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

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

C++23 interfaces used to communicate with Roq's market gateways.

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

duka - Dukascopy historical data downloader

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

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

The official Rust client library for Databento

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

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

The official C++ client library for Databento

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

🔌 Aggregate candlesticks from high frequency tick data from WebSockets

Generate candlesticks from your tick data in realtime.

Effortlessly download, convert, and export Dukascopy tick data. This package seamlessly transforms proprietary Bi5 tick data into standardized CSV files, providing OHLCV (Open, High, Low, Close, Volume) data resampled to your preferred timeframe resolution. Streamline your data processing with a lightweight, reliable tool.

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.

Scala OrderBook Reconstructor for high-frequency order-flow data

Download intraday and historical data from the norwegian broker Netfonds ASA

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