intraday-data

Financial Markets Data Visualization using Matplotlib

🤏🏻 `investpy` but made tiny

Unofficial Python library for Zerodha Kite Web and KiteConnect

framework for collecting real time stock price data from ThinkorSwim

Python package to download crypto-currency data (OHLCV, trades, order book) via REST and WebSocket from Binance, Kraken, Bybit, OKX and Coinbase. Includes an autonomous daemon with scheduler, live streams and rclone sync.

Automated hourly options flow, GEX profiling, and SD-range analysis for Gold, S&P 500, and NASDAQ futures.

Market-guided Transformer research framework for A-share cross-sectional return forecasting with intraday price-volume features.

Utilities for fetching, reading, validating, caching, consolidating, and splicing intraday OHLCV price files from multiple vendors.

Financial Big Data (FIN-525) final project: The Impact of COVID-19 on Returns and Volatility: a case study of the United States, China, Switzerland and Japan

A Rust library designed to scrap NSE site to fetch live equity quotes, futures, options, intraday charting candles, and historical EOD Bhavcopy archives from the National Stock Exchange of India (NSE).

Fetch public intraday data from Bovespa Stocks and converts into OHLC xts time series to use with quantmod in R

Intraday trading Dataset from fyers API and code to fetch custom data.

Sample Jupyter notebooks targeting Ganymede gRPC API

Matplotlib scale to compress non-business days and off-hours.

Polars event-study research for ES/NQ intraday futures: MSS, CISD, SMT, RSI/volume divergences, session/momentum/volume filters.

Real-time futures and options dashboard powered by Tastytrade, DXLink, TradingView, FastAPI, and React with OI profile analytics.

Wrapper around eodhistoricaldata.com endpoints for easier data downloading

Auto generated stubs for Systemathics Ganymede gRPC APIs (python)

Auto generated stubs for Systemathics Ganymede gRPC APIs (rust)