questdb/questdb

QuestDB is a high performance, open-source, time-series database

Language: Java - Size: 699 MB - Last synced at: 6 days ago - Pushed at: 6 days ago - Stars: 15,068 - Forks: 1,226

databento/databento-cpp

The official C++ client library for Databento

Language: C++ - Size: 856 KB - Last synced at: 4 days ago - Pushed at: 4 days ago - Stars: 41 - Forks: 12

databento/dbn

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

Language: Rust - Size: 1.57 MB - Last synced at: 3 days ago - Pushed at: 4 days ago - Stars: 100 - Forks: 13

Leo4815162342/dukascopy-node

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

Language: TypeScript - Size: 9.81 MB - Last synced at: 6 days ago - Pushed at: about 2 months ago - Stars: 450 - Forks: 73

roq-trading/roq-algo

C++ tools and utilities for algorithmic trading.

Language: C++ - Size: 343 KB - Last synced at: 1 day ago - Pushed at: 24 days ago - Stars: 11 - Forks: 2

roq-trading/roq-cpp-algo-template

C++ algo template project.

Language: C++ - Size: 759 KB - Last synced at: 1 day ago - Pushed at: 13 days ago - Stars: 2 - Forks: 2

systemathics/notebook-examples

Sample Jupyter notebooks targeting Ganymede gRPC API

Language: Jupyter Notebook - Size: 10.2 MB - Last synced at: 9 days ago - Pushed at: 14 days ago - Stars: 3 - Forks: 3

databento/databento-rs

The official Rust client library for Databento

Language: Rust - Size: 293 KB - Last synced at: 12 days ago - Pushed at: 12 days ago - Stars: 52 - Forks: 3

Petersoj/IQFeed4j

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

Language: Java - Size: 472 KB - Last synced at: 3 days ago - Pushed at: about 2 months ago - Stars: 14 - Forks: 9

roq-trading/roq-api

C++ interfaces used to communicate with Roq's market gateways.

Language: C++ - Size: 12 MB - Last synced at: 14 days ago - Pushed at: 15 days ago - Stars: 472 - Forks: 112

terence-lim/financial-data-science

Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine learning

Language: Python - Size: 33.4 MB - Last synced at: 15 days ago - Pushed at: 15 days ago - Stars: 40 - Forks: 14

terence-lim/financial-data-science-notebooks

Practical financial data science examples applying statistics, time series analysis, graph analytics, backtesting, machine learning, natural language processing, neural networks and LLMs

Language: Jupyter Notebook - Size: 122 MB - Last synced at: 15 days ago - Pushed at: 15 days ago - Stars: 32 - Forks: 9

giuse88/duka

duka - Dukascopy historical data downloader

Language: Python - Size: 3.59 MB - Last synced at: 9 days ago - Pushed at: almost 6 years ago - Stars: 319 - Forks: 136

sambacha/dune-snippets

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

Language: PLpgSQL - Size: 23.9 MB - Last synced at: 12 days ago - Pushed at: about 1 year ago - Stars: 148 - Forks: 20

crypto-lake/lake-api

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

Language: Python - Size: 189 KB - Last synced at: 25 days ago - Pushed at: 4 months ago - Stars: 40 - Forks: 6

scibrokes/real-time-fxcm

#易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品，唯有读书高。🚩🇨🇳🏹🦔中科红旗，歼灭所有世袭制可兰经法家回教徒巫贼巫婆、洋番、峇峇娘惹。实时量化交易，高频量化对冲交易自动化。https://gitee.com/englianhu

Language: HTML - Size: 10.2 GB - Last synced at: 9 days ago - Pushed at: 9 days ago - Stars: 46 - Forks: 28

systemathics/sdk-proto

Prototypes for Systemathics Ganymede gRPC APIs

Language: PowerShell - Size: 348 KB - Last synced at: 13 days ago - Pushed at: about 2 months ago - Stars: 0 - Forks: 0

timothewt/OrderBook

High-performance C++ Implementation of a Limit Order Book and a Matching Engine

Language: C++ - Size: 17 MB - Last synced at: about 1 month ago - Pushed at: 10 months ago - Stars: 5 - Forks: 0

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: 350 KB - Last synced at: 3 days ago - Pushed at: 2 months ago - Stars: 16 - Forks: 6

Kluzko/dukascopy-fx

A Rust library for fetching with up to minute precision historical forex data from Dukascopy.

Language: Rust - Size: 23.4 KB - Last synced at: 12 days ago - Pushed at: 2 months ago - Stars: 4 - Forks: 2

xyztony/binancedl

Binance Historical Market Data download utility written in Nim

Language: Nim - Size: 37.1 KB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 0 - Forks: 0

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 at: 5 months ago - Pushed at: 5 months ago - Stars: 1 - Forks: 2

Solstice-Designs/ScalpNet-v1

Option data suite capable of pinpointing intra-day high/lows before they happen based on "Auction Market Theory" and delta weighted volume analysis of the 0 DTE option chain for indexes.

Language: Vue - Size: 341 KB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 2 - Forks: 0

Flippo24/candles

Generate candlesticks from your tick data in realtime.

Language: JavaScript - Size: 37.1 KB - Last synced at: 29 days ago - Pushed at: over 1 year ago - Stars: 29 - Forks: 7

globophobe/asyncio-quant-tick

🔌 Aggregate candlesticks from high frequency tick data from WebSockets

Language: Python - Size: 578 KB - Last synced at: 11 months ago - Pushed at: about 1 year ago - Stars: 24 - Forks: 12

systemathics/sdk-dotnet

Auto generated stubs for Systemathics Ganymede gRPC APIs (dotnet)

Language: C# - Size: 326 KB - Last synced at: 12 months ago - Pushed at: 12 months ago - Stars: 0 - Forks: 1

systemathics/sdk-python

Auto generated stubs for Systemathics Ganymede gRPC APIs (python)

Language: Python - Size: 498 KB - Last synced at: 12 months ago - Pushed at: 12 months 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 at: 10 days ago - Pushed at: almost 4 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 at: 11 months ago - Pushed at: 11 months ago - Stars: 0 - Forks: 0

pjschneiCMU/binance-websocket

Stream data from Binance

Language: Python - Size: 47.9 KB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 1 - Forks: 0

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 at: about 1 year ago - Pushed at: over 3 years ago - Stars: 777 - Forks: 236

lcsrodriguez/fx 📦

FX high-frequency tick/candle historical data scraping tool

Language: Python - Size: 119 KB - Last synced at: about 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 1

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 at: about 1 year ago - Pushed at: almost 4 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 at: over 1 year ago - Pushed at: over 1 year ago - Stars: 15 - Forks: 6

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 at: 10 months ago - Pushed at: almost 6 years ago - Stars: 3 - Forks: 1

quantmoon/whitehole

Language: Jupyter Notebook - Size: 1.77 MB - Last synced at: 11 months ago - Pushed at: over 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 at: 8 days ago - Pushed at: over 1 year ago - Stars: 12 - Forks: 16

theninthsky/historical-market-data

Download historical stock market data from Dukascopy.

Language: JavaScript - Size: 669 KB - Last synced at: about 2 years ago - Pushed at: almost 3 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 at: 20 days ago - Pushed at: over 1 year 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 at: 9 months ago - Pushed at: over 4 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 at: almost 2 years ago - Pushed at: about 4 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 at: about 2 years ago - Pushed at: over 4 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 at: about 2 years ago - Pushed at: over 4 years ago - Stars: 3 - Forks: 2

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 at: about 1 year ago - Pushed at: about 6 years ago - Stars: 0 - Forks: 1