Stream Market Data in 3 Minutes: Quickstart Guide for Developers

 

If you’re building trading systems, backtesting engines, or real-time analytics tools, fast and reliable market data is the backbone of your workflow.
But integrating market data shouldn’t take days—or force you to navigate outdated docs.

With NxCore, developers can stream full-depth, tick-by-tick market data in minutes, not hours. In this guide, you’ll get a copy-paste-ready setup, so you can start consuming real-time data immediately.

Let’s get you streaming.

What Is NxCore?

NxCore is a tick-by-tick, exchange-level market data API built for performance, speed, and precision.
Developers use it to power:

  • Real-time trading systems
  • Market microstructure research
  • HFT simulations
  • Quant models
  • Market replay tools

If you need high-fidelity, lossless market data, NxCore is built for you.

What You Need Before Starting

You only need three things:

  1. NxCore API access
  2. Your preferred dev environment (Python, C++, .NET)
  3. A sample market data file or live stream

Not ready for a full integration?

Download your free sample data to test instantly: https://www.nxcoredata.com/downloads/NxCoreAPI_SampleApps.zip 

Install the NxCore SDK (1 Minute)

NxCore does not use pip.
 All SDK files, DLLs, headers, and sample projects are included in the downloaded ZIP.

Installation steps (all languages):

  1. Download the ZIP.
  2. Extract it to your preferred directory.
  3. Locate folder:
     NxCoreAPI_SampleApps/
     This includes:

    • /Python
    • /Cpp
    • /DotNet
    • Sample source code
    • DLLs and required libraries
  4. Follow the README notes inside each language folder.

You’re ready to stream!

Stream Your First Market Data in 3 Minutes

Here’s a minimal Python example to get you up and running.

Step 1: Import NxCore

import NxCore

Step 2: Load Library and Connect

if NxCore.LoadNxCore(“NxCoreAPI64.dll”):

NxCore.ProcessTape(“”, 0, 0, 0, OnNxCoreCallback)

Step 3: Subscribe to Tick Events

def OnNxCoreCallback(NxCoreSys, NxCoreMsg):

if NxCoreMsg.MessageType == NxCore.NxMSG_TRADE:

header = NxCoreMsg.coreHeader

symbol = header.pnxStringSymbol.String

timestamp = header.nxExgTimestamp

trade = NxCoreMsg.coreData.Trade

price = NxCore.PriceToFloat(trade.Price,trade.PriceType)

size = trade.Size

print(f”{symbol} |{timestamp.Hour:02d}:{timestamp.Minute:02d}:{timestamp.Second:02d}| {price:.2f} | {size} “)

return NxCore.NxCALLBACKRETURN_CONTINUEResult:

You now have real-time, tick-by-tick market data streaming directly into your application.

Step4: How to Filter & Use Tick Data

Want to track only one symbol? Easy.

NxCore.FilterSymbols(“eAAPL”)

Replay historical data?

NxCore.ProcessTape(“demo.XU.nx2”, 0, 0, 0, OnNxCoreCallback)

NxCore is built to scale from simple scripts to full production trading systems.

Performance Benefits (Why Developers Choose NxCore)

Unlike REST-based APIs, NxCore streams market data using a highly efficient binary protocol:

  • Sub-millisecond latency
  • Consistent tick-by-tick fidelity
  • Lossless historical replay
  • Exchange-level coverage
  • Built for quants, HFT teams, and serious fintech apps

If you’re benchmarking against a web API, the speed difference isn’t subtle—it’s transformational.

Common Use Cases

  • Quants
  • Run faster backtests with accurate microstructure data.
  • Fintech Developers
  • Integrate real-time charts, alert systems, and market dashboards.
  • HFT & Algo Teams
  • Receive every tick, as it happened, with no aggregation.
  • Data Engineers
  • Stream large volumes efficiently without choking your pipeline.

Best Practices for Production

To optimize your NxCore integration:

  • Use async handling for high-volume tick events
  • Stream only the symbols you need
  • Separate data processing from storage
  • Compress historical archives
  • Use NxCore’s built-in batching for heavy loads

A short setup can scale into a full enterprise-grade market data architecture.

Conclusion: You’re Now Streaming Market Data

In under 3 minutes, you:

  • Installed the NxCore SDK
  • Connected to a data stream
  • Subscribed to real-time tick data
  • Built your first live market data handler

Whether you’re building trading apps, quant tools, or real-time dashboards, NxCore gives you the speed, depth, and stability you need.

Want to go deeper? Download your free sample data today and explore the full NxCore ecosystem.