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The Top 22 Tick Data Open Source Projects

Open source projects categorized as Tick Data
Categories > Tick Data
Crypto Rl ⭐ 497
Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
most recent commit 2 years ago
Roq Api ⭐ 442
Interface used to communicate with market gateways or a simulator. [C++20] [Interface]
most recent commit 3 months ago
Dukascopy Node ⭐ 228
✨ Download historical price tick data for Crypto, Stocks, ETFs, CFDs, Forex via CLI and Node.js ✨
dependent packages 3total releases 82most recent commit 7 months agonpm dukascopy-node} Downloads
Duka ⭐ 205
duka - Dukascopy historical data downloader
total releases 12most recent commit 5 years ago
Roq Samples ⭐ 151
Demonstrates different use-cases. [C++20] [Examples]
most recent commit 3 months ago
Dune Snippets ⭐ 112
dune snippets is a collection of sql queries for duneanalytics.com / Google BigQuery
dependent packages 2total releases 4most recent commit 2 years agonpm dune-snippets} Downloads
Dbn ⭐ 55
Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data
dependent packages 2total releases 28most recent commit 3 months agocargo dbn} Downloads
Real Time Fxcm ⭐ 36
高频量化对冲交易自动化
most recent commit 3 months ago
Candles ⭐ 24
Generate candlesticks from your tick data in realtime.
dependent packages 2total releases 5most recent commit 6 months agonpm candles} Downloads
Cryptofeed Experiments ⭐ 24
🔌 WebSocket subclasses, and experiments, for data from cryptocurrency exchanges
most recent commit 5 months ago
Databento Rs ⭐ 22
The official Rust client library for Databento
total releases 8most recent commit 3 months ago
Databento Cpp ⭐ 19
The official C++ client library for Databento
most recent commit 3 months ago
Lake Api ⭐ 16
Python API for accessing Lake high frequency tick trades & order book data
total releases 28most recent commit 5 months ago
Data Science Notebooks ⭐ 15
Jupyter notebooks, accompanying the FinDS Python repo: contains code examples and results for 30+ financial data science projects
most recent commit 8 months ago
Scobre ⭐ 15
Scala OrderBook Reconstructor for high-frequency order-flow data
most recent commit 8 months ago
Financial Data Science ⭐ 14
Financial and Investment Data Science: FinDS Python library and examples for applying quantitative and machine learning methods on structured and unstructured financial data sets
most recent commit 8 months ago
Bitmex.net ⭐ 12
Open source .Net API wrapper for the web API and websockets API @bitmex cryptocurrency exchange
total releases 102most recent commit 5 months ago
Dukas.net ⭐ 11
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.
total releases 7most recent commit 5 months ago
Ntfdl ⭐ 11
Download intraday and historical data from the norwegian broker Netfonds ASA
most recent commit 6 years ago
Iqfeed4j ⭐ 10
A Java API for the high quality, market-data-vendor "DTN IQFeed" https://iqfeed.net
total releases 9most recent commit 2 years ago
Tick_collector ⭐ 10
Binance Tick Data Collector
most recent commit 3 years ago
Roq Python ⭐ 9
Python binding of Roq's client library. [Python] [EXPERIMENT]
most recent commit 3 months ago
The 4 Most Depended On Tick Data Open Source Projects
Dukascopy Node ⭐ 228
✨ Download historical price tick data for Crypto, Stocks, ETFs, CFDs, Forex via CLI and Node.js ✨
dependent packages 3total releases 82latest release September 17, 2023most recent commit 7 months agonpm dukascopy-node} Downloads
Dbn ⭐ 55
Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data
dependent packages 2total releases 28latest release November 18, 2023most recent commit 3 months agocargo dbn} Downloads
Dune Snippets ⭐ 112
dune snippets is a collection of sql queries for duneanalytics.com / Google BigQuery
dependent packages 2total releases 4latest release March 07, 2021most recent commit 2 years agonpm dune-snippets} Downloads
Candles ⭐ 24
Generate candlesticks from your tick data in realtime.
dependent packages 2total releases 5latest release January 19, 2023most recent commit 6 months agonpm candles} Downloads
The 10 Latest Releases In Tick Data Open Source Projects
Bitmex.net ⭐ 12
Open source .Net API wrapper for the web API and websockets API @bitmex cryptocurrency exchange
total releases 102latest release November 29, 2023most recent commit 5 months ago
Databento Rs ⭐ 22
The official Rust client library for Databento
total releases 8latest release November 23, 2023most recent commit 3 months ago
Lake Api ⭐ 16
Python API for accessing Lake high frequency tick trades & order book data
total releases 28latest release November 18, 2023most recent commit 5 months ago
Dbn ⭐ 55
Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data
dependent packages 2total releases 28latest release November 18, 2023most recent commit 3 months agocargo dbn} Downloads
Dukascopy Node ⭐ 228
✨ Download historical price tick data for Crypto, Stocks, ETFs, CFDs, Forex via CLI and Node.js ✨
dependent packages 3total releases 82latest release September 17, 2023most recent commit 7 months agonpm dukascopy-node} Downloads
Candles ⭐ 24
Generate candlesticks from your tick data in realtime.
dependent packages 2total releases 5latest release January 19, 2023most recent commit 6 months agonpm candles} Downloads
Iqfeed4j ⭐ 10
A Java API for the high quality, market-data-vendor "DTN IQFeed" https://iqfeed.net
total releases 9latest release August 15, 2022most recent commit 2 years ago
Dune Snippets ⭐ 112
dune snippets is a collection of sql queries for duneanalytics.com / Google BigQuery
dependent packages 2total releases 4latest release March 07, 2021most recent commit 2 years agonpm dune-snippets} Downloads
Duka ⭐ 205
duka - Dukascopy historical data downloader
total releases 12latest release June 04, 2016most recent commit 5 years ago
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