Deterministic backtest of an ICT-based intraday scalping strategy on NQ futures (30s bars from tick data)

Resumable async downloader for BOSSA.pl intraday tick data (GPW universe) — session keepalive, high-concurrency fetch, live TUI

Python reader and writer for the Lastra columnar time series file format. Per-column codec selection (ALP, Gorilla, Pongo, delta-varint, VARLEN). Bit-exact compatible with lastra-java.

Binance Historical Market Data download utility written in Nim

Deterministic codec for delayed public market data. 5.94×–10.90× smaller than raw on declared public corpora; RMSE 0.0 ticks on price field. Phase 06 sovereign authority gated on FT-C004 truth.

Wrapper for dukascopy node to fetch tick data for financial instruments

Auto generated stubs for Systemathics Ganymede gRPC APIs (rust)

Wrapper for dukascopy node to fetch tick data for financial instruments

Data pipeline project that performs ETL operations on futures tick data using Snowflake as the data warehouse to enable statistical analysis and insights generation.

Betfair API intraday data extraction scraper

Method to move data between Alpaca and TimescaleDB APIs

Forex tick-by-tick EUR/USD data, free to use for your Forex machine learning stuffs..

Prototypes for Systemathics Ganymede gRPC APIs

High-performance columnar time-series database for financial exchanges, written in Rust

Analyze AI-driven Chinese astrology charts, compatibility, and divination with streaming results, charts, and shareable reports

Auto generated stubs for Systemathics Ganymede gRPC APIs (dotnet)

A downloader for historical tick data from financial markets.

Method to identify volume spikes on options contracts

Access ThetaData market data in native Rust with direct MDDS history and FPSS real-time streaming, no JVM needed

24/7 tick-level crypto market data collector for Binance and Bybit perpetual futures with buffered deduplication, zstd compression, and WebDAV cloud backup