deephaven-examples / redpanda_dxfeed_financial_dataLinks
Redpanda with dxfeed for financial_data
β16Updated 11 months ago
Alternatives and similar repositories for redpanda_dxfeed_financial_data
Users that are interested in redpanda_dxfeed_financial_data are comparing it to the libraries listed below
Sorting:
- kdb+ integration with Apache Arrow and Parquetβ34Updated 9 months ago
- π Library of technical indicators in Rust. (work in progress)β20Updated 8 years ago
- Digital Signal Processing Indicators For Market Data.β33Updated 5 years ago
- Databento Binary Encoding (DBN) - Fast message encoding and storage format for market dataβ148Updated last week
- β62Updated last year
- (e2e) foss trading for non-tinasβ112Updated 2 years ago
- β33Updated 6 years ago
- Factor Expression + Historical Data = Factor Valuesβ30Updated 2 years ago
- kdb+ Working Group from FINOS Data Technologies programβ52Updated 6 months ago
- Source for documentation siteβ79Updated last week
- Interactive Brokers cliβ32Updated 5 years ago
- Latest source files for kdb+tickβ104Updated last year
- Studio for kdb+ / Rapid execution environment for qβ24Updated last year
- Streaming order book data using TD Ameritrade APIβ12Updated 3 years ago
- PyKX is a Python first interface to the worlds fastest time-series database kdb+ and it's underlying vector programming language q.β60Updated last week
- Using Kafka to track cryptocurrency price trendsβ67Updated 2 years ago
- An arrow flight extension to support ticking datasets via IPCβ28Updated last month
- β12Updated last year
- Bristol Stock Exchange, Version 2: a simulation of a contemporary limit-order-book financial exchange.β24Updated 6 years ago
- The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formationβ¦β67Updated 10 years ago
- Demo showing how to parse secdef filesβ20Updated 5 years ago
- low latency, high throughput load balancer for real time stock market trade feed (using polygon.io websocket API)β56Updated 2 years ago
- Fast Risks with QuantLib in Pythonβ18Updated last year
- π MesoSim's Strategy Libraryβ19Updated last year
- A python command line tool to calculate options max pain for a given company symbol and options expiry date.β23Updated 2 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDSβ97Updated 2 months ago
- High performance time series databaseβ124Updated 2 months ago
- Command line interface and Python client for QuantRocketβ31Updated last month
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.htmlβ38Updated 7 years ago
- This repository is an advanced version of the MBATS infrastructure that you can use to provision Google Cloud and CloudFlare services so β¦β28Updated 4 years ago