fathomCHARTSTry it free
Developers

Build with Fathom.

Fathom Charts computes your order flow indicators server-side and sends you the results, ready to display. In real time over WebSocket, or over any past period through the REST API, with exactly the same parameters.

QuickstartFrom API key to first message in a few minutes.AuthenticationAPI keys and browser access.Real timeSubscribe, keep your state in sync, resume after a disconnect.HistoryCompute an indicator over a past period.ExportsDownload a long period as a single file.IndicatorsParameters and data for every indicator.

How it works

You pick three things:

  • an instrument: a specific futures contract such as NQZ6, or NQ.front to follow the active contract automatically;
  • an indicator from the catalog: big-trades, footprint, liquidity-walls…;
  • its parameters: any you leave out take their default value.

The server runs the indicator on every trade in the market and sends you objects: a large order (Fathom Trades), a footprint bar, a zone… There is nothing to recompute on your side: display them or store them.

Objects

Every object has a stable id. The server sends two kinds of updates:

  • upsert: creates the object, or replaces it entirely if it already exists;
  • remove: deletes the object.

An object still being built (the current minute's footprint bar, for example) arrives with final: false and can still change. Once complete, it is sent one last time with final: true. Only care about completed results? Subscribe in confirmed mode.

Prices are expressed in ticks (integers). To get a price in points, multiply by the instrument's tick size, given in billionths by the tickSizeNanos field of GET /v1/instruments ("250000000" for NQ, that is 0.25): 122017 ticks × 0.25 = 30,504.25.

Cursors

Every update carries a cursor: its position in the stream. Keep the last one you received. After a disconnect, it lets you resume exactly where you left off, with nothing missed and nothing duplicated. See Cursors and resuming.

Real time and history, same results

The same computation runs live and over history. A historical query returns exactly the objects, values and cursors the real-time stream published. Backtest a strategy on the past, then plug it into the live market with no discrepancy.

The data comes from the market's trades, provided by Databento. If the source is interrupted, the stream tells you: no data is ever made up or filled in.

Try it for free

The Sandbox is free: a stream delayed by 10 minutes and 7 days of history, enough to build your whole integration. The Live offer adds real-time data, the Historical offer lifetime access to the full history; you can combine both. See Offers and billing, then get going with the quickstart.