Awesome GitHub RepositoriesMarket Data Aggregators

OpenBBTerminal is a Python financial data platform and command line interface designed for aggregating and analyzing market data from diverse APIs. It serves as a quantitative analysis tool for processing stock, crypto, and derivative datasets to identify market trends and build investment strategies. The project utilizes a pluggable financial API framework with an adapter-based architecture, allowing external financial data providers to be integrated as independent modules. This system standardizes information from public and proprietary sources into a unified layer to support cross-asset an

FinceptTerminal is a quantitative finance platform and financial engineering library designed for asset valuation, risk management, and fixed-income analytics. It provides a comprehensive suite for algorithmic trading and investment strategy automation, integrating specialized language model agents and node-based workflows to automate market research and alpha generation. The project distinguishes itself with a dedicated game theory analysis engine for calculating Nash equilibria and simulating strategic interactions in competitive markets. It also features a specialized credit risk modeling

AkShare is a Python financial data library and programmatic interface designed for fetching real-time and historical stock, currency, and economic market data. It serves as a quantitative data acquisition tool for gathering the large-scale financial datasets required for economic research and quantitative analysis. The library provides a unified interface to retrieve datasets from various official and commercial providers, removing the need to write custom scrapers for individual financial sources. It maps standardized function calls to diverse third-party sources to normalize varying respons

This project is a comprehensive framework for engineering financial data pipelines, designed to automate the collection, cleaning, and synchronization of large-scale market datasets. It functions as a quantitative trading data engine, providing the infrastructure necessary to manage historical and real-time asset pricing information for research and machine learning workflows. The system distinguishes itself through a configuration-driven approach to orchestration, allowing users to manage complex data acquisition tasks across multiple financial providers. It features resilient middleware tha

Vibe-Trading is a system for automated financial trading and algorithmic market research. It uses autonomous agents to manage financial assets and execute trades based on predefined rules and logic. The project features a multi-agent collaborative workflow that coordinates specialized agents to perform joint research and risk reviews. It utilizes large language model orchestration to map natural language prompts to executable data loaders and backtesting functions. The platform includes capabilities for quantitative strategy backtesting and alpha benchmarking using information coefficients t

StockSharp is an algorithmic trading platform and quantitative framework used for developing and deploying trading robots across stock, forex, and cryptocurrency markets. It functions as a multi-asset trading gateway and a dedicated development environment for building, debugging, and scheduling automated strategies. The platform includes a visual strategy workflow editor that maps logic blocks to executable code and a simulation engine that replays historical tick data to validate trading logic. It utilizes a plugin-based broker integration system to normalize diverse exchange protocols into

This project is a quantitative trading platform and algorithmic trading bot designed for market data aggregation, strategy backtesting, and trade execution. It functions as a comprehensive system for collecting financial data via APIs and web sources, simulating investment strategies against historical records, and programmatically managing investment positions through brokerage interfaces. The platform distinguishes itself through institutional sentiment analysis and market intelligence tools. It monitors institutional fund activity, tracks corporate actions like equity pledges, and crawls f

Dieses Projekt ist ein umfassendes Marktdaten-Toolkit und Finanzanalysesystem, das speziell für China A-Shares konzipiert ist. Es dient als Daten-Pipeline für den Abruf von Echtzeit-Kursen, die Aggregation von Unternehmensfinanzberichten und die Automatisierung der Aktienanalyse. Das System zeichnet sich durch spezialisierte Monitore für institutionelle Kapitalbewegungen aus, einschließlich Northbound-Fund-Flows, Margin-Trading-Salden und Large-Block-Transaktionen. Es verfügt zudem über einen dedizierten Options-Greeks-Rechner für ETF-Derivate und Tools zur Einschätzung der Marktstimmung via Beliebtheitsrankings im Einzelhandel und trendigen Konzept-Tags. Die Funktionen erstrecken sich auf die fundamentale Unternehmensanalyse durch die Extraktion von Bilanzen und offiziellen Börsenmitteilungen. Das Toolkit deckt zudem die Identifizierung von Markttrends, das Ranking der Sektor-Performance und die Aggregation professioneller institutioneller Forschungsberichte und Gewinnprognosen ab. Das System enthält Traffic-Management-Funktionen wie Request-Throttling und Jitter, um die Stabilität während API-Integrationen zu wahren.

aiquanttrade is an AI-driven quantitative trading platform that enables the development, backtesting, and deployment of trading strategies powered by machine learning and artificial intelligence. It provides a complete local environment for quantitative research, simulation, and automated live trading through brokerage APIs, supporting both historical backtesting and real-time paper trading without capital risk. The platform distinguishes itself through a modular, event-driven architecture that separates strategy logic from execution, allowing rule-based and machine learning models to be co

FundamentalAnalysis ist eine umfassende Bibliothek für Finanzanalysen, ein Framework für quantitative Finanzen und ein Integrator für makroökonomische Daten. Sie bietet Werkzeuge zur Berechnung von Finanzkennzahlen, zur Ausführung von Kennzahlen zur Unternehmensgesundheit sowie zur Bewertung von Derivaten und Anleihen mittels mathematischer Modelle. Das Projekt integriert diverse Datenströme, darunter globale Wirtschaftsindikatoren, Echtzeit-Marktkurse und standardisierte Unternehmensabschlüsse. Es verfügt über eine Engine für technische Analysen zur Generierung von Momentum- und Volatilitätsindikatoren sowie einen Portfolio-Performance-Analysator zur Verfolgung risikobereinigter Renditen und der Asset-Allokation. Die analytische Oberfläche deckt die Vermögensbewertung durch Discounted-Cash-Flow- und Intrinsic-Value-Modellierung, Risikomanagement mittels Value-at-Risk- und stochastischer Volatilitätsprognose sowie die Analyse festverzinslicher Wertpapiere ab. Zudem umfasst sie Funktionen für die Derivatebewertung, Multi-Faktor-Risikomodellierung sowie die Extraktion von Analystenschätzungen und Konsensempfehlungen. Die Bibliothek ist in Python implementiert.

easyquotation is a Python library that provides access to Chinese stock market data, including real-time quotes, historical daily candlestick prices, exchange-traded fund details, and a stock code database sync utility. It retrieves live trading data from Chinese exchanges, A-shares, and Hong Kong listed stocks without requiring manual API key configuration, offering a unified interface to multiple public data feeds. The library combines several market data providers behind a single query interface, using asynchronous I/O to handle parallel requests and a polling engine that delivers sub-seco

tqsdk-python ist ein quantitatives Trading-SDK und Framework, das für die Entwicklung automatisierter Strategien für Futures, Optionen und Aktien unter Verwendung von Python konzipiert ist. Es fungiert als algorithmische Trading-Engine und Finanzmarktdaten-API und bietet die notwendigen Tools, um Strategien zu backtesten, historische Daten zu analysieren und Live-Trades über mehrere Broker-Konten hinweg auszuführen. Das Projekt zeichnet sich durch eine spezialisierte Options-Analytics-Bibliothek aus, die Griechen, implizite Volatilität und Volatilitätsoberflächen unter Verwendung des Black-Scholes-Modells berechnet. Es unterstützt zudem komplexe Order-Ausführungsmuster wie TWAP, Iceberg und POV, um den Markteinfluss während des Einstiegs und Ausstiegs aus Positionen zu minimieren. Das SDK deckt ein breites Funktionsspektrum ab, einschließlich Echtzeit- und historischer Marktdatenabfrage, quantitativem Risikomanagement und Portfolio-Monitoring. Es integriert ein asynchrones Ausführungsmodell für Daten-Streaming und Task-Scheduling, neben Tools für Multi-Asset-Trading-Simulation und Performance-Analyse. Die Bibliothek bietet eine webbasierte grafische Oberfläche für Strategie-Monitoring und Datenvisualisierung.

This project is a financial market data API and quantitative analysis tool designed to aggregate metrics, scrape web data, and monitor market sentiment. It functions as a financial indicator aggregator and stock market web scraper that provides a programmatic interface for retrieving stock prices, indices, and ETF metadata from multiple data providers. The system differentiates itself through a dedicated market sentiment monitor and investment risk assessment capabilities. It tracks investor behavior via northbound capital flows, dragon-tiger lists, popularity rankings, and security margin ba

Cointop is a terminal-based cryptocurrency dashboard that displays real-time market data, prices, and portfolio values in a text-based interface. It aggregates data from multiple cryptocurrency exchange APIs and presents it in an interactive terminal user interface with vim-inspired keyboard shortcuts for navigation and control. The application distinguishes itself by embedding an SSH server that allows remote access to the dashboard from any device, with persistent client configuration tied to individual SSH keys. It includes a fuzzy search system for quickly finding coins by name, desktop n

FinRL-Trading is a modular framework designed for the development, training, and deployment of quantitative trading strategies using reinforcement learning and autonomous agent workflows. It provides a comprehensive infrastructure for managing the entire lifecycle of financial models, from data ingestion and strategy generation to live market execution. The platform distinguishes itself through a multi-agent architecture that coordinates specialized tasks such as sentiment analysis, risk assessment, and collaborative research. By utilizing a standardized environment abstraction, it allows rei

pybroker is a Python algorithmic trading framework and quantitative technical analysis library designed for developing, testing, and optimizing trading strategies using historical market data. It functions as a trading strategy backtester and a financial performance evaluator, providing a structured environment to simulate trading rules and analyze their statistical reliability. The framework distinguishes itself through a market data integration layer that handles the fetching and caching of historical price data from external providers. It incorporates an event-driven backtesting engine and

Ashare is a market data aggregator and financial time-series table generator designed to provide a stable stream of price and volume data for quantitative analysis. It functions as a multi-provider data proxy that converts raw asset price feeds into structured tables for immediate processing. The system ensures high availability for data feeds through a failover mechanism that automatically switches between primary and backup market data sources. This provider-agnostic layer allows the tool to maintain continuous data availability without altering the underlying analysis logic. The project c

The Tradememory Protocol is a persistent, multi-layered memory and audit framework designed for artificial intelligence trading agents. It provides a structured architecture for agents to maintain episodic, semantic, and procedural knowledge across trading sessions, ensuring that decision-making is informed by long-term recall and historical context. The framework distinguishes itself through a combination of cryptographic integrity and cognitive modeling. It employs a tamper-evident logging system that uses hashed sequences to verify the history of trading decisions, alongside an outcome-wei

Rate.sx is a terminal-based financial utility that provides real-time currency conversion and market data access through standard HTTP requests. It functions as a RESTful service designed to deliver financial information directly to command-line environments, allowing users to retrieve exchange rates and perform calculations without leaving their terminal. The service distinguishes itself by offering text-based visualizations of historical exchange rate trends and automated currency conversion through simple query parameters. By mapping numerical data to character-based grid layouts, it enabl