About

Institutional-grade market data, built for modern infrastructure.

High-frequency market data should not require an enterprise budget or a dedicated infrastructure team. flowsig.io exists to close that gap.

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Every feed is normalized once, so downstream payloads never change shape per venue.

Why we built it

Having engineered real-time trading systems, we know the operational drag of market-data ingestion first hand: fragile websocket connections, inconsistent payload formats and venue-specific edge cases.

The technical problems were solvable. The real friction was access — reliable, low-latency data sat behind pricing models designed for large institutions. We package the same quality of feed without those barriers.

Crypto spotPerpetualsUS equitiesETFsIndexesForex

{
  "symbol": "aapl",
  "market": "synthetic",
  "bestBid": 268.12,
  "bestAsk": 268.15,
  "timestamp": "2026-08-01T00:00:00.000Z"
}

The same payload shape for every asset class, across streaming and historical access.

What we deliver

A unified market-data access layer: real-time quotes, normalized payloads and low-latency endpoints across crypto, equities, ETFs, indexes, forex and derivatives. Disparate exchange formats become one predictable structure, with clear throughput limits and pricing that scales with your usage.

Unified normalization

One consistent schema across every venue and asset class, so integration code never branches per market.

Infrastructure reliability

Built for high uptime and predictable latency, with no payload drift between releases.

Transparent scaling

Published limits and plain pricing. No enterprise negotiation to get a usable quota.

Developer-centric design

Clean REST and WebSocket interfaces, documented end to end and quick to integrate.

Built for

Solo developers and indie traders
Quantitative and systematic desks
Personal finance and portfolio tools
Small to midsize funds
Fintech product teams

Start on the free plan and upgrade when your usage grows. See pricing.