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

duka - Dukascopy historical data downloader

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

Python library for downloading and processing Dukascopy historical tick data (Forex, crypto, metals). Supports resume-capable downloads, automatic gap detection, proxy rotation, and efficient pandas integration for backtesting and quantitative analysis.

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.

Download intraday and historical data from the norwegian broker Netfonds ASA

이베스트 투자증권 xing api 틱데이터를 받기위한 패키지

Professional forex tick data preprocessing with unified DuckDB storage, Phase7 OHLC schema, and sub-15ms query performance

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 anal…

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

FX high-frequency tick/candle historical data scraping tool

Stream data from Binance

Python Dukascopy tick downloader and candle exporter for backtesting datasets.

Professional tick-by-tick market data fetcher for BADVF — Trades via Polygon.io + Bid/Ask via IBKR TWS — auto-exports to CSV for Google Sheets. One-click Windows desktop app.

Auto generated stubs for Systemathics Ganymede gRPC APIs (python)

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

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.

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.

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