https://github.com/questdb/questdb

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

capital-markets cpp database financial-analysis grafana java low-latency market-data olap postgresql questdb real-time-analytics sensor-data simd sql tick-data time-series time-series-database tsdb

Last synced: 25 Feb 2026

https://github.com/sadighian/crypto-rl

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

arctic bitcoin bitfinex coinbase coinbase-pro cryptocurrencies deep-reinforcement-learning dqn hft limit-order-book mongodb multiprocessing multithreading order-book orderbook recorder tick-data tickstore trading trading-algorithms

Last synced: 19 Nov 2025

https://github.com/roq-trading/roq-api

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

algo-trading algo-trading-platform arbitrage back-testing cme cpp23 cryptocurrency fixprotocol hft historical-data low-latency market-data order-book order-execution order-routing simulation tick-data trading-platform trading-strategies

Last synced: 18 Apr 2026

https://github.com/leo4815162342/dukascopy-node

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

backtesting bitcoin candlestick-chart cli crypto dukascopy etf exchange-rates forex forex-data historical-data market-data metatrader nodejs ohlc stock stock-data stock-prices tick-data trading

Last synced: 10 Jun 2025

https://github.com/giuse88/duka

duka - Dukascopy historical data downloader

download-ticks dukascopy forex thread tick-data

Last synced: 06 Feb 2026

https://github.com/Leo4815162342/dukascopy-node

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

backtesting bitcoin candlestick-chart cli crypto dukascopy etf exchange-rates forex forex-data historical-data market-data metatrader nodejs ohlc stock stock-data stock-prices tick-data trading

Last synced: 28 Mar 2025

https://github.com/sambacha/dune-snippets

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

analytics bigquery crypto defi dune eth ethereum orderbok solidity sql tick-data

Last synced: 09 Apr 2025

https://github.com/databento/dbn

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

binary-encoding databento encoding low-latency market-data rust serialization storage tick-data zero-copy zstd

Last synced: 21 Apr 2026

https://github.com/databento/databento-cpp

The official C++ client library for Databento

binary-encoding databento historical-data http low-latency market-data real-time tcp tick-data

Last synced: 18 Feb 2026

https://github.com/databento/databento-rs

The official Rust client library for Databento

async databento historical-data http market-data real-time tcp tick-data

Last synced: 10 Apr 2025

https://github.com/crypto-lake/lake-api

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

backtesting crypto-python crypto-trading-strategies cryptocurrency cryptocurrency-api data-provider dataset market-data market-data-service orderbook orderbook-data orderbook-snapshots orderbook-tick-data quant quantitative-finance quantitative-trading tick-data trading-strategies

Last synced: 27 Mar 2025

https://github.com/globophobe/asyncio-quant-tick

🔌 Aggregate candlesticks from high frequency tick data from WebSockets

binance bitfinex bitflyer bitmex bybit candlesticks coinbase cryptocurrency quant tick-data trading trading-strategies upbit

Last synced: 14 Feb 2026

https://github.com/userfrm/thetadatadx

No-JVM ThetaData Terminal — native Rust SDK for direct MDDS (gRPC) and FPSS (TCP) market data access

async finance grpc historical-data low-latency market-data options python real-time rust streaming tcp thetadata tick-data zero-copy zstd

Last synced: 09 May 2026

https://github.com/woojae-jang/xing-tick-crawler

이베스트 투자증권 xing api 틱데이터를 받기위한 패키지

tick-data xing-api

Last synced: 13 Dec 2025

https://github.com/roq-trading/roq-algo

C++ tools and utilities for algorithmic trading.

algo-trading algorithmic-trading arbitrage back-testing cpp23 crypto-markets exchange hft low-latency matching-engine oms simulation tick-data trading-strategies

Last synced: 13 Apr 2025

https://github.com/timothewt/orderbook

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

hft high-performance orderbook tick-data trading

Last synced: 18 Jul 2025

https://github.com/polkas/bitcoinchartsr

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

big-data bigdata bitcoin bitcoin-markets bitcoin-quotes bitcoin-returns bitcoincharts bitcoincharts-website efficiency high-frequency market market-efficiency multithreading price quotes spillover tick-data

Last synced: 03 Sep 2025

https://github.com/quantmoon/whitehole

tick-data zarr

Last synced: 30 Dec 2025

https://github.com/roq-trading/roq-cpp-algo-template

C++ algo template project.

algo-trading algorithmic-trading arbitrage back-testing cpp23 cpp26 crypto-markets exchange hft low-latency matching-engine oms simulation tick-data trading-strategies

Last synced: 18 Aug 2025

https://github.com/systemathics/notebook-examples

Sample Jupyter notebooks targeting Ganymede gRPC API

analytics backtest csharp daily-data fsharp grpc indicators intraday-data jupyterlab mlnet normalized-data python raw-data reference-data tick-data vbnet

Last synced: 14 Mar 2026

https://github.com/systemathics/sdk-python

Auto generated stubs for Systemathics Ganymede gRPC APIs (python)

analytics backtest daily-data grpc historical-data indicators intraday-data jupyterlab normalized-data python raw-data reference-data tick-data

Last synced: 30 Apr 2026

https://github.com/systemathics/sdk-proto

Prototypes for Systemathics Ganymede gRPC APIs

analytics backtest daily-data grpc historical-data indicators intraday-data normalized-data protobuf raw-data reference-data tick-data

Last synced: 26 Apr 2026

https://github.com/systemathics/sdk-dotnet

Auto generated stubs for Systemathics Ganymede gRPC APIs (dotnet)

analytics csharp daily-data fsharp grpc historical-data indicators intraday-data mlnet normalized-data raw-data reference-data tick-data vbnet

Last synced: 08 May 2026

https://github.com/systemathics/sdk-rust

Auto generated stubs for Systemathics Ganymede gRPC APIs (rust)

analytics backtest daily-data grpc historical-data indicators intraday-data jupyterlab normalized-data raw-data reference-data rust tick-data

Last synced: 12 May 2026