The data provider I used (AllTick) delivers each trade as a JSON object with symbol, price, and volume — super easy to parse.

Let’s see the code

Here’s the simplest version to get you started:

import websocket import json

def on_message ( ws , message ): data = json .…