Tick Data Python Packages

databento-dbn

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

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.

lakeapi

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

lse-data

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

duka

duka - Dukascopy historical data downloader

systemathics-apis

Auto generated stubs for Systemathics Ganymede gRPC APIs (python)

tradedesk-dukascopy

Python Dukascopy tick downloader and candle exporter for backtesting datasets.

dbz-python

Python library written in Rust for working with the Databento Binary Encoding (DBZ) format

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.

dbz-lib

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

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.

zpe-ft

ZPE financial time-series codec and pattern search

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