Signal decays in seconds. Your data pipeline shouldn't cost you three of them.
Live prices, filings, technical indicators and market news across crypto, equities, forex and commodities, pre-ingested, validated and ranked, so your model acts on the move instead of reading about it after.
GET YOUR API KEYWhat you get from the layer
Fresh enough to trade on
A ten-minute global ingestion cycle with live price and technical analysis means your model reads current market state, not a cached snapshot from the last time someone crawled.
Validated before it's served
Market data acted on blindly is a liability. Quorum validation catches the single bad source before it reaches your model and becomes a position.
One feed instead of six vendors
Prices, filings, technicals and social market signal arrive through one endpoint, replacing a stack of separate market data subscriptions each with its own schema and rate limit.
Where teams put it to work
Trading agents and copilots
Feed autonomous strategies validated live prices and trend signals without building a market data ingestion layer.
Spike and anomaly detection
Temporal trend detection surfaces unusual movement as it develops, rather than after it's already priced in.
Research and analyst assistants
Query filings history, company news and market context semantically instead of maintaining scrapers per source.
Risk and compliance monitoring
Watch news and event flow for exposure to entities in your book, continuously.
Retail fintech products
Give consumer apps current market context without licensing six separate data feeds.
What the endpoint gives you
- Multi-asset coverage
Indices, equities, commodities, forex, crypto
- Live price and technical analysis
Refreshed on the global cycle
- Company filing history
Semantically searchable
- Social market signal
Including market-relevant social flow
- Temporal trend and spike detection
Movement surfaced as it forms
- Quorum validation
Consensus before a fact is served
- Sub-second reranked retrieval
Questions teams ask first
- Is this a replacement for a market data terminal?
- No. Incord serves AI models, not human traders. It's the layer that lets your agent reason over current market state, alongside rather than instead of your execution and terminal stack.
- How fresh is price data?
- Live pricing refreshes on the global ingestion cycle. For strategies where sub-second tick data is the requirement, pair Incord with a direct feed, Incord's role is validated context and signal, not tick-level execution data.
- What does quorum validation mean in practice?
- A fact is confirmed across sources before being served, so one erroneous or manipulated source doesn't propagate into your model's reasoning.
- Which asset classes are covered?
- Global indices, equities, commodities, forex and crypto, plus company filings and market news.
- Can we self-host for compliance reasons?
- Yes, self-hosted and private deployment is supported, relevant for firms that can't route data through third-party infrastructure.
- Is historical data available for backtesting?
- Ingested history is queryable. Confirm depth per asset class with the team before you design a backtest around it.