PyRank

Tick Data Python Packages

Python packages with the GitHub topic tick-data. Sorted by monthly downloads, with stars and forks.
databento
databento-dbn

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

1.4M 172 27
londonstrategicedge
lse-data

Live and historical market data for: Stocks, FX, crypto, commodities, indices and ETFs over WebSocket and REST.

11K 279 43
userFRM
thetadatadx-py

Market data SDKs for ThetaData — Rust, Python, TypeScript, and C++. Historical, real-time streaming, and bulk flat-file access through one authenticated client. No JVM, no local terminal.

9K 30 7
Harvestgroup360
market-data-normalizer

Normalize heterogeneous market-data feeds (CSV, WebSocket JSON, FIX) into one exchange-agnostic schema. Pure Python, zero deps.

7K 7 1
FLOX-Foundation
flox-py

Framework for building trading systems

7K 227 38
crypto-lake
lakeapi

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

6K 75 10
marketlenstrade
marketlens

Python SDK for Polymarket order book data and backtesting. Tick-level L2 snapshots, billions of deltas, full book reconstruction, and a strategy backtesting engine with realistic execution.

6K 29 0
systemathics
systemathics-apis

Auto generated stubs for Systemathics Ganymede gRPC APIs (python)

3K 1 0
giuse88
duka

duka - Dukascopy historical data downloader

2K 356 145
databento
dbz-python

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

2K 172 27
QTSurfer
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.

2K 0 0
FLOX-Foundation
flox-mcp

Framework for building trading systems

2K 227 38
globophobe
django-quant-tick

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

2K 21 6
keyhankamyar
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.

966 45 6
Alx90s
tickstream

Python client for the tickstream API — real-time and historical CME futures, options chains, Greeks and dealer gamma.

572 0 0
terrylica
exness-data-preprocess

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

467 4 0
radiusred
tradedesk-dukascopy

Python market data downloader and candle exporter for backtesting datasets (Dukascopy today; more sources to come).

408 3 1
databento
dbz-lib

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

325 172 27
lrvx
lrvx-mcp

Framework for building trading systems

287 228 39
lrvx
lrvx

Framework for building trading systems

275 228 39
radiusred
tradedesk-marketdata

Python market data downloader and candle exporter for backtesting datasets (Dukascopy today; more sources to come).

257 3 1
quantmoon
pitts

Little package for big things

182 3 1
userFRM
thetadatadx

Market data SDKs for ThetaData — Rust, Python, TypeScript, and C++. Historical, real-time streaming, and bulk flat-file access through one authenticated client. No JVM, no local terminal.

85 30 7
quantmoon
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

77 3 1