There are 0 repository under marketdata topic.
Watchmarket is an aggregation and caching service for blockchain market information
DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS
A minimalist, low-latency, HFT CME MDP 3.0 C++ market data feed handler implementing all required features
ffmpeg for market data
A python package to extract historical market data of cryptocurrencies and to calculate technical price indicators.
Interactive Brokers TWS/Gateway API in Swift
A responsive web application to manage your stock and mutual fund portfolio. It also features set of rich graphs, that are prepared during runtime using real-time market data. It uses my own API developed to access market data. The application can be loaded on any browser on any device.
Market Data Documentation https://www.marketdata.app/docs/
Market Data Feed Handler, ITCH Protocol. MoldUDP Multicast Useful for the new Mexican Stock Exchange BIVA (Bolsa Institucional de Valores) that uses X-Stream (NASDAQ).
dxFeed candle charting demo web widget. This widget is built using the dxFeed Python API library and Dash framework and shows a 5-minute candle chart.
Extract, transform, and load market data from various API's into a MySQL database.
BIVA MarketData ITCH Feed Handler Unicast SoupBinTCP BIVA MarketData ITCH Feed Handler Multicast MoldUDP BIVA MarketData ITCH Feed Handler Recovery UDP BIVA OrderRouting OUCH OMS Unicast SoupBinTCP BMV MarketData INTRA Feed Handler Multicast UDP BMV MarketData INTRA Feed Handler Recovery TCP Useful for the new Mexican Stock Exchange BIVA (Bolsa Institucional de Valores) that uses X-Stream (NASDAQ) and the Mexican Stock Exchange (Bolsa Mexicana de Valores)
crypto aggregator of order books, trades, liquidations, open interest by levels
Market Data Feed Handler, ITCH Protocol. SoupBinTCP Unicast Useful for the new Mexican Stock Exchange BIVA (Bolsa Institucional de Valores) that uses X-Stream (NASDAQ).
This GitHub repo is full of ressources for data science and applied finance. It's packed with tools and insights on portfolio management, numerical finance methods, econometrics, and forecasting. Perfect for anyone keen to sharpen their finance skills with data science.
Orderbook implementation based on ws feed from coinbase. Simple UI available at simple UI for orderbook server https://github.com/batiaev/orderbook-ui
Master Degree Coursework: Econometrics II
Originally built for Envato, but they rejected it due to third party dependency, so I thought just release it for free here.
Market data generator for Faker project
Simple wrapper for Moscow Exchange API (ISS Queries)
Market Data PHP SDK. Currently in beta. There may be breaking changes.
PHP SDK for the Polygon Market API
Static dataset of currencies in JSON format - updated daily.
An adapter that returns Morpheus DataFrames from Quandl.com
RXJS Utilities helpful in FinTech
Analysis of market data in context of optimising SBE-Aeron stack
中泰证券 XTP 系统行情数据接收与转发示范
Seasonal changes in market index returns; a regression analysis of 36 countries' data from the MSCI World Index.
simple UI for orderbook server https://github.com/batiaev/orderbook
VBA code that allows you to determine swings on any market available on stooq.pl