Tick Data Python Packages

databento-dbn

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

thetadatadx

No-JVM ThetaData Terminal — native Rust SDK for direct MDDS (gRPC) and FPSS (TCP) market data access

lakeapi

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

systemathics-apis

Auto generated stubs for Systemathics Ganymede gRPC APIs (python)

duka

duka - Dukascopy historical data downloader

lastra

Python reader and writer for the Lastra columnar time series file format. Per-column codec selection (ALP, Gorilla, Pongo, delta-varint, VARLEN). Bit-exact compatible with lastra-java.

tradedesk-dukascopy

Dukascopy tick downloader and candle/tick exporter for backtesting workflows.

dbz-python

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

django-quant-tick

📈 Aggregate candlesticks from high frequency tick data from S3 and REST APIs

exness-data-preprocess

Professional forex tick data preprocessing with unified DuckDB storage, Phase7 OHLC schema, and sub-15ms query performance

tick-vault

Python library for downloading and processing Dukascopy historical tick data (Forex, crypto, metals). Supports resume-capable downloads, automatic gap detection, proxy rotation, and efficient pandas integration for backtesting and quantitative analysis.

zpe-ft

Deterministic codec for delayed public market data. 5.94×–10.90× smaller than raw on declared public corpora; RMSE 0.0 ticks on price field. Phase 06 sovereign authority gated on FT-C004 truth.

dbz-lib

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

xing-tick-crawler

이베스트 투자증권 xing api 틱데이터를 받기위한 패키지

whitehole

Package for read and backtest data of financial assets in the most storage-efficient way, taking care of performance and store using zarr format files

pitts

Little package for big things

cryptofeed-werks

🔌 Aggregate candlesticks from high frequency tick data from WebSockets