INSTITUTIONAL DATA ACCESS

Clear, transparent pricing for every trading strategy

Real-time algorithmic screening, volume breakout detection, and direct market data APIs engineered for maximum decision speed.

SAVE 20%
Tier 01Manual Traders
Starter Scanner
Core candlestick pattern recognition and volume surge filters for retail day traders.
$24/ month billed annually ($288/yr)
API Rate500 req / day
WebSockets1 Active Ticker
Historical Depth30 Days Archive
Feed Latency< 250ms

Included Features

  • Real-time candlestick pattern scanner
  • Volume breakout & surge alerts
  • Multi-exchange algorithmic shortlists
  • Institutional order-block & VWAP tracking
  • REST API & WebSocket direct stream
  • Custom indicator script webhooks
MOST POPULAR PLAN
Tier 02Active Swing & Day
Pro Day Trader
Full automated setup shortlisting, volume surge confluence, and multi-timeframe analytics.
$64/ month billed annually ($768/yr)
API Rate15,000 req / day
WebSockets25 Concurrent Feeds
Historical Depth2 Years Archive
Feed Latency< 50ms

Included Features

  • Real-time candlestick pattern scanner
  • Volume breakout & surge alerts
  • Multi-exchange algorithmic shortlists
  • Institutional order-block & VWAP tracking
  • REST API & WebSocket direct stream
  • Custom indicator script webhooks
Tier 03Quants & Bots
Algo Developer / API
Direct low-latency WebSocket endpoints, execution webhooks, and raw historical market tick data.
$159/ month billed annually ($1,908/yr)
API RateUnlimited (Rate-capped 50/s)
WebSocketsFull Market Depth L2
Historical Depth10+ Years Tick Data
Feed Latency< 8ms Ultra-low

Included Features

  • Real-time candlestick pattern scanner
  • Volume breakout & surge alerts
  • Multi-exchange algorithmic shortlists
  • Institutional order-block & VWAP tracking
  • REST API & WebSocket direct stream
  • Custom indicator script webhooks

Institutional-grade 99.98% API Uptime SLA

All plans include 24/7 server health telemetry, real-time fallback nodes, and dedicated integration documentation.

KNOWLEDGE TELEMETRY • PROTOCOL SPECS

Frequently Answered Questions

Detailed specifications regarding subscription cycles, multi-session hardware bindings, real-time exchange feeds, and algorithmic data throughput.

DIRECT DESK ASSISTANCE

Need customized API quotas or enterprise deployment?

Our trading operations desk is available Mon-Fri 9am-6pm for support, with 24/7 infrastructure monitoring for active plan members.

Algorithmic screening workstation distilling multi-exchange data feeds into high-probability candlestick shortlists and real-time volume breakout signals.

Telemetry Engine
Operational
Latency: 12ms
Uptime: 99.98%

Navigation

Trading Desk

123 Trading Ave, Financial District, City

Support Hours:

24/7 access for premium plans; Mon-Fri 9am-6pm for support

REGULATORY COMPLIANCE & FINANCIAL RISK DISCLAIMER:

Trading cryptocurrencies, equities, derivatives, and algorithmic signals involves substantial risk of loss and is not suitable for every investor. Automated candlestick shortlists and volume breakout calculations are provided strictly for educational and analytical purposes. Past statistical performance does not guarantee future results. Ensure you evaluate your risk tolerance independently before capital deployment.

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