tick-data
There are 42 repositories under tick-data topic.
sadighian/crypto-rl
Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
roq-trading/roq-api
The C++23 interfaces used to communicate between trading strategies and market gateways.
giuse88/duka
duka - Dukascopy historical data downloader
Leo4815162342/dukascopy-node
✨ Download historical price tick data for Crypto, Stocks, ETFs, CFDs, Forex via CLI and Node.js ✨
sambacha/dune-snippets
dune snippets is a collection of sql queries for duneanalytics.com / Google BigQuery
databento/dbn
Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data
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
databento/databento-rs
The official Rust client library for Databento
Flippo24/candles
Generate candlesticks from your tick data in realtime.
terence-lim/data-science-notebooks
Jupyter notebooks, accompanying the FinDS Python repo: contains code examples and results for 30+ financial data science projects
globophobe/asyncio-quant-tick
🔌 Aggregate candlesticks from high frequency tick data from WebSockets
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
databento/databento-cpp
The official C++ client library for Databento
crypto-lake/lake-api
Python API for accessing Lake high frequency tick trades & order book data
phelps-sg/scobre
Scala OrderBook Reconstructor for high-frequency order-flow data
ntftrader/ntfdl
Download intraday and historical data from the norwegian broker Netfonds ASA
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.
Petersoj/IQFeed4j
A Java API for the high quality, market-data-vendor "DTN IQFeed" https://iqfeed.net
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.
ridicoulous/Bitmex.Net
Open source .Net API wrapper for the web API and websockets API @bitmex cryptocurrency exchange
woojae-jang/xing-tick-crawler
이베스트 투자증권 xing api 틱데이터를 받기위한 패키지
junosan/KiwoomAgent
Application for real-time trading in KRX market using Kiwoom Securities OpenAPI
theninthsky/historical-market-data
Download historical stock market data from Dukascopy.
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.
Polkas/bitcoinchartsr
Using high frequency bitcoin quotes from the bitcoincharts website. :apple:
ryanbranch/SQuIHD
Utilities for automating the download of high-resolution intraday stock price data
junosan/KiwoomScribe
Application for logging KRX market Level 2 data using Kiwoom Securities OpenAPI
pjschneiCMU/binance-websocket
Stream data from Binance
systemathics/notebook-examples
Sample Jupyter notebooks targeting Ganymede gRPC API
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.
keithcheungowl/SP500Futures
Analyses tick data for the S&P 500 futures contract, SP, for 2000–2019.
lcsrodriguez/fx
FX high-frequency tick/candle historical data scraping tool
Solstice-Designs/ScalpNet-v1
Option data analysis platform to track meaningful market maker flows.
systemathics/sdk-python
Auto generated stubs for Systemathics Ganymede gRPC APIs (python)
xyztony/binancedl
Binance Historical Market Data download utility written in Nim