tick-data
There are 12 repositories under tick-data topic.
- questdbLanguage:Java 16333
sadighian / crypto-rl
Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
Language:Python 930- dukascopy-node
Leo4815162342 / dukascopy-node
✨ Download historical and real-time price tick data for Crypto, Stocks, ETFs, CFDs, Forex via CLI and Node.js ✨
Language:TypeScript 572 roq-trading / roq-api
C++ interfaces used to communicate with Roq's market gateways.
Language:C++ 488- Language:Python 332
- dune-snippets
sambacha / dune-snippets
dune snippets is a collection of sql queries for duneanalytics.com / Google BigQuery
Language:PLpgSQL 148 databento / dbn
Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data
Language:Rust 132The official Rust client library for Databento
Language:Rust 70The official C++ client library for Databento
Language:C++ 59crypto-lake / lake-api
Python API for accessing Lake high frequency tick trades & order book data
Language:Python 51scibrokes / real-time-fxcm
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Language:HTML 50terence-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 50Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine learning
Language:Python 49globophobe / asyncio-quant-tick
🔌 Aggregate candlesticks from high frequency tick data from WebSockets
Language:Python 30- Language:JavaScript 29
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 21tomas-rampas / Dukas.Net
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.
Language:C# 21- Language:Scala 17
- Language:Python 15
Petersoj / IQFeed4j
A Java API for the high quality, market-data-vendor "DTN IQFeed" https://iqfeed.net
Language:Java 15C++ tools and utilities for algorithmic trading.
Language:C++ 15ridicoulous / Bitmex.Net
Open source .Net API wrapper for the web API and websockets API @bitmex cryptocurrency exchange
Language:C# 12timothewt / OrderBook
High-performance C++ Implementation of a Limit Order Book and a Matching Engine
Language:C++ 11theninthsky / historical-market-data
Download historical stock market data from Dukascopy.
Language:JavaScript 10- Language:Python 8
junosan / KiwoomAgent
Application for real-time trading in KRX market using Kiwoom Securities OpenAPI
Language:C++ 6Kluzko / dukascopy-fx
A Rust library for fetching with up to minute precision historical forex data from Dukascopy.
Language:Rust 6Solstice-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 5keithcheungowl / SP500Futures
Analyses tick data for the S&P 500 futures contract, SP, for 2000–2019.
Language:Jupyter Notebook 4systemathics / notebook-examples
Sample Jupyter notebooks targeting Ganymede gRPC API
Language:Jupyter Notebook 4bogdantimes / 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 3kotamichael / 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 3Polkas / bitcoinchartsr
Using high frequency bitcoin quotes from the bitcoincharts website. :apple:
Language:HTML 3- Language:Jupyter Notebook 3
C++ algo template project.
Language:C++ 3ryanbranch / SQuIHD
Utilities for automating the download of high-resolution intraday stock price data
Language:Python 3
