#market-data

  1. databento

    Official Databento client library

    v0.40.0 13K #market-data #tick-data #real-time #historical-data #historical #trading
  2. dbn

    working with Databento Binary Encoding (DBN)

    v0.48.0 18K #finance-trading #market-data #finance #trading #convert
  3. thalex_rust_sdk

    Trading client for Thalex exchange

    v0.1.33 #trade #trading #sdk #name #exchange #market-data #ohlc
  4. tinkoff-invest

    tinkoff invest library

    v2.34.0 #tinkoff #invest #order-book #figi #enums #candlestick #market-data #cache
  5. dxlink

    trading through tastytrade's API

    v0.1.5 #websocket #market-data #real-time #subscribing #trading-api #trade #tastytrade #greeks #event-type #authentication
  6. bluefin_api

    Bluefin API

    v1.7.0 #trade #affiliate #exchange #market-data #account-api #auth-token #margin #ticker #bluefin #preferences
  7. borsa

    High-level, pluggable market data API for Rust with multi-provider support

    v0.2.0 #market-data #finance-trading #finance #stocks #trading-api #trading
  8. nanobook-rebalancer

    Portfolio rebalancer bridging nanobook to Interactive Brokers

    v0.4.0 #order-book #backtesting #portfolio #price #position-tracking #nanobook #limit-order #market-data #trading #event-log
  9. minifix

    A bare essentials library for Financial Information Exchange (FIX)

    v0.3.0 #fix-protocol #message-decoder #finance-exchange #market-data #data-processing
  10. market-data-downloader

    A small Rust CLI to download market data aggregates from Polygon.io (minute or daily), and save them as CSV or JSON

    v0.2.0 #downloader #market-data #polygon-io #csv #aggregate #twelvedata
  11. alpaca-market-data-client-rs

    Access real-time and historical market data for US equities, options, crypto, and foreign exchange data through the Alpaca REST and WebSocket APIs. There are APIs for Stock Pricing…

    v0.1.0 #latest #trade #symbols #historical #stock #pricing #alpaca #bars #market-data #loc
  12. rs-backtester

    Financial backesting library

    v0.1.4 #finance #backtester #trade #csv #market-data #charts #buy #backtest #plot #fees
  13. order_book_parser

    A parser for order book data in financial markets, parsing bids and asks from a string format

    v0.1.1 #order-book #string-format #market #bids #finance #market-data #pest-parser #buy #financial-markets #financial-data
  14. tradingview-rs

    Tradingview datafeed api tradingview-rs project

    v0.1.0 270 #algorithmic-trading #market-data #historical-data #session #fetch #drawing #pine #multi-threading #news-headlines #financial-data
  15. surface-lib

    High-performance Rust library for volatility surface calibration and option pricing (SVI, linear IV, temporal interpolation)

    v0.1.0 #modeling #volatility-surface #temporal-interpolation #vega-weighting #market-data #atm #l-bfgs-b #model-validation #cma-es #pricing
  16. dbn-cli

    Command-line utility for converting Databento Binary Encoding (DBN) files to text-based formats

    v0.48.0 #binary-encoding #csv #json #market-data
  17. market-data-source

    High-performance synthetic market data generator with financial precision. Generate unlimited OHLC candles, tick data, and realistic trading scenarios for backtesting and research.

    v0.3.0 #market-data #finance-trading #backtesting #synthetic-data #finance #trading
  18. fx-md

    Market data feed processing and normalization for FX trading

    v0.1.0 #market-data #forex #feed #fx-trading
  19. ironsbe-marketdata

    Market data handling patterns for IronSBE - order books, recovery, arbitration

    v0.1.2 #finance-trading #market-data #trading #finance
  20. paft-domain

    Domain modeling primitives (instrument, exchange, period, market state) for the paft ecosystem

    v0.7.1 280 #market-data #finance #instrument #serde #type
  21. nt-market-data

    Market data providers and streaming for Neural Trader - supports Alpaca, Polygon, IEX, and more

    v1.0.0 #market-data #trading #finance-trading #finance #stocks
  22. trading-types

    type definitions (and some utils) as building blocks for type-safe trading

    v0.2.0 #building-block #trading #type-safe #type-definition #price #bids #currency #market-data #spread #worth
  23. borsa-yfinance

    Yahoo Finance API connector for the borsa financial data ecosystem with comprehensive market data and streaming support

    v0.2.0 #yahoo-finance #market-data #stock #finance #stocks #finance-data
  24. polyte-gamma

    Rust client library for Polymarket Gamma (market data) API

    v0.4.0 #market-data #polymarket #prediction-markets #api-bindings
  25. ib

    client to the Interactive Brokers HTTP REST API

    v3.0.0 #ledger #iserver #market-data #trading #rest-client #portfolio #account-api #web-api #email #contract-api
  26. market-data

    lib to fetch & enhance historical time-series stock market data

    v0.3.3 370 #stock-market-data #time-series #stock-time-series #equities-data
  27. data

    Unified data provider interface for quantitative finance

    v0.1.0 #data-provider #finance #market-data #finance-data
  28. trader-cli

    CLI for accessing brokerage and market data

    v0.1.2 #market-data #brokerage #accessing #cli-for-accessing
  29. borsa-alphavantage

    Alpha Vantage API connector for the borsa ecosystem

    v0.2.0 #alpha-vantage #market-data #stock #finance #stocks
  30. quotick

    Embedded tick market data (trade, quote, ..) database storage optimized for billions of data points

    v0.2.3 #market-data #embedded-database #data-points #trade #tick-data #epoch #database-storage #billions #price
  31. rustyfinance

    Download market data from Yahoo! Finance's API

    v1.1.0 #market-data #yahoo-finance #financial-data #stock-data #api-bindings #finance-data
  32. qamd-rs

    Market data protocol library for QUANTAXIS

    v0.1.0 #finance-trading #market-data #trading #finance
  33. spread_tracker

    Spread tracker for forex pairs

    v0.1.0 #spread #broker #symbols #tracker #forex #market-data #data-model #scrape #store-data #cache
  34. borsa-mock

    Mock Borsa connector with deterministic fixture data for tests and examples

    v0.2.0 #testing #mocking #market-data #borsa #finance
  35. avin_data

    Market data for the 'avin' library

    v0.4.0 #market-data #avin #system #trade #trading #cross-platform #данных #ся #загруз
  36. data-nasdaq

    NASDAQ tick data provider (stub)

    v0.1.0 #market-data #quant-finance #finance #finance-data
  37. firstrade

    A SDK for the Firstrade API

    v0.1.1 #sdk #market-data #account-api #trade #order #authentication #mfa #otp #company #finance
  38. ib_client

    an async Interactive Broker Client Portal Web API generated by openapi generator with reqwest

    v1.0.0 #ledger #web-api #portfolio #iserver #market-data #account-api #email #trading #account-id #alert
  39. data-fmp

    Financial Modeling Prep data provider

    v0.1.0 #finance #quant-finance #market-data #finance-data
  40. data-cache

    Caching implementations for quant data providers

    v0.1.0 #market-data #quant-finance #finance #finance-data #quant
  41. data-edgar

    SEC EDGAR data provider for financial statements

    v0.1.0 #finance #market-data #quant-finance #finance-data
  42. paft-core

    Core domain types, errors, and shared utilities for paft

    v0.7.1 290 #polars-dataframe #dataframe #market-data #polars #finance #serde
  43. finance-query

    querying financial data

    v2.1.0 #yahoo-finance #market-data #finance #stock #quote #stocks
  44. ethereal_rust_sdk

    Trading client for Ethereal exchange

    v0.1.17 #sdk #ethereal #trading #typed #fill #market-data #websocket #websocket-client
  45. data-ibkr

    Interactive Brokers data provider (stub)

    v0.1.0 #market-data #quant-finance #finance #finance-data
  46. dbn-macros

    Proc macros for dbn crate

    v0.48.0 19K #dbn #format #serialization #market-data #binary-encoding #proc-macro #databento #zstd #storage-formats
  47. Try searching with DuckDuckGo.

  48. fmp-rs

    Production-grade Rust client for Financial Modeling Prep API with intelligent caching, rate limiting, and comprehensive endpoint coverage

    v0.1.1 #market-data #stock #finance #stocks #api-bindings
  49. tickcatcher

    API provides access to cryptocurrency market data including candlesticks, symbols, and indicators. All requests require authentication using your RapidAPI key or TickCatcher Direct Key.

    v1.1.7 #cryptocurrency #calendar #indicator #candlestick #openapi #open-api-specification #market-data #zig-zag #ema #rsi
  50. data-yahoo

    Yahoo Finance data provider

    v0.1.0 #finance-data #market-data #quant-finance #finance
  51. download-ticks

    Fetch market candlestick data (kline) and save to a JSON file

    v1.7.1 #save-file #json #market-data #fetch #kline #candlestick #json-format #candle #data-exchange #h1
  52. dukascopy_rust

    Rust wrapper for Dukascopy’s free charting API

    v0.2.0 #market-data #data-processing #api-bindings #finance
  53. kraken-wasm

    WASM bindings for Kraken orderbook engine

    v0.1.0 #kraken #order-book #rate-limiting #wasm-bindings #websocket #l3 #data-streaming #real-time-data-streaming #market-data #checksum
  54. debot-market-analyzer

    Functions to analyze market data

    v5.1.18 #market-data #analyze
  55. deltadefi

    SDK for DeltaDeFi

    v1.1.3 #wallet #account-balance #defi #price #market-data #trading-platform #encryption #deposit #key-management #withdrawals
  56. paradex

    client library

    v0.7.2 #ethereum #default #onboarding #private-key #websocket-client #mi-malloc #market-data #suggest #allocator #speedup
  57. tastytrade

    trading through tastytrade's API

    v0.2.2 180 #trading #market-data #balance #real-time #data-streaming #dx-feed #placing #authentication
  58. kraken-types

    Shared types for Kraken WebSocket API v2

    v0.1.0 #kraken #order-book #rate-limiting #validation #websocket #real-time-streaming #l3 #price #btc #market-data
  59. finql-data

    Internal crate used by finql implementing an async database abstraction layer

    v0.2.0 #calendar #finance #time-period #finql #async-database #toolbox #database-abstraction-layer #price #market-data #unit-testing
  60. tesser-data

    Market data ingestion and storage utilities for Tesser

    v0.9.3 #data-ingestion #downloader #tesser #market-data #handler #kline #bybit #trading #storage-utilities
  61. kraken-auth

    Authentication and WebSocket token provider for Kraken API

    v0.1.0 #kraken #websocket #api-token #token-provider #order-book #authentication #l3 #data-streaming #real-time-data-streaming #market-data
  62. data-core

    Core traits and types for quant data providers

    v0.1.0 #market-data #quant-finance #finance #finance-data #quant
  63. binance-futures

    Binance Futures API client implementation with models, endpoints, and streaming support

    v0.2.0 #binance #market-data #websocket #future #client #trade #spot-market #strong-typing
  64. btc_line

    A Bitcoin price and market data line display tool

    v1.0.2 #cryptocurrency #market-data #bitcoin
  65. binance-rs

    Facade crate for the Binance Rust ecosystem

    v0.2.0 #facade #rest #websocket #market-data #strong-typing #thread-safe #trade #concurrency #git-branch #data-streaming
  66. haggl

    Ingest and visualise market data feeds

    v0.1.0 #market-data #trading #data
  67. kraken-ws

    Native WebSocket client for Kraken API v2

    v0.1.0 #kraken #websocket #websocket-client #market #order-book #market-data #checksum #reconnect #public-private #reconnection
  68. kalshi_market_data

    Connectors for market data on the Kalshi exchange

    v0.1.0 #market-data #kalshi #connector #exchange
  69. tardis-rs

    that allows you to easily replay historical market data and stream live market data through Tardis.dev's API

    v0.1.4 #cryptocurrency #market-data #trading