databento / dbnLinks
Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data
☆131Updated last week
Alternatives and similar repositories for dbn
Users that are interested in dbn are comparing it to the libraries listed below
Sorting:
- The official Rust client library for Databento☆76Updated this week
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆64Updated 2 years ago
- The official Python client library for Databento☆215Updated last week
- Backtesting engine written in Rust☆75Updated 7 months ago
- The idiomatic rust implementation of the QuantLib C++ quantitative finance library☆164Updated 4 years ago
- OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.☆121Updated last week
- A fast in-memory limit order book (LOB).☆157Updated 2 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆155Updated last year
- csp is a high performance reactive stream processing library, written in C++ and Python☆367Updated this week
- Rust Market Simulation Library with a Python API☆22Updated last year
- An implementation of the Interactive Brokers API for Rust☆212Updated 2 weeks ago
- ☆41Updated 6 months ago
- Polars extension for Ta-Lib: Support Ta-Lib functions in Polars expressions☆211Updated 3 months ago
- Port of Interactive Broker's trading API written in Rust☆168Updated last year
- Database for L2 orderbook☆729Updated last year
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆181Updated 11 months ago
- Vectorized backtester and trading engine for QuantRocket☆243Updated last week
- A native desktop charting platform for crypto markets☆191Updated this week
- Nasdaq Order Book Reconstructor☆257Updated 4 years ago
- ☆49Updated last year
- A fast L2/L3 orderbook data structure, in C, for Python☆290Updated 11 months ago
- Aggregate trade data into user-defined candles using information driven rules☆107Updated 3 months ago
- ☆138Updated 3 years ago
- The official C++ client library for Databento☆58Updated last week
- ☆60Updated last year
- NASDAQ ITCH parser in Rust☆50Updated 9 months ago
- An algorithmic trading platform written in rust. Focused on backtesting, charting, live trading. With an emphasis for semi-automated str…☆64Updated last month
- Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.☆135Updated 3 months ago
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆283Updated last week
- Example data for use with NautilusTrader☆35Updated 3 weeks ago