Code for a simple TCA app using Vaex and FastAPI. Vaex is a data library similar to Pandas, built to handle data which cannot fit in memory. More information is available on the Vaex website:
https://vaex.io/docs/index.html
FastAPI is a Python library used to set up APIs with minimal effort. More information on FastAPI is available here:
Use pip to install the required libraries for this project:
pip install -r requirements.txt
To run the application, use one of the uvicorn commands below:
uvicorn main:app --reload
uvicorn main:app --host "*" --port 1234
The reload flag will automatically refresh the webpage when there are any changes to the code - use for testing only. Data used for the project is NYSE TAQ data. Sample data can be accessed here: