The illusion of easy money: why an American API is not faster than assets traded on the Moscow Exchange

▤ Summary

This article compares the speed and market behavior of an American market-data API against assets traded on the Moscow Exchange. It tests TwelveData API data delivery and correlation patterns for instruments such as gold, EUR/USD, Bitcoin, and related futures or ETFs. The piece focuses on latency, lag detection, and statistical performance across different time windows. It also shows how the author used WebSocket and Python-based tests to measure whether the API can support short-horizon trading analysis. The main takeaway is that the API can provide usable signals, but the article frames the result as a quantitative market-data experiment rather than a company announcement.

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