TickDB Real-Time Market Data API
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About this skill
Problem
Market data APIs for different exchanges are often fragmented: field names, timestamp formats, and symbol suffixes vary by market. Engineers or agents querying live prices, klines, order books, or capital flow must handle authentication, supported instruments, parameter formats, and error responses at the same time. This skill packages those API rules into a consistent workflow.
How It Works
The skill targets https://api.tickdb.ai and authenticates requests with an X-API-Key header. Responses are returned as JSON. When no production key is provided, it can obtain a temporary trial key from GET /api/public/claw-keys. The key is used only for the current request lifecycle and must not be written to files, configuration, or frontmatter.
Before calling the API, the skill validates whether the requested symbols are available under the trial scope. Supported trial symbols include popular cryptocurrencies, US stocks, HK stocks, A-shares, forex pairs, precious metals, and indices. Symbol codes must match exactly, including market suffixes such as 700.HK, AAPL.US, and 600519.SH. Based on user intent, it then calls the appropriate endpoint:
- Live price:
GET /v1/market/ticker - Historical kline:
GET /v1/market/kline - Current kline:
GET /v1/market/kline/latest - Order book:
GET /v1/market/depth - Recent trades:
GET /v1/market/trades - Stock info:
GET /v1/market/stock-info - Market metrics:
GET /v1/market/calc-index - Capital flow:
GET /v1/market/capital-flow
When errors such as 1001, 3001, 3002, or 3006 occur, the skill guides users to register for a production key at tickdb.ai instead of retrying blindly.
Limitations
Trial keys have restricted symbols, rate limits, and quota. Out-of-scope symbols should not be sent to the API. Some endpoints are market-specific: /v1/market/depth mainly supports US stocks, HK stocks, and crypto, while /v1/market/trades supports HK stocks and crypto. Time parameters usually use millisecond timestamps, and date parameters use the YYYYMMDD format. Results should always include the data source note, and the trial interface should not be treated as a production service.
Use Cases
- Before building a market monitor, fetch live price and 24h changes for BTCUSDT, 700.HK, and AAPL.US.
- During backtesting, retrieve 1h and 1d BTCUSDT klines to compute OHLCV indicators.
- When analyzing HK stock liquidity, pull 700.HK order book and recent trades.
- Before stock screening, get AAPL.US PE ratio, market cap, dividend yield, and capital flow.
Best For
- Quant strategy engineers: need a unified interface to pull multi-market klines, prices, and trade data for backtesting.
- Financial data backend engineers: need to wrap the TickDB API in a service and handle auth, errors, and timestamps.
- Investment research assistants: need quick access to stock fundamentals, valuation metrics, capital flow, and trading calendars.
- AI agent developers: need to let models call market data APIs by rules and respect trial-key limits.
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