databento/databento-rs

The official Rust client library for Databento

Language: Rust - Size: 188 KB - Last synced: about 8 hours ago - Pushed: about 8 hours ago - Stars: 36 - Forks: 2

databento/databento-cpp

The official C++ client library for Databento

Language: C++ - Size: 667 KB - Last synced: about 2 hours ago - Pushed: about 8 hours ago - Stars: 23 - Forks: 10

Leo4815162342/dukascopy-node

✨ Download historical price tick data for Crypto, Stocks, ETFs, CFDs, Forex via CLI and Node.js ✨

Language: TypeScript - Size: 9.28 MB - Last synced: about 1 month ago - Pushed: about 2 months ago - Stars: 282 - Forks: 55

roq-trading/roq-api

The C++23 interfaces used to communicate between trading strategies and market gateways.

Language: C++ - Size: 11.8 MB - Last synced: 2 days ago - Pushed: 5 days ago - Stars: 462 - Forks: 111

systemathics/sdk-dotnet

Auto generated stubs for Systemathics Ganymede gRPC APIs (dotnet)

Language: C# - Size: 326 KB - Last synced: about 1 month ago - Pushed: about 1 month ago - Stars: 0 - Forks: 1

systemathics/sdk-proto

Prototypes for Systemathics Ganymede gRPC APIs

Language: PowerShell - Size: 274 KB - Last synced: 5 days ago - Pushed: 5 days ago - Stars: 0 - Forks: 0

systemathics/sdk-python

Auto generated stubs for Systemathics Ganymede gRPC APIs (python)

Language: Python - Size: 498 KB - Last synced: about 1 month ago - Pushed: about 1 month ago - Stars: 1 - Forks: 0

woojae-jang/xing-tick-crawler

이베스트 투자증권 xing api 틱데이터를 받기위한 패키지

Language: Python - Size: 33.2 KB - Last synced: 3 days ago - Pushed: almost 3 years ago - Stars: 8 - Forks: 5

konhay/eastmoney-screenshot

Extract stock market data from EastMoney client screenshots and its cropped images

Language: Python - Size: 1.29 MB - Last synced: 20 days ago - Pushed: 20 days ago - Stars: 0 - Forks: 0

crypto-lake/lake-api

Python API for accessing Lake high frequency tick trades & order book data

Language: Python - Size: 126 KB - Last synced: 1 day ago - Pushed: about 1 month ago - Stars: 20 - Forks: 3

sambacha/dune-snippets

dune snippets is a collection of sql queries for duneanalytics.com / Google BigQuery

Language: PLpgSQL - Size: 23.9 MB - Last synced: 27 days ago - Pushed: about 2 months ago - Stars: 142 - Forks: 20

systemathics/notebook-examples

Sample Jupyter notebooks targeting Ganymede gRPC API

Language: Jupyter Notebook - Size: 10.2 MB - Last synced: about 1 month ago - Pushed: about 1 month ago - Stars: 2 - Forks: 3

databento/dbn

Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data

Language: Rust - Size: 1.13 MB - Last synced: about 1 month ago - Pushed: about 2 months ago - Stars: 65 - Forks: 9

scibrokes/real-time-fxcm

高频量化对冲交易自动化

Language: HTML - Size: 10.2 GB - Last synced: about 2 months ago - Pushed: about 2 months ago - Stars: 36 - Forks: 24

tomas-rampas/Dukas.Net

Download, convert and export Dukascopy tick data. Package converts tick data from proprietary Bi5 format to standard CSV file with raw tick data or OHLCV data resampled to custom time frame resolution.

Language: C# - Size: 333 KB - Last synced: 2 months ago - Pushed: 2 months ago - Stars: 12 - Forks: 5

pjschneiCMU/binance-websocket

Stream data from Binance

Language: Python - Size: 47.9 KB - Last synced: 2 months ago - Pushed: 2 months ago - Stars: 1 - Forks: 0

giuse88/duka

duka - Dukascopy historical data downloader

Language: Python - Size: 3.59 MB - Last synced: about 2 months ago - Pushed: almost 5 years ago - Stars: 300 - Forks: 134

globophobe/asyncio-quant-tick

🔌 Aggregate candlesticks from high frequency tick data from WebSockets

Language: Python - Size: 578 KB - Last synced: about 1 month ago - Pushed: 3 months ago - Stars: 24 - Forks: 12

sadighian/crypto-rl

Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent

Language: Python - Size: 161 MB - Last synced: 4 months ago - Pushed: over 2 years ago - Stars: 777 - Forks: 236

Flippo24/candles

Generate candlesticks from your tick data in realtime.

Language: JavaScript - Size: 37.1 KB - Last synced: 30 days ago - Pushed: 7 months ago - Stars: 26 - Forks: 7

lcsrodriguez/fx 📦

FX high-frequency tick/candle historical data scraping tool

Language: Python - Size: 119 KB - Last synced: 4 months ago - Pushed: 5 months ago - Stars: 0 - Forks: 1

Solstice-Designs/ScalpNet-v1

Option data analysis platform to track meaningful market maker flows.

Size: 0 Bytes - Last synced: 6 months ago - Pushed: 6 months ago - Stars: 0 - Forks: 0

DavidCico/Forecasting-direction-of-trade-an-example-with-LSTM-neural-network

In this repository, the goal is to predict the tick direction of a stock based on its current order book and trade data. A LSTM Neural Network is used as an example of potential solution for such problem.

Language: Python - Size: 3.1 MB - Last synced: 4 months ago - Pushed: about 3 years ago - Stars: 14 - Forks: 5

phelps-sg/scobre

Scala OrderBook Reconstructor for high-frequency order-flow data

Language: Scala - Size: 65 MB - Last synced: 9 months ago - Pushed: 9 months ago - Stars: 15 - Forks: 6

terence-lim/financial-data-science

Financial and Investment Data Science: FinDS Python library and examples for applying quantitative and machine learning methods on structured and unstructured financial data sets

Language: Python - Size: 33.3 MB - Last synced: 9 months ago - Pushed: 9 months ago - Stars: 14 - Forks: 6

terence-lim/data-science-notebooks

Jupyter notebooks, accompanying the FinDS Python repo: contains code examples and results for 30+ financial data science projects

Language: Jupyter Notebook - Size: 63.9 MB - Last synced: 9 months ago - Pushed: 9 months ago - Stars: 15 - Forks: 4

Petersoj/IQFeed4j

A Java API for the high quality, market-data-vendor "DTN IQFeed" https://iqfeed.net

Language: Java - Size: 398 KB - Last synced: 11 months ago - Pushed: almost 2 years ago - Stars: 14 - Forks: 8

bogdantimes/order-book-depth-loader

A tool that loads order book depth historical data for back-testing. Loads 1 minute frequency depth data provided by Crypto Chassis project.

Language: Go - Size: 16.6 KB - Last synced: 10 months ago - Pushed: over 1 year ago - Stars: 1 - Forks: 1

quantmoon/whitehole

Language: Jupyter Notebook - Size: 1.77 MB - Last synced: 8 days ago - Pushed: almost 4 years ago - Stars: 3 - Forks: 1

ridicoulous/Bitmex.Net

Open source .Net API wrapper for the web API and websockets API @bitmex cryptocurrency exchange

Language: C# - Size: 376 KB - Last synced: 8 days ago - Pushed: 6 months ago - Stars: 12 - Forks: 16

theninthsky/historical-market-data

Download historical stock market data from Dukascopy.

Language: JavaScript - Size: 669 KB - Last synced: over 1 year ago - Pushed: almost 2 years ago - Stars: 5 - Forks: 1

systemathics/sdk-rust

Auto generated stubs for Systemathics Ganymede gRPC APIs (rust)

Language: Rust - Size: 139 KB - Last synced: 7 days ago - Pushed: 7 months ago - Stars: 0 - Forks: 0

bittomaketto/binance-trade-history

Full tick-level Binance spot market data up 2021, discontinued markets included, 4.5+ billion trades, 0.05 BTC for the whole data set.

Size: 2.03 MB - Last synced: over 1 year ago - Pushed: over 3 years ago - Stars: 0 - Forks: 0

keithcheungowl/SP500Futures

Analyses tick data for the S&P 500 futures contract, SP, for 2000–2019.

Language: Jupyter Notebook - Size: 224 KB - Last synced: about 1 year ago - Pushed: over 3 years ago - Stars: 0 - Forks: 3

ryanbranch/SQuIHD

Utilities for automating the download of high-resolution intraday stock price data

Language: Python - Size: 11.7 KB - Last synced: over 1 year ago - Pushed: over 3 years ago - Stars: 3 - Forks: 1

Polkas/bitcoinchartsr

Using high frequency bitcoin quotes from the bitcoincharts website. :apple:

Language: HTML - Size: 4.84 MB - Last synced: about 1 year ago - Pushed: over 3 years ago - Stars: 3 - Forks: 2

kotamichael/Redeemer

This application which runs on the command line gathers given equities' quote information and writes it to a sorted file index allowing the user to build up a store of data for analytics. Just as Ruth was sent to gather in Boaz' field in the story from scripture. Stage 2 is in the works right now and involves integrating machine learning to analyse this data so that it can automate the buy-sell process for the user.

Language: Python - Size: 748 KB - Last synced: over 1 year ago - Pushed: about 5 years ago - Stars: 2 - Forks: 1

zcbmlijygrdwa/fx_EUR_USD_tick

Forex tick-by-tick EUR/USD data, free to use for your Forex machine learning stuffs..

Language: MATLAB - Size: 724 MB - Last synced: about 2 months ago - Pushed: about 5 years ago - Stars: 0 - Forks: 1