Topic: marketdata

62 repositories

JoinQuant/jqdatasdk

简单易用的量化金融数据包(easy utility for getting financial market data of China)

★ 1,409PythonForks 196

robaho/go-trader

financial exchange written in Go, designed for algorithmic trading tests

★ 520GoForks 90

mkipnis/DistributedATS

DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS

★ 121C++Forks 30

vslee/IEXSharp

IEX Cloud API for C# and other .net languages. Supports SSE streaming

★ 91C#Forks 35

trustwallet/watchmarket

Watchmarket is an aggregation and caching service for blockchain market information

★ 89GoForks 61

dc-aichara/PriceIndices

A python package to extract historical market data of cryptocurrencies and to calculate technical price indicators.

★ 18PythonForks 5

flowdrivenml/market-data-stream-processor

Cross-exchange crypto market data and feature-engineering toolkit for order books, trades, open interest, funding, liquidations, and options. Python research prototype with lessons on fixed-time bars and ML.

★ 16PythonForks 5

vinaybhide/Analytics

A responsive web application to manage your stock and mutual fund portfolio. It also features set of rich graphs, that are prepared during runtime using real-time market data. It uses my own API developed to access market data. The application can be loaded on any browser on any device.

★ 14C#Forks 12

Zinuto-Official/zinuto-core

Zinuto has been discontinued. Users who wish to continue using its local tools can build Zinuto Core from source for market replay, trading simulation, and strategy backtesting.

★ 14TypeScriptForks 6

haynieresearch/marketdata

Extract, transform, and load market data from various API's into a MySQL database.

★ 10PythonForks 3

juanjmtzs/BIVA-MoldUDP-Multicast-Handler

Market Data Feed Handler, ITCH Protocol. MoldUDP Multicast Useful for the new Mexican Stock Exchange BIVA (Bolsa Institucional de Valores) that uses X-Stream (NASDAQ).

★ 9JavaForks 0

juanjmtzs/Sphere

BIVA MarketData ITCH Feed Handler Unicast SoupBinTCP BIVA MarketData ITCH Feed Handler Multicast MoldUDP BIVA MarketData ITCH Feed Handler Recovery UDP BIVA OrderRouting OUCH OMS Unicast SoupBinTCP BMV MarketData INTRA Feed Handler Multicast UDP BMV MarketData INTRA Feed Handler Recovery TCP Useful for the new Mexican Stock Exchange BIVA (Bolsa Institucional de Valores) that uses X-Stream (NASDAQ) and the Mexican Stock Exchange (Bolsa Mexicana de Valores)

★ 7JavaForks 2

MarketDataApp/sdk-py

Official Python SDK for the Market Data API providing real-time and historical U.S. stock and options market data. Access prices, quotes, options chains, and time series data for trading, quantitative research, analytics, and automated workflows.

★ 7PythonForks 1

juanjmtzs/BIVA-SoupBinTCP-Unicast-Handler

Market Data Feed Handler, ITCH Protocol. SoupBinTCP Unicast Useful for the new Mexican Stock Exchange BIVA (Bolsa Institucional de Valores) that uses X-Stream (NASDAQ).

★ 5JavaForks 4

Gimkhana/Empirical_Analysis_FM

This repository full of ressources for analysing financial markets. Mainly on portfolio and quantitative modelling. Each folder has its documented and explained code with the required datasets to run the scripts correctly. Perfect for anyone keen to sharpen their finance skills with data science.

★ 4Jupyter NotebookForks 0

batiaev/orderbook

Orderbook implementation based on ws feed from coinbase. Simple UI available at simple UI for orderbook server https://github.com/batiaev/orderbook-ui

★ 3JavaForks 0