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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
✨ Download historical price tick data for Crypto, Stocks, ETFs, CFDs, Forex via CLI and Node.js ✨
C++ interfaces used to communicate with Roq's market gateways.
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
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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
Practical financial data science examples applying statistics, time series analysis, graph analytics, backtesting, machine learning, natural language processing, neural networks and LLMs
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
A Java API for the high quality, market-data-vendor "DTN IQFeed" https://iqfeed.net
Download intraday and historical data from the norwegian broker Netfonds ASA