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

C++ interfaces used to communicate with Roq's market gateways.

✨ Download historical price tick data for Crypto, Stocks, ETFs, CFDs, Forex via CLI and Node.js ✨

duka - Dukascopy historical data downloader

dune snippets is a collection of sql queries for duneanalytics.com / Google BigQuery

Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data

The official Rust client library for Databento

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Financial and Investment Data Science: FinDS Python library and examples for applying quantitative and machine learning methods on structured and unstructured financial data sets

Jupyter notebooks, accompanying the FinDS Python repo: contains code examples and results for 30+ financial data science projects

Python API for accessing Lake high frequency tick trades & order book data

The official C++ client library for Databento

Generate candlesticks from your tick data in realtime.

🔌 Aggregate candlesticks from high frequency tick data from WebSockets

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.

Scala OrderBook Reconstructor for high-frequency order-flow data

Download intraday and historical data from the norwegian broker Netfonds ASA

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.

A Java API for the high quality, market-data-vendor "DTN IQFeed" https://iqfeed.net

Open source .Net API wrapper for the web API and websockets API @BitMEX cryptocurrency exchange