tick-data topic

List tick-data repositories

crypto-rl

813
Stars
231
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Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent

roq-api

461
Stars
111
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The C++23 interfaces used to communicate between trading strategies and market gateways.

roq-samples

154
Stars
53
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Example projects demonstrating how to use Roq's C++23 APIs.

duka

300
Stars
134
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Watchers

duka - Dukascopy historical data downloader

dune-snippets

142
Stars
20
Forks
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dune snippets is a collection of sql queries for duneanalytics.com / Google BigQuery

dukascopy-node

296
Stars
56
Forks
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✨ Download historical price tick data for Crypto, Stocks, ETFs, CFDs, Forex via CLI and Node.js ✨

asyncio-quant-tick

30
Stars
12
Forks
Watchers

🔌 Aggregate candlesticks from high frequency tick data from WebSockets

lake-api

24
Stars
3
Forks
Watchers

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

scobre

16
Stars
6
Forks
Watchers

Scala OrderBook Reconstructor for high-frequency order-flow data

databento-rs

43
Stars
2
Forks
Watchers

The official Rust client library for Databento