tick-data

There are 46 repositories under tick-data topic.

  • sadighian/crypto-rl

    Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent

    Language:Python8665417237

  • roq-trading/roq-api

    C++ interfaces used to communicate with Roq's market gateways.

    Language:C++468420113
  • dukascopy-node

    Leo4815162342/dukascopy-node

    ✨ Download historical price tick data for Crypto, Stocks, ETFs, CFDs, Forex via CLI and Node.js ✨

    Language:TypeScript390128469

  • giuse88/duka

    duka - Dukascopy historical data downloader

    Language:Python3112734134
  • dune-snippets

    sambacha/dune-snippets

    dune snippets is a collection of sql queries for duneanalytics.com / Google BigQuery

    Language:PLpgSQL14610220

  • databento/dbn

    Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data

    Language:Rust891239

  • databento/databento-rs

    The official Rust client library for Databento

    Language:Rust44753

  • scibrokes/real-time-fxcm

    #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品，唯有读书高。🚩🇨🇳🏹🦔中科红旗，歼灭所有世袭制可兰经法家回教徒巫贼巫婆、洋番、峇峇娘惹。实时量化交易，高频量化对冲交易自动化。https://gitee.com/englianhu

    Language:HTML446328

  • terence-lim/financial-data-science

    Financial and Investment Data Science: FinDS Python library and examples for applying quantitative and machine learning methods on structured and unstructured financial data sets

    Language:Python372012

  • crypto-lake/lake-api

    Python API for accessing Lake high frequency tick trades & order book data

    Language:Python31373

  • terence-lim/data-science-notebooks

    Jupyter notebooks, accompanying the FinDS Python repo: contains code examples and results for 30+ financial data science projects

    Language:Jupyter Notebook31308

  • databento/databento-cpp

    The official C++ client library for Databento

    Language:C++306110

  • Flippo24/candles

    Generate candlesticks from your tick data in realtime.

    Language:JavaScript29667

  • globophobe/asyncio-quant-tick

    🔌 Aggregate candlesticks from high frequency tick data from WebSockets

    Language:Python263112

  • 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:Python18316

  • phelps-sg/scobre

    Scala OrderBook Reconstructor for high-frequency order-flow data

    Language:Scala16406

  • ntftrader/ntfdl

    Download intraday and historical data from the norwegian broker Netfonds ASA

    Language:Python15115

  • tomas-rampas/Dukas.Net

    Download, convert and export Dukascopy tick data. Package converts tick data from proprietary Bi5 format to standard CSV file with raw tick data or OHLCV data resampled to custom time frame resolution.

    Language:C#15465

  • Petersoj/IQFeed4j

    A Java API for the high quality, market-data-vendor "DTN IQFeed" https://iqfeed.net

    Language:Java13449

  • ridicoulous/Bitmex.Net

    Open source .Net API wrapper for the web API and websockets API @bitmex cryptocurrency exchange

    Language:C#1262216

  • theninthsky/historical-market-data

    Download historical stock market data from Dukascopy.

    Language:JavaScript9203

  • woojae-jang/xing-tick-crawler

    이베스트 투자증권 xing api 틱데이터를 받기위한 패키지

    Language:Python8105

  • junosan/KiwoomAgent

    Application for real-time trading in KRX market using Kiwoom Securities OpenAPI

    Language:C++7206

  • roq-trading/roq-algo

    C++ tools and utilities for algorithmic trading.

    Language:C++6101

  • kotamichael/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:Python3401

  • Polkas/bitcoinchartsr

    Using high frequency bitcoin quotes from the bitcoincharts website. :apple:

    Language:HTML3202

  • quantmoon/whitehole

    Language:Jupyter Notebook3301

  • ryanbranch/SQuIHD

    Utilities for automating the download of high-resolution intraday stock price data

    Language:Python3101

  • Solstice-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:Vue3110

  • bogdantimes/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:Go2202

  • junosan/KiwoomScribe

    Application for logging KRX market Level 2 data using Kiwoom Securities OpenAPI

    Language:C++2104

  • lcsrodriguez/fx

    FX high-frequency tick/candle historical data scraping tool

    Language:Python2111

  • pjschneiCMU/binance-websocket

    Stream data from Binance

    Language:Python2101

  • systemathics/notebook-examples

    Sample Jupyter notebooks targeting Ganymede gRPC API

    Language:Jupyter Notebook2103

  • timothewt/OrderBook

    High-performance C++ Implementation of a Limit Order Book and a Matching Engine

    Language:C++2100

  • roq-trading/roq-cpp-algo-template

    C++ algo template project.

    Language:C++1101