There are 12 repositories under tick-data topic.
Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
✨ Download historical and real-time price tick data for Crypto, Stocks, ETFs, CFDs, Forex via CLI and Node.js ✨
C++ interfaces used to communicate with Roq's market gateways.
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
The official C++ client library for Databento
Python API for accessing Lake high frequency tick trades & order book data
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Practical financial data science examples applying statistics, time series analysis, graph analytics, backtesting, machine learning, natural language processing, neural networks and LLMs
Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine learning
🔌 Aggregate candlesticks from high frequency tick data from WebSockets
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.
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.
A Java API for the high quality, market-data-vendor "DTN IQFeed" https://iqfeed.net
C++ tools and utilities for algorithmic trading.
Open source .Net API wrapper for the web API and websockets API @bitmex cryptocurrency exchange
High-performance C++ Implementation of a Limit Order Book and a Matching Engine
Download historical stock market data from Dukascopy.
Application for real-time trading in KRX market using Kiwoom Securities OpenAPI
A Rust library for fetching with up to minute precision historical forex data from Dukascopy.
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.
Analyses tick data for the S&P 500 futures contract, SP, for 2000–2019.
Sample Jupyter notebooks targeting Ganymede gRPC API
A tool that loads order book depth historical data for back-testing. Loads 1 minute frequency depth data provided by Crypto Chassis project.
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.
Using high frequency bitcoin quotes from the bitcoincharts website. :apple:
C++ algo template project.
Utilities for automating the download of high-resolution intraday stock price data