TickAtlas

Backtesting Data API — OHLCV + Indicators, 1000 Bars

GET /v1/ohlc returns up to 1000 historical candles. Pair it with /v1/indicator/history to backtest indicator-driven strategies without rolling your own data store.

No credit card. $2.50 PAYG credit on sign up.

EURUSD H1 — 500 bars + equity curve
BACKTEST · EURUSD H1 · 500 bars Sharpe 1.84 · WR 58% EQUITY CURVE +12.4% -3.2% DD $10,000 start $11,240
Equity: +12.4% · Drawdown: -3.2% Backtest Updated 2s ago

One Request. Instant Data.

REQUEST
curl -X GET \
  "https://tickatlas.com/v1/ohlc?symbol=EURUSD&timeframe=H1&bars=500" \
  -H "X-API-Key: YOUR_API_KEY"

Why Use TickAtlas?

Pre-Calculated, Sub-100ms

Indicator values are computed server-side on every new candle. Your app queries the result — no TA library, no candle history needed.

7 Timeframes

M1, M5, M15, M30, H1, H4, D1 — the same endpoint serves scalpers and position traders alike.

Forex, Crypto, Commodities

EURUSD, GBPUSD, XAUUSD, BTCUSD, USDJPY — data available for all symbols active on connected broker terminals.

Plug into any stack

  • ChatGPT Custom GPTs
  • Claude Tools
  • Python / pandas
  • Node.js
  • Discord bots
  • Slack webhooks
  • n8n
  • Zapier
  • Google Sheets

Python Backtesting Example

Python + pandas
import requests, pandas as pd

r = requests.get(
    "https://tickatlas.com/v1/ohlc",
    headers={"X-API-Key": "YOUR_API_KEY"},
    params={"symbol": "EURUSD", "timeframe": "H1", "bars": 500},
)
df = pd.DataFrame(r.json()["bars"])
df["t"] = pd.to_datetime(df["t"])
df = df.set_index("t").astype(float)

# returns: 500-row OHLCV DataFrame ready for vectorbt/backtrader
JSON Response
{
  "success": true,
  "symbol": "EURUSD",
  "timeframe": "H1",
  "bars": [
    { "t": "2026-03-29T13:00:00Z",
      "o": 1.0820, "h": 1.0840,
      "l": 1.0815, "c": 1.0838,
      "v": 12450 }
  ]
}
cURL
curl -X GET   "https://tickatlas.com/v1/ohlc?symbol=EURUSD&timeframe=H1&bars=500"   -H "X-API-Key: YOUR_API_KEY"

Compatible Backtesting Frameworks

vectorbt

Load OHLCV into vectorbt Portfolio for vectorized backtesting

backtrader

Convert API responses to backtrader feeds via pandas DataFrames

Zipline/Lean

Export to CSV and import into Zipline or QuantConnect's Lean engine

Custom Python

Raw JSON arrays work directly with numpy, scipy, and any custom strategy loop

Every new account gets $2.50 in free API credits

Pricing

Pay-As-You-Go
$2.50 free credit

~$0.001/call. Load a few hundred candles for initial testing.

Start Free
Most Popular
Starter
$29 /month

Unlimited OHLC + indicator history fetches for full backtesting workflows.

Get Started
Pro
$79 /month

Batch historical downloads, multi-symbol parallel pulls, priority queue.

Get Started

Start Building in 5 Minutes

Sign up, grab your API key, make your first request.

Every new account gets $2.50 in free PAYG credits. No card required.