Alternatives and similar repositories for sources-for-intraday-historical-stock-data

Users that are interested in sources-for-intraday-historical-stock-data are comparing it to the libraries listed below

• robcarver17 / ibswigsystematicexamples
  Automatically exported from code.google.com/p/ibswigsystematicexamples
  ☆36Updated 8 years ago
• chicago-joe / InteractiveBrokers-PairsTrading-Algo
  A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
  ☆91Updated 3 weeks ago
• theoptionlab / theoptionlab
  The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…
  ☆57Updated 2 years ago
• bartchr808 / Quantopian_Pairs_Trader
  Quantopian Pairs Trading algorithm implementation.
  ☆59Updated 7 years ago
• ryanh-ai / ib_insyncDocker
  Run ib_insync with IBC Inside Docker Container
  ☆22Updated 5 years ago
• deltaray-io / ib_dl
  Historical market data downloader using Interactive Brokers TWS
  ☆59Updated 6 years ago
• femtotrader / pythalesians
  Python library to backtest trading strategies, plot charts (via Chartesians), seamlessly download market data, analyse market patterns et…
  ☆26Updated 2 months ago
• hftstrat / The-Gateway-code-samples
  Code samples for The Gateway.
  ☆51Updated 6 years ago
• tomyitav / talib-extensions
  Implementing technical indicators that are not implemented in ta-lib
  ☆68Updated 9 years ago
• wegamekinglc / VisualPortfolio
  ☆106Updated 8 years ago
• ajpierce / ib_tws_docker
  A Docker container for running a headless Interactive Brokers' TWS instance whose API is exposed on port 4001
  ☆33Updated 7 years ago
• Harkishan-99 / Alternative-Bars
  Generate various Alternative Bars both historically and at real-time.
  ☆35Updated 2 years ago
• quantrocket-llc / ibpythonic
  IbPy-like interface for the Interactive Brokers Python API
  ☆59Updated last year
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆76Updated 6 years ago
• saeed349 / Microservices-Based-Algorithmic-Trading-System-V-2.0
  MBATS is a docker based platform for developing, testing and deploying Algorthmic Trading strategies with a focus on Machine Learning bas…
  ☆53Updated 2 years ago
• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆54Updated 6 years ago
• jensolson / SPX-Gamma-Exposure
  Calculates estimate of market maker gamma exposure derived from S&P 500 index options
  ☆131Updated 5 years ago
• wynfred / presso
  Event-driven backtest/realtime quantitative trading system.
  ☆74Updated 3 years ago
• jsarbach / ib-trading
  Cloud-based algorithmic trading with Interactive Brokers
  ☆54Updated 2 years ago
• yzoz / python-option-calculator
  Vanilla option pricing and visualisation using Black-Scholes model in pure Python
  ☆131Updated 2 years ago
• StevenDowney86 / Public_Research_and_Backtests
  Research and Backtests I have been working on...enjoy
  ☆70Updated 4 years ago
• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆92Updated 4 years ago
• jsisaacs / QuantStrategies
  💸 A long-short equity quantitative trading strategy (sentiment-based)
  ☆38Updated 7 years ago
• ClimberMel / ib_tools
  Tools to work with Interactive Brokers using ib_insync
  ☆21Updated 4 months ago
• fxcm / MarketData
  MarketData
  ☆116Updated last year
• aaaquants / LSTM-trading
  ☆25Updated 7 years ago
• Wkemery / ElliotWaveAnalysis
  Elliot Wave Analyzer for OHLC data
  ☆77Updated 6 years ago
• quantroom-pro / pyrenko
  ☆126Updated 6 years ago
• tkp-archive / pyEX-zipline
  pyEX + Zipline
  ☆23Updated 3 years ago
• SergioEspinoza / PyAlgoTrading_TradingWithIB
  Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )
  ☆29Updated 4 years ago