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

The C++23 interfaces used to communicate between trading strategies and market gateways.

duka - Dukascopy historical data downloader

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

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

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The official Rust client library for Databento

Generate candlesticks from your tick data in realtime.

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

🔌 Aggregate candlesticks from high frequency tick data from WebSockets

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

The official C++ client library for Databento

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

Scala OrderBook Reconstructor for high-frequency order-flow data

Download intraday and historical data from the norwegian broker Netfonds ASA

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, 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