HF Market Data — FirstRate full-history downloader, DuckDB/Parquet lake, open API and docs platform · dd1eb9a · hfmarketdata

HF Market Data — FirstRate full-history downloader, DuckDB/Parquet lake, open API and docs platform

- frd_downloader.py: 745-job resumable plan (options 2010→today, stock/etf A-Z,
  futures continuous+contracts, crypto/index/fx, all timeframes & adjustments),
  CSV→Parquet(zstd) via DuckDB, raw archives deleted on the fly
- hfmarketdata/api: open FastAPI+DuckDB API (bars, multi-ticker, point-in-time
  snapshot, options chains/history, live status), JSON+CSV
- hfmarketdata/web: React+Vite documentation platform (editorial light theme)

Author: Simon-Pierre Boucher <contact@spboucher.ai>

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

simon-pierre boucher committed 21 h ago (Aug 10, 2026)

Showing 14 changed files with +4,352 and −0

added .gitignore +24 −0

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	1	+# --- heavy data: never in the repo ---
	2	+*.zip
	3	+*.parquet
	4	+*.csv
	5	+*.duckdb
	6	+parquet/
	7	+zips/
	8	+data/
	9	+state/
	10	+logs/
	11	+
	12	+# credentials / vendor docs containing the customer id
	13	+api.txt
	14	+
	15	+# environments & builds
	16	+venv/
	17	+__pycache__/
	18	+*.pyc
	19	+node_modules/
	20	+hfmarketdata/web/dist/
	21	+hfmarketdata/venv/
	22	+
	23	+# OS / editor
	24	+.DS_Store

added README.md +114 −0

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	1	+# HF Market Data
	2	+
	3	+Open high-frequency market data platform — a full-history downloader, a DuckDB-over-Parquet data lake, an open REST API and a documentation platform, live at [www.hfmarketdata.io](https://www.hfmarketdata.io).
	4	+
	5	+[![Live](https://img.shields.io/badge/live-www.hfmarketdata.io-2e5ce6)](https://www.hfmarketdata.io)
	6	+[![API](https://img.shields.io/badge/API-open%20%C2%B7%20no%20key-2e5ce6)](https://www.hfmarketdata.io/docs)
	7	+[![Python](https://img.shields.io/badge/Python-3.12%2B-3776AB?logo=python&logoColor=white)](#)
	8	+[![FastAPI](https://img.shields.io/badge/FastAPI-0.115%2B-009688?logo=fastapi&logoColor=white)](#)
	9	+[![DuckDB](https://img.shields.io/badge/DuckDB-1.x-FFF000?logo=duckdb&logoColor=black)](#)
	10	+[![React](https://img.shields.io/badge/React-18-61DAFB?logo=react&logoColor=black)](#)
	11	+[![Vite](https://img.shields.io/badge/Vite-6-646CFF?logo=vite&logoColor=white)](#)
	12	+[![Parquet](https://img.shields.io/badge/storage-Parquet%20%C2%B7%20zstd-50ABF1)](#)
	13	+
	14	+[![Author](https://img.shields.io/badge/author-Simon--Pierre%20Boucher-1c2430)](mailto:contact@spboucher.ai)
	15	+[![Contact](https://img.shields.io/badge/contact-contact%40spboucher.ai-1c2430)](mailto:contact@spboucher.ai)
	16	+
	17	+---
	18	+
	19	+## Dataset metrics
	20	+
	21	+Live snapshot of the lake while ingestion is still running (2026-08-10):
	22	+
	23	+\| Metric \| Value \|
	24	+\|---\|---:\|
	25	+\| Rows converted to Parquet \| 1,785,837,666+ \|
	26	+\| Parquet files (one per instrument/segment) \| 211,140+ \|
	27	+\| Lake size (zstd Parquet) \| 34 GB+ (raw archives deleted on the fly) \|
	28	+\| Options quarters ingested \| 30+ / 66 (2010_q1 → today) \|
	29	+\| Options underlyings \| 5,800+ US equities & indices \|
	30	+\| Bar timeframes \| 1min · 5min · 30min · 1hour · 1day \|
	31	+\| Asset classes \| stocks · ETFs · futures (continuous + contracts) · crypto · indices · FX · options \|
	32	+\| Download plan \| 745 jobs, fully resumable, 0 conversion errors \|
	33	+
	34	+Query the live inventory anytime: [`GET /v1/status`](https://www.hfmarketdata.io/v1/status).
	35	+
	36	+## Architecture
	37	+
	38	+```
	39	+FirstRate Data API ──▶ frd_downloader.py ──▶ Parquet lake (zstd, one file per instrument)
	40	+ (zip archives) · 745-job plan /parquet/{type}/{timeframe}/{adjustment}/{TICKER}.parquet
	41	+ · resume manifest /parquet/options/{year}_{quarter}/…
	42	+ · CSV→Parquet via
	43	+ DuckDB, raw deleted
	44	+ │ queried in place (predicate pushdown)
	45	+ ▼
	46	+ hfmarketdata/api/main.py (FastAPI + DuckDB)
	47	+ │ :8090
	48	+ hfmarketdata/web/ (React + Vite docs platform)
	49	+ │
	50	+ https://www.hfmarketdata.io (ngrok)
	51	+```
	52	+
	53	+## Repository layout
	54	+
	55	+```
	56	+frd_downloader.py Full-history downloader & Parquet converter (single file)
	57	+requirements.txt Downloader dependencies (requests, duckdb)
	58	+hfmarketdata/
	59	+ api/main.py Open REST API — FastAPI + DuckDB over the Parquet lake
	60	+ requirements.txt API dependencies
	61	+ web/ Documentation platform (React 18 + Vite, English)
	62	+```
	63	+
	64	+Heavy data (Parquet lake, zip archives, venvs, builds) is not in this repository — see `.gitignore`.
	65	+
	66	+## The downloader
	67	+
	68	+Downloads everything FirstRate Data publishes and stores it query-ready:
	69	+
	70	+- Options — every quarterly archive since 2010 + the current partial quarter (16 fields per row: quotes, bid/ask IV, open interest, volume, delta, gamma, vega, theta, rho)
	71	+- Stocks & ETFs — full history, tickers A–Z, all 5 timeframes × `adj_split` / `adj_splitdiv` / `UNADJUSTED`
	72	+- Futures — continuous series (`contin_UNadj` / `contin_adj_ratio` / `contin_adj_absolute`) + individual contracts
	73	+- Crypto, indices, FX — full history, all timeframes
	74	+- Metadata — ticker listings, splits, dividends, update logs, continuous-series audit
	75	+
	76	+```bash
	77	+export FRD_USERID=<your FirstRate customer id>
	78	+python3 -m venv venv && venv/bin/pip install -r requirements.txt
	79	+venv/bin/python frd_downloader.py --data-root /Volumes/ssd/firstratedata
	80	+```
	81	+
	82	+Fully resumable (`state/manifest.json`), disk-space guard, retries with backoff, and raw zips/CSVs are deleted as soon as each segment is converted. Notable quirks handled: FirstRate files mix LF/CRLF line endings (`strict_mode=false`), daily files use `yyyyMMdd` dates, the API 302-redirects to a CDN.
	83	+
	84	+## The API
	85	+
	86	+Open, keyless, JSON + CSV. Highlights:
	87	+
	88	+\| Endpoint \| What it does \|
	89	+\|---\|---\|
	90	+\| `GET /v1/status` \| Live inventory of the lake \|
	91	+\| `GET /v1/{asset}/tickers` \| Instrument discovery per type/timeframe/adjustment \|
	92	+\| `GET /v1/bars/{asset}/{ticker}` \| OHLCV bars, precise `start`/`end` windows, up to 2M rows in CSV \|
	93	+\| `GET /v1/bars/{asset}?tickers=A,B,C` \| Multi-ticker bars in one call (per-ticker limit) \|
	94	+\| `GET /v1/snapshot/{asset}?tickers=…&at=…` \| Whole watchlist at one precise moment \|
	95	+\| `GET /v1/options/chain/{ticker}` \| Full EOD chain — quotes, IV, Greeks \|
	96	+\| `GET /v1/options/history/{ticker}` \| One contract's daily life story \|
	97	+\| `GET /docs` \| OpenAPI / Swagger \|
	98	+
	99	+```bash
	100	+# 4 hours of 1-minute bars across a watchlist
	101	+curl "https://www.hfmarketdata.io/v1/bars/stock?tickers=AAPL,MSFT,NVDA&timeframe=1min&start=2024-06-03%2009:30:00&end=2024-06-03%2013:30:00"
	102	+```
	103	+
	104	+## The platform
	105	+
	106	+React 18 + Vite documentation site (English) served by the API process — refined editorial light theme (Fraunces / Inter / JetBrains Mono), full endpoint reference with parameter tables, request snippets (curl / Python / JavaScript), example + live responses, response-field dictionaries and a live dataset status page.
	107	+
	108	+```bash
	109	+cd hfmarketdata/web && npm install && npm run build # → dist/, served at /
	110	+```
	111	+
	112	+## Author
	113	+
	114	+Simon-Pierre Boucher — [contact@spboucher.ai](mailto:contact@spboucher.ai)

added frd_downloader.py +627 −0

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	1	+#!/usr/bin/env python3
	2	+# -- coding: utf-8 --
	3	+"""
	4	+================================================================================
	5	+ FirstRate Data — Full Historical Downloader & Parquet Converter
	6	+================================================================================
	7	+
	8	+Downloads the COMPLETE historical datasets from the FirstRate Data API and
	9	+stores them as query-optimized Parquet files (zstd compressed), ready to be
	10	+served by an ultra-fast query layer (DuckDB / pyarrow).
	11	+
	12	+Coverage
	13	+--------
	14	+ * options : full archives per year/quarter (2010 -> today)
	15	+ + 'month' update for the current partial quarter
	16	+ * stock, etf : period=full, ticker_range A-Z,
	17	+ timeframes 1min/5min/30min/1hour/1day,
	18	+ adjustments adj_split / adj_splitdiv / UNADJUSTED
	19	+ (UNADJUSTED only exists for 1min & 1day)
	20	+ * futures (continuous) : timeframes x contin_UNadj / contin_adj_ratio /
	21	+ contin_adj_absolute
	22	+ * futures (individual) : contract_files=archive + update, all timeframes
	23	+ * crypto, index, fx : period=full, all timeframes
	24	+ * metadata : ticker listings, splits, dividends, update logs,
	25	+ futures continuous-series audit file
	26	+ * delisted stocks : optional (--include-delisted), archives 1-4 +
	27	+ 2026 update, all timeframe/adjustment combos
	28	+
	29	+Storage layout (under --data-root)
	30	+----------------------------------
	31	+ parquet/{type}/{timeframe}/{adjustment}/{TICKER}.parquet (bar data)
	32	+ parquet/options/{year}_{quarter}/{file}.parquet (options)
	33	+ meta/… (csv metadata)
	34	+ zips/… (only w/ --keep-zips)
	35	+ state/manifest.json (resume state)
	36	+ logs/frd_downloader.log
	37	+
	38	+Every Parquet file carries a `ticker` column, so the whole tree can be
	39	+queried directly, e.g.:
	40	+
	41	+ SELECT * FROM read_parquet('parquet/stock/1day/adj_splitdiv/*.parquet')
	42	+ WHERE ticker = 'AAPL' AND datetime >= '2020-01-01';
	43	+
	44	+Usage
	45	+-----
	46	+ python3 frd_downloader.py --data-root /Volumes/ssd/firstratedata
	47	+ python3 frd_downloader.py --list-jobs # preview the job plan
	48	+ python3 frd_downloader.py --types options stock # restrict asset types
	49	+ python3 frd_downloader.py --include-delisted # add delisted stocks
	50	+
	51	+The run is fully resumable: completed jobs are recorded in the manifest and
	52	+skipped on re-run.
	53	+
	54	+Author : Simon-Pierre Boucher
	55	+Contact : contact@spboucher.ai
	56	+Created : 2026-08-09
	57	+================================================================================
	58	+"""
	59	+
	60	+from __future__ import annotations
	61	+
	62	+import argparse
	63	+import json
	64	+import logging
	65	+import os
	66	+import shutil
	67	+import sys
	68	+import tempfile
	69	+import threading
	70	+import time
	71	+import zipfile
	72	+from concurrent.futures import ThreadPoolExecutor, as_completed
	73	+from dataclasses import dataclass, field
	74	+from datetime import date
	75	+from pathlib import Path
	76	+from typing import Iterator
	77	+from urllib.parse import urlencode
	78	+
	79	+import duckdb
	80	+import requests
	81	+
	82	+__author__ = "Simon-Pierre Boucher"
	83	+__contact__ = "contact@spboucher.ai"
	84	+__version__ = "1.0.0"
	85	+
	86	+# ------------------------------------------------------------------------------
	87	+# Configuration
	88	+# ------------------------------------------------------------------------------
	89	+
	90	+BASE_URL = "https://firstratedata.com/api"
	91	+# FirstRate Data customer id — never hardcoded: export FRD_USERID=<your id>
	92	+USERID = os.environ.get("FRD_USERID", "")
	93	+
	94	+TIMEFRAMES = ["1day", "1hour", "30min", "5min", "1min"] # small -> large
	95	+STOCK_ETF_ADJUSTMENTS = ["adj_split", "adj_splitdiv", "UNADJUSTED"]
	96	+UNADJUSTED_TIMEFRAMES = {"1min", "1day"} # per API doc
	97	+FUTURES_ADJUSTMENTS = ["contin_UNadj", "contin_adj_ratio", "contin_adj_absolute"]
	98	+TICKER_RANGES = [chr(c) for c in range(ord("A"), ord("Z") + 1)]
	99	+OPTIONS_FIRST_YEAR = 2010
	100	+
	101	+DOWNLOAD_TIMEOUT = 7200 # seconds per request (archives can be huge)
	102	+CHUNK_SIZE = 4 * 1024 * 1024 # 4 MiB streaming chunks
	103	+MAX_RETRIES = 5
	104	+RETRY_BACKOFF = 60 # seconds, multiplied by attempt number
	105	+MIN_FREE_GB = 30 # abort downloads below this free-space floor
	106	+
	107	+log = logging.getLogger("frd")
	108	+
	109	+# ------------------------------------------------------------------------------
	110	+# Job model
	111	+# ------------------------------------------------------------------------------
	112	+
	113	+
	114	+@dataclass
	115	+class Job:
	116	+ """One downloadable unit: an API request plus its destination."""
	117	+
	118	+ key: str # unique id, used in the manifest
	119	+ endpoint: str # API endpoint path (e.g. 'data_file')
	120	+ params: dict # query parameters (userid added at request time)
	121	+ dest_subdir: str # where converted output lands, under data root
	122	+ kind: str = "bars" # 'bars' (zip of csv -> parquet) or 'meta' (raw text)
	123	+ priority: int = 50 # lower runs first
	124	+
	125	+ @property
	126	+ def url(self) -> str:
	127	+ q = dict(self.params)
	128	+ q["userid"] = USERID
	129	+ return f"{BASE_URL}/{self.endpoint}?{urlencode(q)}"
	130	+
	131	+ @property
	132	+ def display_url(self) -> str:
	133	+ return f"{BASE_URL}/{self.endpoint}?{urlencode(self.params)}&userid=***"
	134	+
	135	+
	136	+def _current_quarter(today: date) -> tuple[int, int]:
	137	+ return today.year, (today.month - 1) // 3 + 1
	138	+
	139	+
	140	+def build_jobs(types: list[str], include_delisted: bool) -> list[Job]:
	141	+ """Build the full download plan, ordered so that the small/most-useful
	142	+ datasets (daily bars, metadata) land first and the huge ones last."""
	143	+ jobs: list[Job] = []
	144	+ today = date.today()
	145	+
	146	+ # -- metadata (tiny, always useful, run first) ------------------------------
	147	+ for t in ["stock", "etf", "futures", "crypto", "index", "fx"]:
	148	+ if t in types:
	149	+ jobs.append(Job(
	150	+ key=f"ticker_listing\|{t}", endpoint="ticker_listing",
	151	+ params={"type": t}, dest_subdir=f"meta/{t}",
	152	+ kind="meta", priority=0))
	153	+ for t in ["stock", "etf"]:
	154	+ if t in types:
	155	+ for mft in ["splits", "dividends"]:
	156	+ jobs.append(Job(
	157	+ key=f"meta\|{t}\|{mft}", endpoint="meta_file",
	158	+ params={"type": t, "metafile_type": mft},
	159	+ dest_subdir=f"meta/{t}", kind="meta", priority=1))
	160	+ if "stock" in types:
	161	+ for lt in ["delisted", "added", "changed"]:
	162	+ jobs.append(Job(
	163	+ key=f"update_log\|stock\|{lt}", endpoint="update_log",
	164	+ params={"type": "stock", "log_type": lt},
	165	+ dest_subdir="meta/stock", kind="meta", priority=1))
	166	+ if "futures" in types:
	167	+ jobs.append(Job(
	168	+ key="meta\|futures\|contin_audit", endpoint="meta_file",
	169	+ params={"type": "futures", "metafile_type": "contin_audit"},
	170	+ dest_subdir="meta/futures", kind="meta", priority=1))
	171	+
	172	+ # -- stock / etf : full archives, per letter --------------------------------
	173	+ for t in ["stock", "etf"]:
	174	+ if t not in types:
	175	+ continue
	176	+ for tf_i, tf in enumerate(TIMEFRAMES):
	177	+ for adj in STOCK_ETF_ADJUSTMENTS:
	178	+ if adj == "UNADJUSTED" and tf not in UNADJUSTED_TIMEFRAMES:
	179	+ continue
	180	+ for letter in TICKER_RANGES:
	181	+ jobs.append(Job(
	182	+ key=f"{t}\|full\|{tf}\|{adj}\|{letter}",
	183	+ endpoint="data_file",
	184	+ params={"type": t, "period": "full",
	185	+ "ticker_range": letter,
	186	+ "timeframe": tf, "adjustment": adj},
	187	+ dest_subdir=f"parquet/{t}/{tf}/{adj}",
	188	+ priority=10 + tf_i * 4))
	189	+
	190	+ # -- futures : continuous series --------------------------------------------
	191	+ if "futures" in types:
	192	+ for tf_i, tf in enumerate(TIMEFRAMES):
	193	+ for adj in FUTURES_ADJUSTMENTS:
	194	+ jobs.append(Job(
	195	+ key=f"futures\|full\|{tf}\|{adj}",
	196	+ endpoint="data_file",
	197	+ params={"type": "futures", "period": "full",
	198	+ "timeframe": tf, "adjustment": adj},
	199	+ dest_subdir=f"parquet/futures/{tf}/{adj}",
	200	+ priority=10 + tf_i * 4))
	201	+ # individual contracts (pre-2026 archive + current-year update)
	202	+ for tf_i, tf in enumerate(TIMEFRAMES):
	203	+ for cf in ["archive", "update"]:
	204	+ jobs.append(Job(
	205	+ key=f"futures_contract\|{cf}\|{tf}",
	206	+ endpoint="futures_contract",
	207	+ params={"contract_files": cf, "timeframe": tf},
	208	+ dest_subdir=f"parquet/futures_contracts/{tf}/{cf}",
	209	+ priority=12 + tf_i * 4))
	210	+
	211	+ # -- crypto / index / fx : full archives -------------------------------------
	212	+ for t in ["crypto", "index", "fx"]:
	213	+ if t not in types:
	214	+ continue
	215	+ for tf_i, tf in enumerate(TIMEFRAMES):
	216	+ jobs.append(Job(
	217	+ key=f"{t}\|full\|{tf}",
	218	+ endpoint="data_file",
	219	+ params={"type": t, "period": "full", "timeframe": tf},
	220	+ dest_subdir=f"parquet/{t}/{tf}/none",
	221	+ priority=10 + tf_i * 4))
	222	+
	223	+ # -- options : every quarter since 2010 + current partial quarter ------------
	224	+ # Priority 5-6: options are the primary dataset, they download right after
	225	+ # the metadata and before all the bar archives.
	226	+ if "options" in types:
	227	+ cur_year, cur_q = _current_quarter(today)
	228	+ for year in range(OPTIONS_FIRST_YEAR, cur_year + 1):
	229	+ for q in range(1, 5):
	230	+ if year == cur_year and q >= cur_q:
	231	+ continue # current/future quarters have no full archive yet
	232	+ jobs.append(Job(
	233	+ key=f"options\|{year}\|q{q}",
	234	+ endpoint="data_file",
	235	+ params={"type": "options", "year": str(year),
	236	+ "quarter": f"q{q}"},
	237	+ dest_subdir=f"parquet/options/{year}_q{q}",
	238	+ priority=5))
	239	+ jobs.append(Job(
	240	+ key="options\|update\|month",
	241	+ endpoint="data_file",
	242	+ params={"type": "options", "period": "month"},
	243	+ dest_subdir=f"parquet/options/{cur_year}_q{cur_q}_partial",
	244	+ priority=6))
	245	+
	246	+ # -- delisted stocks (optional, survivorship-bias-free research) -------------
	247	+ if include_delisted and "stock" in types:
	248	+ for tf_i, tf in enumerate(TIMEFRAMES):
	249	+ for adj in STOCK_ETF_ADJUSTMENTS:
	250	+ if adj == "UNADJUSTED" and tf != "1min":
	251	+ continue # per API doc: UNADJUSTED delisted = 1min only
	252	+ for arc in ["1", "2", "3", "4"]:
	253	+ jobs.append(Job(
	254	+ key=f"delisted\|archive{arc}\|{tf}\|{adj}",
	255	+ endpoint="delisted_data_file",
	256	+ params={"archive_number": arc,
	257	+ "timeframe": tf, "adjustment": adj},
	258	+ dest_subdir=f"parquet/stock_delisted/{tf}/{adj}",
	259	+ priority=30 + tf_i * 4))
	260	+ jobs.append(Job(
	261	+ key=f"delisted\|update_year\|{tf}\|{adj}",
	262	+ endpoint="delisted_data_file",
	263	+ params={"update": "year", "timeframe": tf,
	264	+ "adjustment": adj},
	265	+ dest_subdir=f"parquet/stock_delisted/{tf}/{adj}",
	266	+ priority=30 + tf_i * 4))
	267	+
	268	+ jobs.sort(key=lambda j: (j.priority, j.key))
	269	+ return jobs
	270	+
	271	+
	272	+# ------------------------------------------------------------------------------
	273	+# Manifest (resume state)
	274	+# ------------------------------------------------------------------------------
	275	+
	276	+
	277	+class Manifest:
	278	+ """Thread-safe JSON manifest tracking completed/failed jobs."""
	279	+
	280	+ def __init__(self, path: Path):
	281	+ self.path = path
	282	+ self._lock = threading.Lock()
	283	+ self._data: dict = {"jobs": {}, "version": __version__}
	284	+ if path.exists():
	285	+ try:
	286	+ self._data = json.loads(path.read_text())
	287	+ except (json.JSONDecodeError, OSError):
	288	+ log.warning("Manifest unreadable, starting fresh: %s", path)
	289	+
	290	+ def is_done(self, key: str) -> bool:
	291	+ return self._data["jobs"].get(key, {}).get("status") == "done"
	292	+
	293	+ def mark(self, key: str, status: str, **info) -> None:
	294	+ with self._lock:
	295	+ entry = self._data["jobs"].setdefault(key, {})
	296	+ entry.update(status=status, updated=time.strftime("%Y-%m-%d %H:%M:%S"), **info)
	297	+ tmp = self.path.with_suffix(".tmp")
	298	+ tmp.write_text(json.dumps(self._data, indent=1))
	299	+ tmp.replace(self.path)
	300	+
	301	+ def summary(self) -> dict:
	302	+ counts: dict[str, int] = {}
	303	+ for e in self._data["jobs"].values():
	304	+ counts[e.get("status", "?")] = counts.get(e.get("status", "?"), 0) + 1
	305	+ return counts
	306	+
	307	+
	308	+# ------------------------------------------------------------------------------
	309	+# CSV -> Parquet conversion
	310	+# ------------------------------------------------------------------------------
	311	+
	312	+# Column layouts by column count (FirstRate bar files have no header row).
	313	+# The first field is read as VARCHAR because FirstRate mixes date formats
	314	+# ('2005-01-03 17:00:00' intraday vs '20100104' daily) — it is normalized to a
	315	+# proper TIMESTAMP at conversion time (see _DT_PARSE).
	316	+BAR_SCHEMAS = {
	317	+ 5: {"dt_raw": "VARCHAR", "open": "DOUBLE", "high": "DOUBLE",
	318	+ "low": "DOUBLE", "close": "DOUBLE"},
	319	+ 6: {"dt_raw": "VARCHAR", "open": "DOUBLE", "high": "DOUBLE",
	320	+ "low": "DOUBLE", "close": "DOUBLE", "volume": "DOUBLE"},
	321	+ 7: {"dt_raw": "VARCHAR", "open": "DOUBLE", "high": "DOUBLE",
	322	+ "low": "DOUBLE", "close": "DOUBLE", "volume": "DOUBLE",
	323	+ "open_interest": "DOUBLE"},
	324	+}
	325	+
	326	+_DT_PARSE = ("COALESCE("
	327	+ "try_strptime(dt_raw, '%Y-%m-%d %H:%M:%S'), "
	328	+ "try_strptime(dt_raw, '%Y%m%d'), "
	329	+ "try_strptime(dt_raw, '%Y-%m-%d'), "
	330	+ "try_strptime(dt_raw, '%m/%d/%Y %H:%M:%S'), "
	331	+ "try_strptime(dt_raw, '%m/%d/%Y'))")
	332	+
	333	+# Options chain layout, per https://firstratedata.com/_readme/options.txt :
	334	+# Trade Date, Strike, Expiry Date, Call/Put, Last Trade Price, Bid Price,
	335	+# Ask Price, Bid IV, Ask IV, Open Interest, Volume, Delta, Gamma, Vega,
	336	+# Theta, Rho
	337	+OPTIONS_SCHEMA = {
	338	+ "trade_date": "DATE", "strike": "DOUBLE", "expiry": "DATE",
	339	+ "call_put": "VARCHAR", "last_price": "DOUBLE", "bid": "DOUBLE",
	340	+ "ask": "DOUBLE", "bid_iv": "DOUBLE", "ask_iv": "DOUBLE",
	341	+ "open_interest": "DOUBLE", "volume": "DOUBLE", "delta": "DOUBLE",
	342	+ "gamma": "DOUBLE", "vega": "DOUBLE", "theta": "DOUBLE", "rho": "DOUBLE",
	343	+}
	344	+
	345	+
	346	+def _sniff_column_count(csv_path: Path) -> int:
	347	+ with open(csv_path, "r", errors="replace") as f:
	348	+ for line in f:
	349	+ line = line.strip()
	350	+ if line:
	351	+ return line.count(",") + 1
	352	+ return 0
	353	+
	354	+
	355	+def _ticker_from_filename(path: Path) -> str:
	356	+ """'AAPL_1min.txt' -> 'AAPL' ; 'ES_contin_adj.txt' -> 'ES'."""
	357	+ return path.stem.split("_")[0].upper()
	358	+
	359	+
	360	+def csv_to_parquet(con: duckdb.DuckDBPyConnection, csv_path: Path,
	361	+ out_path: Path, asset_type: str) -> int:
	362	+ """Convert one extracted csv/txt file to zstd Parquet. Returns row count."""
	363	+ ncols = _sniff_column_count(csv_path)
	364	+ if ncols == 0:
	365	+ return 0
	366	+ out_path.parent.mkdir(parents=True, exist_ok=True)
	367	+ ticker = _ticker_from_filename(csv_path)
	368	+ src = str(csv_path).replace("'", "''")
	369	+ dst = str(out_path).replace("'", "''")
	370	+
	371	+ # strict_mode=false: FirstRate files mix LF and CRLF line endings (daily
	372	+ # rows are appended with CRLF onto LF history), which the strict CSV
	373	+ # sniffer rejects outright.
	374	+ common = "strict_mode=false, ignore_errors=true"
	375	+ if asset_type == "options" and ncols == len(OPTIONS_SCHEMA):
	376	+ cols = json.dumps(OPTIONS_SCHEMA).replace('"', "'")
	377	+ select = (f"SELECT '{ticker}' AS ticker, * FROM read_csv('{src}', "
	378	+ f"header=false, columns={cols}, dateformat='%Y-%m-%d', "
	379	+ f"{common})")
	380	+ elif asset_type != "options" and (schema := BAR_SCHEMAS.get(ncols)):
	381	+ cols = json.dumps(schema).replace('"', "'")
	382	+ value_cols = ", ".join(c for c in schema if c != "dt_raw")
	383	+ select = (f"SELECT '{ticker}' AS ticker, {_DT_PARSE} AS datetime, "
	384	+ f"{value_cols} FROM read_csv('{src}', "
	385	+ f"header=false, columns={cols}, {common})")
	386	+ else:
	387	+ # Unknown layout (options files etc.): let DuckDB auto-detect types,
	388	+ # header presence and column names — still fully queryable.
	389	+ select = (f"SELECT '{ticker}' AS ticker, * FROM read_csv_auto('{src}', "
	390	+ f"{common})")
	391	+
	392	+ con.execute(f"COPY ({select}) TO '{dst}' "
	393	+ f"(FORMAT PARQUET, COMPRESSION ZSTD, ROW_GROUP_SIZE 1000000)")
	394	+ rows = con.execute(f"SELECT count(*) FROM read_parquet('{dst}')").fetchone()[0]
	395	+ if rows == 0 and csv_path.stat().st_size > 0:
	396	+ log.warning("0 rows converted from non-empty file %s (ncols=%d)",
	397	+ csv_path.name, ncols)
	398	+ return rows
	399	+
	400	+
	401	+def extract_and_convert(zip_path: Path, dest_dir: Path, asset_type: str) -> tuple[int, int]:
	402	+ """Extract a downloaded zip (recursively if it nests zips) and convert every
	403	+ csv/txt member to Parquet under dest_dir. Returns (files, rows)."""
	404	+ files = rows = 0
	405	+ con = duckdb.connect()
	406	+ con.execute("SET threads TO 4")
	407	+ try:
	408	+ with tempfile.TemporaryDirectory(dir=zip_path.parent) as tmp:
	409	+ tmp_dir = Path(tmp)
	410	+ _extract_recursive(zip_path, tmp_dir)
	411	+ members = sorted(p for p in tmp_dir.rglob("*")
	412	+ if p.is_file() and p.suffix.lower() in (".txt", ".csv"))
	413	+ for member in members:
	414	+ out = dest_dir / (member.stem + ".parquet")
	415	+ try:
	416	+ n = csv_to_parquet(con, member, out, asset_type)
	417	+ if n > 0:
	418	+ files += 1
	419	+ rows += n
	420	+ else:
	421	+ out.unlink(missing_ok=True)
	422	+ except duckdb.Error as e:
	423	+ log.error("Convert failed %s: %s", member.name, e)
	424	+ member.unlink() # free space as we go
	425	+ finally:
	426	+ con.close()
	427	+ return files, rows
	428	+
	429	+
	430	+def _extract_recursive(zip_path: Path, dest: Path, depth: int = 0) -> None:
	431	+ if depth > 3:
	432	+ return
	433	+ with zipfile.ZipFile(zip_path) as zf:
	434	+ zf.extractall(dest)
	435	+ for nested in list(dest.rglob("*.zip")):
	436	+ sub = nested.with_suffix("")
	437	+ sub.mkdir(exist_ok=True)
	438	+ _extract_recursive(nested, sub, depth + 1)
	439	+ nested.unlink()
	440	+
	441	+
	442	+# ------------------------------------------------------------------------------
	443	+# Downloader
	444	+# ------------------------------------------------------------------------------
	445	+
	446	+
	447	+@dataclass
	448	+class Runner:
	449	+ data_root: Path
	450	+ manifest: Manifest
	451	+ keep_zips: bool = False
	452	+ min_free_gb: int = MIN_FREE_GB
	453	+ session: requests.Session = field(default_factory=requests.Session)
	454	+
	455	+ def _free_gb(self) -> float:
	456	+ return shutil.disk_usage(self.data_root).free / 1e9
	457	+
	458	+ def _download(self, job: Job, dest: Path) -> Path \| None:
	459	+ """Stream the response to dest (via .part). Returns path or None."""
	460	+ part = dest.with_suffix(dest.suffix + ".part")
	461	+ for attempt in range(1, MAX_RETRIES + 1):
	462	+ if self._free_gb() < self.min_free_gb:
	463	+ raise RuntimeError(
	464	+ f"Only {self._free_gb():.1f} GB free (< {self.min_free_gb} GB floor)")
	465	+ try:
	466	+ with self.session.get(job.url, stream=True,
	467	+ timeout=DOWNLOAD_TIMEOUT) as r:
	468	+ if r.status_code in (429, 500, 502, 503, 504):
	469	+ raise requests.HTTPError(f"HTTP {r.status_code}")
	470	+ if r.status_code == 404:
	471	+ log.warning("[%s] 404 — no data for this combination", job.key)
	472	+ return None
	473	+ r.raise_for_status()
	474	+ dest.parent.mkdir(parents=True, exist_ok=True)
	475	+ size = 0
	476	+ with open(part, "wb") as f:
	477	+ for chunk in r.iter_content(CHUNK_SIZE):
	478	+ f.write(chunk)
	479	+ size += len(chunk)
	480	+ part.replace(dest)
	481	+ log.info("[%s] downloaded %.1f MB", job.key, size / 1e6)
	482	+ return dest
	483	+ except (requests.RequestException, OSError) as e:
	484	+ part.unlink(missing_ok=True)
	485	+ if attempt == MAX_RETRIES:
	486	+ raise
	487	+ wait = RETRY_BACKOFF * attempt
	488	+ log.warning("[%s] attempt %d/%d failed (%s), retrying in %ds",
	489	+ job.key, attempt, MAX_RETRIES, e, wait)
	490	+ time.sleep(wait)
	491	+ return None
	492	+
	493	+ def run_job(self, job: Job) -> None:
	494	+ if self.manifest.is_done(job.key):
	495	+ log.info("[%s] already done, skipping", job.key)
	496	+ return
	497	+ log.info("[%s] GET %s", job.key, job.display_url)
	498	+ t0 = time.time()
	499	+ try:
	500	+ if job.kind == "meta":
	501	+ self._run_meta(job)
	502	+ else:
	503	+ self._run_bars(job)
	504	+ except Exception as e:
	505	+ log.error("[%s] FAILED: %s", job.key, e)
	506	+ self.manifest.mark(job.key, "failed", error=str(e))
	507	+ return
	508	+ log.info("[%s] done in %.0fs", job.key, time.time() - t0)
	509	+
	510	+ def _run_meta(self, job: Job) -> None:
	511	+ out_dir = self.data_root / job.dest_subdir
	512	+ out_dir.mkdir(parents=True, exist_ok=True)
	513	+ fname = "_".join(str(v) for v in job.params.values()) + ".csv"
	514	+ out = out_dir / fname
	515	+ r = self.session.get(job.url, timeout=600)
	516	+ r.raise_for_status()
	517	+ out.write_bytes(r.content)
	518	+ self.manifest.mark(job.key, "done", bytes=len(r.content), file=str(out))
	519	+
	520	+ def _run_bars(self, job: Job) -> None:
	521	+ zip_dir = self.data_root / "zips"
	522	+ zip_dir.mkdir(parents=True, exist_ok=True)
	523	+ zip_path = zip_dir / (job.key.replace("\|", "_") + ".zip")
	524	+
	525	+ got = self._download(job, zip_path)
	526	+ if got is None:
	527	+ self.manifest.mark(job.key, "empty")
	528	+ return
	529	+ if not zipfile.is_zipfile(zip_path):
	530	+ head = zip_path.read_bytes()[:200]
	531	+ zip_path.unlink()
	532	+ raise RuntimeError(f"Response is not a zip (starts with {head[:60]!r})")
	533	+
	534	+ asset_type = job.key.split("\|")[0]
	535	+ dest_dir = self.data_root / job.dest_subdir
	536	+ files, rows = extract_and_convert(zip_path, dest_dir, asset_type)
	537	+ size = zip_path.stat().st_size
	538	+ if not self.keep_zips:
	539	+ zip_path.unlink()
	540	+ self.manifest.mark(job.key, "done", bytes=size, files=files, rows=rows)
	541	+ log.info("[%s] converted %d files / %s rows -> %s",
	542	+ job.key, files, f"{rows:,}", dest_dir)
	543	+
	544	+
	545	+# ------------------------------------------------------------------------------
	546	+# CLI
	547	+# ------------------------------------------------------------------------------
	548	+
	549	+
	550	+def setup_logging(data_root: Path) -> None:
	551	+ log_dir = data_root / "logs"
	552	+ log_dir.mkdir(parents=True, exist_ok=True)
	553	+ fmt = logging.Formatter("%(asctime)s %(levelname)-7s %(message)s",
	554	+ "%Y-%m-%d %H:%M:%S")
	555	+ for handler in (logging.StreamHandler(sys.stdout),
	556	+ logging.FileHandler(log_dir / "frd_downloader.log")):
	557	+ handler.setFormatter(fmt)
	558	+ log.addHandler(handler)
	559	+ log.setLevel(logging.INFO)
	560	+
	561	+
	562	+def main() -> int:
	563	+ ap = argparse.ArgumentParser(
	564	+ description="FirstRate Data full-history downloader "
	565	+ f"(v{__version__} — {__author__} <{__contact__}>)")
	566	+ ap.add_argument("--data-root", type=Path,
	567	+ default=Path("/Volumes/ssd/firstratedata"),
	568	+ help="Root directory for all data (default: %(default)s)")
	569	+ ap.add_argument("--types", nargs="+",
	570	+ default=["options", "stock", "etf", "futures",
	571	+ "crypto", "index", "fx"],
	572	+ choices=["options", "stock", "etf", "futures",
	573	+ "crypto", "index", "fx"],
	574	+ help="Asset types to download (default: all)")
	575	+ ap.add_argument("--workers", type=int, default=2,
	576	+ help="Parallel downloads (default: %(default)s — be polite)")
	577	+ ap.add_argument("--keep-zips", action="store_true",
	578	+ help="Keep raw zip archives after conversion")
	579	+ ap.add_argument("--include-delisted", action="store_true",
	580	+ help="Also download the delisted-stocks archives")
	581	+ ap.add_argument("--min-free-gb", type=int, default=MIN_FREE_GB,
	582	+ help="Stop downloading below this free space (default: %(default)s)")
	583	+ ap.add_argument("--list-jobs", action="store_true",
	584	+ help="Print the job plan and exit")
	585	+ args = ap.parse_args()
	586	+
	587	+ if not USERID:
	588	+ ap.error("FRD_USERID environment variable is not set "
	589	+ "(your FirstRate Data customer id)")
	590	+
	591	+ jobs = build_jobs(args.types, args.include_delisted)
	592	+
	593	+ if args.list_jobs:
	594	+ for j in jobs:
	595	+ print(f"{j.priority:3d} {j.key:45s} {j.display_url}")
	596	+ print(f"\nTotal: {len(jobs)} jobs")
	597	+ return 0
	598	+
	599	+ args.data_root.mkdir(parents=True, exist_ok=True)
	600	+ setup_logging(args.data_root)
	601	+ log.info("FirstRate Data downloader v%s — %s <%s>",
	602	+ __version__, __author__, __contact__)
	603	+ log.info("Data root: %s \| types: %s \| %d jobs \| %d workers",
	604	+ args.data_root, ",".join(args.types), len(jobs), args.workers)
	605	+
	606	+ manifest = Manifest(args.data_root / "state" / "manifest.json")
	607	+ (args.data_root / "state").mkdir(parents=True, exist_ok=True)
	608	+ runner = Runner(args.data_root, manifest,
	609	+ keep_zips=args.keep_zips, min_free_gb=args.min_free_gb)
	610	+
	611	+ pending = [j for j in jobs if not manifest.is_done(j.key)]
	612	+ log.info("%d jobs pending (%d already complete)",
	613	+ len(pending), len(jobs) - len(pending))
	614	+
	615	+ with ThreadPoolExecutor(max_workers=args.workers) as pool:
	616	+ futures = {pool.submit(runner.run_job, j): j for j in pending}
	617	+ for fut in as_completed(futures):
	618	+ fut.result() # exceptions are handled inside run_job
	619	+
	620	+ counts = manifest.summary()
	621	+ log.info("Run complete. Manifest: %s", counts)
	622	+ failed = counts.get("failed", 0)
	623	+ return 1 if failed else 0
	624	+
	625	+
	626	+if __name__ == "__main__":
	627	+ sys.exit(main())

added hfmarketdata/api/main.py +476 −0

		`@@ -0,0 +1,476 @@`
	1	+#!/usr/bin/env python3
	2	+# -- coding: utf-8 --
	3	+"""
	4	+================================================================================
	5	+ HF Market Data — Open High-Frequency Market Data API
	6	+ https://www.hfmarketdata.io
	7	+================================================================================
	8	+
	9	+Ultra-fast open REST API serving historical market data (stocks, ETFs,
	10	+futures, crypto, indices, FX — 1-minute to daily bars — plus full end-of-day
	11	+options chains with quotes, implied volatilities and Greeks).
	12	+
	13	+The data layer is a partitioned Parquet lake (zstd) queried in-place with
	14	+DuckDB — no database server, predicate pushdown straight into the row groups.
	15	+
	16	+Layout expected under DATA_ROOT (built by frd_downloader.py):
	17	+ parquet/{type}/{timeframe}/{adjustment}/{TICKER}_*.parquet
	18	+ parquet/options/{year}_{quarter}/{TICKER}_*_option_chain.parquet
	19	+
	20	+Author : Simon-Pierre Boucher
	21	+Contact : contact@spboucher.ai
	22	+================================================================================
	23	+"""
	24	+
	25	+from __future__ import annotations
	26	+
	27	+import os
	28	+import threading
	29	+import time
	30	+from pathlib import Path
	31	+
	32	+import duckdb
	33	+from fastapi import FastAPI, HTTPException, Query
	34	+from fastapi.middleware.cors import CORSMiddleware
	35	+from fastapi.responses import PlainTextResponse
	36	+from fastapi.staticfiles import StaticFiles
	37	+
	38	+__author__ = "Simon-Pierre Boucher"
	39	+__contact__ = "contact@spboucher.ai"
	40	+__version__ = "1.0.0"
	41	+
	42	+DATA_ROOT = Path(os.environ.get("HFMD_DATA_ROOT", "/Volumes/ssd/firstratedata"))
	43	+PARQUET = DATA_ROOT / "parquet"
	44	+WEB_DIST = Path(os.environ.get("HFMD_WEB_DIST",
	45	+ Path(__file__).resolve().parent.parent / "web" / "dist"))
	46	+
	47	+BAR_TYPES = ["stock", "etf", "futures", "futures_contracts", "crypto", "index", "fx"]
	48	+TIMEFRAMES = ["1min", "5min", "30min", "1hour", "1day"]
	49	+DEFAULT_ADJUSTMENT = {
	50	+ "stock": "adj_splitdiv", "etf": "adj_splitdiv",
	51	+ "futures": "contin_UNadj", "futures_contracts": "archive",
	52	+ "crypto": "none", "index": "none", "fx": "none",
	53	+}
	54	+MAX_LIMIT_JSON = 50_000
	55	+MAX_LIMIT_CSV = 2_000_000
	56	+
	57	+app = FastAPI(
	58	+ title="HF Market Data API",
	59	+ description=(
	60	+ "Open high-frequency market data API — intraday & daily bars for "
	61	+ "stocks, ETFs, futures, crypto, indices and FX, plus full historical "
	62	+ "options chains (quotes, implied volatility, Greeks) since 2010. "
	63	+ f"Built by {__author__} ({__contact__})."
	64	+ ),
	65	+ version=__version__,
	66	+ contact={"name": __author__, "email": __contact__,
	67	+ "url": "https://www.hfmarketdata.io"},
	68	+)
	69	+app.add_middleware(
	70	+ CORSMiddleware, allow_origins=[""], allow_methods=[""], allow_headers=["*"],
	71	+)
	72	+
	73	+# ------------------------------------------------------------------------------
	74	+# DuckDB — one connection per thread, read-only usage
	75	+# ------------------------------------------------------------------------------
	76	+
	77	+_tls = threading.local()
	78	+
	79	+
	80	+def db() -> duckdb.DuckDBPyConnection:
	81	+ if not hasattr(_tls, "con"):
	82	+ _tls.con = duckdb.connect()
	83	+ _tls.con.execute("SET threads TO 4")
	84	+ _tls.con.execute("SET enable_object_cache=true")
	85	+ return _tls.con
	86	+
	87	+
	88	+# ------------------------------------------------------------------------------
	89	+# File resolution with a small TTL cache (directory scans are the slow part)
	90	+# ------------------------------------------------------------------------------
	91	+
	92	+_cache: dict[str, tuple[float, object]] = {}
	93	+_cache_lock = threading.Lock()
	94	+CACHE_TTL = 300 # seconds
	95	+
	96	+
	97	+def cached(key: str, builder):
	98	+ now = time.time()
	99	+ with _cache_lock:
	100	+ hit = _cache.get(key)
	101	+ if hit and now - hit[0] < CACHE_TTL:
	102	+ return hit[1]
	103	+ value = builder()
	104	+ with _cache_lock:
	105	+ _cache[key] = (now, value)
	106	+ return value
	107	+
	108	+
	109	+def bar_dir(asset: str, timeframe: str, adjustment: str) -> Path:
	110	+ return PARQUET / asset / timeframe / adjustment
	111	+
	112	+
	113	+def list_adjustments(asset: str, timeframe: str) -> list[str]:
	114	+ base = PARQUET / asset / timeframe
	115	+ if not base.is_dir():
	116	+ return []
	117	+ return sorted(p.name for p in base.iterdir() if p.is_dir())
	118	+
	119	+
	120	+def ticker_index(asset: str, timeframe: str, adjustment: str) -> dict[str, str]:
	121	+ """ticker -> parquet file path, cached."""
	122	+ d = bar_dir(asset, timeframe, adjustment)
	123	+
	124	+ def build():
	125	+ idx: dict[str, str] = {}
	126	+ if d.is_dir():
	127	+ for p in d.iterdir():
	128	+ if p.suffix == ".parquet":
	129	+ idx[p.stem.split("_")[0].upper()] = str(p)
	130	+ return idx
	131	+
	132	+ return cached(f"idx\|{d}", build)
	133	+
	134	+
	135	+def options_quarters() -> list[str]:
	136	+ def build():
	137	+ base = PARQUET / "options"
	138	+ if not base.is_dir():
	139	+ return []
	140	+ return sorted(p.name for p in base.iterdir() if p.is_dir())
	141	+ return cached("opt_quarters", build)
	142	+
	143	+
	144	+def options_files(ticker: str) -> list[str]:
	145	+ """All quarterly chain files for a ticker, cheap direct-path checks."""
	146	+ t = ticker.upper()
	147	+
	148	+ def build():
	149	+ out = []
	150	+ for q in options_quarters():
	151	+ d = PARQUET / "options" / q
	152	+ for p in d.glob(f"{t}_*.parquet"):
	153	+ if p.stem.split("_")[0].upper() == t:
	154	+ out.append(str(p))
	155	+ return out
	156	+
	157	+ return cached(f"optfiles\|{t}", build)
	158	+
	159	+
	160	+def _validate(asset: str, timeframe: str, adjustment: str \| None) -> str:
	161	+ if asset not in BAR_TYPES:
	162	+ raise HTTPException(404, f"Unknown asset type '{asset}'. "
	163	+ f"Available: {', '.join(BAR_TYPES)}")
	164	+ if timeframe not in TIMEFRAMES:
	165	+ raise HTTPException(400, f"Unknown timeframe '{timeframe}'. "
	166	+ f"Available: {', '.join(TIMEFRAMES)}")
	167	+ adj = adjustment or DEFAULT_ADJUSTMENT[asset]
	168	+ available = list_adjustments(asset, timeframe)
	169	+ if available and adj not in available:
	170	+ raise HTTPException(400, f"Adjustment '{adj}' not available for "
	171	+ f"{asset}/{timeframe}. Available: {', '.join(available)}")
	172	+ return adj
	173	+
	174	+
	175	+def _rows_to_response(rel, limit: int, fmt: str, order_col: str):
	176	+ if fmt == "csv":
	177	+ limit = min(limit, MAX_LIMIT_CSV)
	178	+ rel = rel.limit(limit)
	179	+ df = rel.df()
	180	+ return PlainTextResponse(df.to_csv(index=False), media_type="text/csv")
	181	+ limit = min(limit, MAX_LIMIT_JSON)
	182	+ rel = rel.limit(limit)
	183	+ df = rel.df()
	184	+ for col in df.columns:
	185	+ if str(df[col].dtype).startswith("datetime"):
	186	+ df[col] = df[col].astype(str)
	187	+ return {"count": len(df), "data": df.to_dict(orient="records")}
	188	+
	189	+
	190	+# ------------------------------------------------------------------------------
	191	+# Meta endpoints
	192	+# ------------------------------------------------------------------------------
	193	+
	194	+
	195	+@app.get("/health", tags=["meta"])
	196	+def health():
	197	+ return {"status": "ok", "service": "hfmarketdata-api", "version": __version__,
	198	+ "data_root_present": PARQUET.is_dir()}
	199	+
	200	+
	201	+@app.get("/v1/status", tags=["meta"])
	202	+def status():
	203	+ """Dataset inventory: every asset type, timeframe and adjustment with
	204	+ the number of instruments currently available."""
	205	+ def build():
	206	+ out = {}
	207	+ for asset in BAR_TYPES:
	208	+ base = PARQUET / asset
	209	+ if not base.is_dir():
	210	+ continue
	211	+ tfs = {}
	212	+ for tf in sorted(p.name for p in base.iterdir() if p.is_dir()):
	213	+ adjs = {}
	214	+ for adj in list_adjustments(asset, tf):
	215	+ n = sum(1 for p in (base / tf / adj).iterdir()
	216	+ if p.suffix == ".parquet")
	217	+ adjs[adj] = n
	218	+ tfs[tf] = adjs
	219	+ out[asset] = tfs
	220	+ quarters = options_quarters()
	221	+ if quarters:
	222	+ out["options"] = {
	223	+ "quarters": quarters,
	224	+ "files_latest_quarter":
	225	+ sum(1 for _ in (PARQUET / "options" / quarters[-1]).glob("*.parquet")),
	226	+ }
	227	+ return out
	228	+ return {"datasets": cached("status", build)}
	229	+
	230	+
	231	+@app.get("/v1/{asset}/tickers", tags=["bars"])
	232	+def tickers(asset: str,
	233	+ timeframe: str = Query("1day"),
	234	+ adjustment: str \| None = Query(None),
	235	+ search: str \| None = Query(None, description="Substring filter"),
	236	+ limit: int = Query(10_000, ge=1)):
	237	+ """List available tickers for an asset type / timeframe / adjustment.
	238	+ For `options`, this delegates to the options underlyings listing."""
	239	+ if asset == "options":
	240	+ return opt_tickers(quarter=None, search=search, limit=limit)
	241	+ adj = _validate(asset, timeframe, adjustment)
	242	+ idx = ticker_index(asset, timeframe, adj)
	243	+ names = sorted(idx)
	244	+ if search:
	245	+ s = search.upper()
	246	+ names = [t for t in names if s in t]
	247	+ return {"asset": asset, "timeframe": timeframe, "adjustment": adj,
	248	+ "count": len(names[:limit]), "tickers": names[:limit]}
	249	+
	250	+
	251	+# ------------------------------------------------------------------------------
	252	+# Bars
	253	+# ------------------------------------------------------------------------------
	254	+
	255	+
	256	+@app.get("/v1/bars/{asset}/{ticker}", tags=["bars"])
	257	+def bars(asset: str, ticker: str,
	258	+ timeframe: str = Query("1day", description="1min\|5min\|30min\|1hour\|1day"),
	259	+ adjustment: str \| None = Query(None, description="Default depends on asset type"),
	260	+ start: str \| None = Query(None, description="ISO date/datetime lower bound"),
	261	+ end: str \| None = Query(None, description="ISO date/datetime upper bound"),
	262	+ order: str = Query("asc", pattern="^(asc\|desc)$"),
	263	+ limit: int = Query(5_000, ge=1),
	264	+ format: str = Query("json", pattern="^(json\|csv)$")):
	265	+ """OHLCV bars for one instrument. Daily futures bars also carry open
	266	+ interest. `format=csv` allows bulk extraction (up to 2M rows)."""
	267	+ adj = _validate(asset, timeframe, adjustment)
	268	+ idx = ticker_index(asset, timeframe, adj)
	269	+ path = idx.get(ticker.upper())
	270	+ if not path:
	271	+ raise HTTPException(404, f"Ticker '{ticker.upper()}' not found in "
	272	+ f"{asset}/{timeframe}/{adj}")
	273	+ con = db()
	274	+ conds, params = [], []
	275	+ if start:
	276	+ conds.append("datetime >= ?"); params.append(start)
	277	+ if end:
	278	+ conds.append("datetime <= ?"); params.append(end)
	279	+ where = ("WHERE " + " AND ".join(conds)) if conds else ""
	280	+ rel = con.sql(
	281	+ f"SELECT * FROM read_parquet(?) {where} ORDER BY datetime {order.upper()}",
	282	+ params=[path, *params])
	283	+ return _rows_to_response(rel, limit, format, "datetime")
	284	+
	285	+
	286	+@app.get("/v1/bars/{asset}", tags=["bars"])
	287	+def bars_multi(asset: str,
	288	+ tickers: str = Query(..., description="Comma-separated list, e.g. AAPL,MSFT,TSLA (max 50)"),
	289	+ timeframe: str = Query("1day"),
	290	+ adjustment: str \| None = Query(None),
	291	+ start: str \| None = Query(None, description="ISO date/datetime lower bound"),
	292	+ end: str \| None = Query(None, description="ISO date/datetime upper bound"),
	293	+ order: str = Query("asc", pattern="^(asc\|desc)$"),
	294	+ limit: int = Query(5_000, ge=1, description="Max rows PER TICKER"),
	295	+ format: str = Query("json", pattern="^(json\|csv)$")):
	296	+ """Bars for SEVERAL instruments in one call. Combine with `start`/`end`
	297	+ to slice any precise window — e.g. 4 hours of 1-minute bars across a
	298	+ whole watchlist. The row limit applies per ticker."""
	299	+ adj = _validate(asset, timeframe, adjustment)
	300	+ idx = ticker_index(asset, timeframe, adj)
	301	+ names = [t.strip().upper() for t in tickers.split(",") if t.strip()][:50]
	302	+ if not names:
	303	+ raise HTTPException(400, "No tickers given")
	304	+ missing = [t for t in names if t not in idx]
	305	+ if missing:
	306	+ raise HTTPException(404, f"Not found in {asset}/{timeframe}/{adj}: "
	307	+ f"{', '.join(missing)}")
	308	+ paths = [idx[t] for t in names]
	309	+ con = db()
	310	+ conds, params = [], []
	311	+ if start:
	312	+ conds.append("datetime >= ?"); params.append(start)
	313	+ if end:
	314	+ conds.append("datetime <= ?"); params.append(end)
	315	+ where = ("WHERE " + " AND ".join(conds)) if conds else ""
	316	+ per_ticker = min(limit, MAX_LIMIT_CSV if format == "csv" else MAX_LIMIT_JSON)
	317	+ rel = con.sql(
	318	+ f"SELECT * FROM read_parquet(?) {where} "
	319	+ f"QUALIFY row_number() OVER (PARTITION BY ticker ORDER BY datetime "
	320	+ f"{order.upper()}) <= ? ORDER BY ticker, datetime {order.upper()}",
	321	+ params=[paths, *params, per_ticker])
	322	+ return _rows_to_response(rel, per_ticker * len(names), format, "datetime")
	323	+
	324	+
	325	+@app.get("/v1/snapshot/{asset}", tags=["bars"])
	326	+def snapshot(asset: str,
	327	+ tickers: str = Query(..., description="Comma-separated list, e.g. AAPL,MSFT,TSLA (max 50)"),
	328	+ at: str = Query(..., description="Precise moment, e.g. 2024-06-03 10:35:00"),
	329	+ timeframe: str = Query("1min"),
	330	+ adjustment: str \| None = Query(None),
	331	+ format: str = Query("json", pattern="^(json\|csv)$")):
	332	+ """Cross-sectional snapshot: for each requested instrument, the last bar
	333	+ at or before the given moment — the state of a whole watchlist at one
	334	+ precise point in time."""
	335	+ adj = _validate(asset, timeframe, adjustment)
	336	+ idx = ticker_index(asset, timeframe, adj)
	337	+ names = [t.strip().upper() for t in tickers.split(",") if t.strip()][:50]
	338	+ if not names:
	339	+ raise HTTPException(400, "No tickers given")
	340	+ missing = [t for t in names if t not in idx]
	341	+ if missing:
	342	+ raise HTTPException(404, f"Not found in {asset}/{timeframe}/{adj}: "
	343	+ f"{', '.join(missing)}")
	344	+ paths = [idx[t] for t in names]
	345	+ con = db()
	346	+ rel = con.sql(
	347	+ "SELECT * FROM read_parquet(?) WHERE datetime <= ? "
	348	+ "QUALIFY row_number() OVER (PARTITION BY ticker ORDER BY datetime DESC) = 1 "
	349	+ "ORDER BY ticker",
	350	+ params=[paths, at])
	351	+ return _rows_to_response(rel, len(names), format, "datetime")
	352	+
	353	+
	354	+# ------------------------------------------------------------------------------
	355	+# Options
	356	+# ------------------------------------------------------------------------------
	357	+
	358	+
	359	+@app.get("/v1/options/quarters", tags=["options"])
	360	+def opt_quarters():
	361	+ """Available options archive quarters (e.g. 2010_q1 … current)."""
	362	+ return {"quarters": options_quarters()}
	363	+
	364	+
	365	+@app.get("/v1/options/tickers", tags=["options"])
	366	+def opt_tickers(quarter: str \| None = Query(None, description="e.g. 2024_q4; default latest"),
	367	+ search: str \| None = None,
	368	+ limit: int = Query(10_000, ge=1)):
	369	+ """Underlyings available in a given options quarter."""
	370	+ quarters = options_quarters()
	371	+ if not quarters:
	372	+ raise HTTPException(503, "Options dataset not yet available")
	373	+ q = quarter or quarters[-1]
	374	+ if q not in quarters:
	375	+ raise HTTPException(404, f"Unknown quarter '{q}'")
	376	+
	377	+ def build():
	378	+ return sorted({p.stem.split("_")[0].upper()
	379	+ for p in (PARQUET / "options" / q).glob("*.parquet")})
	380	+ names = cached(f"opt_tickers\|{q}", build)
	381	+ if search:
	382	+ s = search.upper()
	383	+ names = [t for t in names if s in t]
	384	+ return {"quarter": q, "count": len(names[:limit]), "tickers": names[:limit]}
	385	+
	386	+
	387	+@app.get("/v1/options/chain/{ticker}", tags=["options"])
	388	+def opt_chain(ticker: str,
	389	+ trade_date: str \| None = Query(None, description="yyyy-mm-dd; default latest available"),
	390	+ expiry: str \| None = Query(None, description="Filter on expiry date"),
	391	+ call_put: str \| None = Query(None, pattern="^(c\|p)$"),
	392	+ strike_min: float \| None = None,
	393	+ strike_max: float \| None = None,
	394	+ min_volume: float \| None = None,
	395	+ limit: int = Query(20_000, ge=1),
	396	+ format: str = Query("json", pattern="^(json\|csv)$")):
	397	+ """Full end-of-day option chain for an underlying: quotes, bid/ask implied
	398	+ volatility, open interest, volume and Greeks (delta, gamma, vega, theta, rho)."""
	399	+ files = options_files(ticker)
	400	+ if not files:
	401	+ raise HTTPException(404, f"No options data for '{ticker.upper()}'")
	402	+ con = db()
	403	+ if trade_date is None:
	404	+ trade_date = con.execute(
	405	+ "SELECT max(trade_date) FROM read_parquet(?)", [files[-1]]
	406	+ ).fetchone()[0]
	407	+ files_q = [files[-1]]
	408	+ else:
	409	+ files_q = files
	410	+ conds, params = ["trade_date = ?"], [str(trade_date)]
	411	+ if expiry:
	412	+ conds.append("expiry = ?"); params.append(expiry)
	413	+ if call_put:
	414	+ conds.append("call_put = ?"); params.append(call_put)
	415	+ if strike_min is not None:
	416	+ conds.append("strike >= ?"); params.append(strike_min)
	417	+ if strike_max is not None:
	418	+ conds.append("strike <= ?"); params.append(strike_max)
	419	+ if min_volume is not None:
	420	+ conds.append("volume >= ?"); params.append(min_volume)
	421	+ rel = con.sql(
	422	+ f"SELECT * FROM read_parquet(?) WHERE {' AND '.join(conds)} "
	423	+ f"ORDER BY expiry, strike, call_put",
	424	+ params=[files_q, *params])
	425	+ return _rows_to_response(rel, limit, format, "expiry")
	426	+
	427	+
	428	+@app.get("/v1/options/expirations/{ticker}", tags=["options"])
	429	+def opt_expirations(ticker: str,
	430	+ trade_date: str \| None = Query(None, description="yyyy-mm-dd")):
	431	+ """Available expiry dates (optionally as of one trade date)."""
	432	+ files = options_files(ticker)
	433	+ if not files:
	434	+ raise HTTPException(404, f"No options data for '{ticker.upper()}'")
	435	+ con = db()
	436	+ if trade_date:
	437	+ rows = con.execute(
	438	+ "SELECT DISTINCT expiry FROM read_parquet(?) WHERE trade_date = ? ORDER BY expiry",
	439	+ [files, trade_date]).fetchall()
	440	+ else:
	441	+ rows = con.execute(
	442	+ "SELECT DISTINCT expiry FROM read_parquet(?) ORDER BY expiry",
	443	+ [files[-1]]).fetchall()
	444	+ return {"ticker": ticker.upper(), "expirations": [str(r[0]) for r in rows]}
	445	+
	446	+
	447	+@app.get("/v1/options/history/{ticker}", tags=["options"])
	448	+def opt_history(ticker: str,
	449	+ strike: float = Query(...),
	450	+ expiry: str = Query(..., description="yyyy-mm-dd"),
	451	+ call_put: str = Query(..., pattern="^(c\|p)$"),
	452	+ limit: int = Query(5_000, ge=1),
	453	+ format: str = Query("json", pattern="^(json\|csv)$")):
	454	+ """Daily time series for one specific contract across its whole life."""
	455	+ files = options_files(ticker)
	456	+ if not files:
	457	+ raise HTTPException(404, f"No options data for '{ticker.upper()}'")
	458	+ con = db()
	459	+ rel = con.sql(
	460	+ "SELECT * FROM read_parquet(?) WHERE strike = ? AND expiry = ? AND call_put = ? "
	461	+ "ORDER BY trade_date",
	462	+ params=[files, strike, expiry, call_put])
	463	+ return _rows_to_response(rel, limit, format, "trade_date")
	464	+
	465	+
	466	+# ------------------------------------------------------------------------------
	467	+# Static React platform (mounted last so it doesn't shadow the API)
	468	+# ------------------------------------------------------------------------------
	469	+
	470	+if WEB_DIST.is_dir():
	471	+ app.mount("/", StaticFiles(directory=str(WEB_DIST), html=True), name="web")
	472	+
	473	+
	474	+if __name__ == "__main__":
	475	+ import uvicorn
	476	+ uvicorn.run(app, host="0.0.0.0", port=int(os.environ.get("HFMD_PORT", 8090)))

added hfmarketdata/requirements.txt +4 −0

		`@@ -0,0 +1,4 @@`
	1	+fastapi>=0.115
	2	+uvicorn>=0.30
	3	+duckdb>=1.0
	4	+pandas>=2.0

added hfmarketdata/web/index.html +16 −0

		`@@ -0,0 +1,16 @@`
	1	+<!doctype html>
	2	+<html lang="en">
	3	+ <head>
	4	+ <meta charset="UTF-8" />
	5	+ <meta name="viewport" content="width=device-width, initial-scale=1.0" />
	6	+ <meta name="description" content="HF Market Data — free open API for high-frequency historical market data: stocks, ETFs, futures, crypto, indices, FX (1-minute to daily) and full options chains with Greeks since 2010." />
	7	+ <title>HF Market Data — Open High-Frequency Market Data API</title>
	8	+ <link rel="preconnect" href="https://fonts.googleapis.com" />
	9	+ <link rel="preconnect" href="https://fonts.gstatic.com" crossorigin />
	10	+ <link href="https://fonts.googleapis.com/css2?family=Fraunces:ital,opsz,wght@0,9..144,400;0,9..144,500;0,9..144,600;1,9..144,400;1,9..144,500&family=Inter:wght@400;500;600;700&family=JetBrains+Mono:wght@400;500;600&display=swap" rel="stylesheet" />
	11	+ </head>
	12	+ <body>
	13	+ <div id="root"></div>
	14	+ <script type="module" src="/src/main.jsx"></script>
	15	+ </body>
	16	+</html>

added hfmarketdata/web/package-lock.json +1857 −0

		`@@ -0,0 +1,1857 @@`
	1	+{
	2	+ "name": "hfmarketdata-web",
	3	+ "version": "1.0.0",
	4	+ "lockfileVersion": 3,
	5	+ "requires": true,
	6	+ "packages": {
	7	+ "": {
	8	+ "name": "hfmarketdata-web",
	9	+ "version": "1.0.0",
	10	+ "dependencies": {
	11	+ "react": "^18.3.1",
	12	+ "react-dom": "^18.3.1"
	13	+ },
	14	+ "devDependencies": {
	15	+ "@vitejs/plugin-react": "^4.3.4",
	16	+ "vite": "^6.0.0"
	17	+ }
	18	+ },
	19	+ "node_modules/@babel/code-frame": {
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	21	+ "resolved": "https://registry.npmjs.org/@babel/code-frame/-/code-frame-7.29.7.tgz",
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	23	+ "dev": true,
	24	+ "license": "MIT",
	25	+ "dependencies": {
	26	+ "@babel/helper-validator-identifier": "^7.29.7",
	27	+ "js-tokens": "^4.0.0",
	28	+ "picocolors": "^1.1.1"
	29	+ },
	30	+ "engines": {
	31	+ "node": ">=6.9.0"
	32	+ }
	33	+ },
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	38	+ "dev": true,
	39	+ "license": "MIT",
	40	+ "engines": {
	41	+ "node": ">=6.9.0"
	42	+ }
	43	+ },
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	49	+ "license": "MIT",
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	62	+ "debug": "^4.1.0",
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	64	+ "json5": "^2.2.3",
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	69	+ },
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	107	+ }
	108	+ },
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	117	+ }
	118	+ },
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	127	+ "@babel/types": "^7.29.7"
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added hfmarketdata/web/package.json +21 −0

		`@@ -0,0 +1,21 @@`
	1	+{
	2	+ "name": "hfmarketdata-web",
	3	+ "private": true,
	4	+ "version": "1.0.0",
	5	+ "description": "HF Market Data — open high-frequency market data API platform",
	6	+ "author": "Simon-Pierre Boucher <contact@spboucher.ai>",
	7	+ "type": "module",
	8	+ "scripts": {
	9	+ "dev": "vite",
	10	+ "build": "vite build",
	11	+ "preview": "vite preview"
	12	+ },
	13	+ "dependencies": {
	14	+ "react": "^18.3.1",
	15	+ "react-dom": "^18.3.1"
	16	+ },
	17	+ "devDependencies": {
	18	+ "@vitejs/plugin-react": "^4.3.4",
	19	+ "vite": "^6.0.0"
	20	+ }
	21	+}

added hfmarketdata/web/src/App.jsx +403 −0

		`@@ -0,0 +1,403 @@`
	1	+import React, { useEffect, useMemo, useState } from 'react'
	2	+import {
	3	+ ASSET_TYPES, BAR_FIELDS, BASE_URL, ENDPOINTS, ERRORS, OPTION_FIELDS,
	4	+ TIMEFRAMES, curlSnippet, jsSnippet, pythonSnippet,
	5	+} from './spec.js'
	6	+
	7	+// ---------------------------------------------------------------- atoms
	8	+
	9	+function Kicker({ children }) {
	10	+ return <div className="kicker">{children}</div>
	11	+}
	12	+
	13	+function MethodChip({ method }) {
	14	+ return <span className="method">{method}</span>
	15	+}
	16	+
	17	+function CodeTabs({ ep }) {
	18	+ const tabs = {
	19	+ curl: curlSnippet(ep),
	20	+ Python: pythonSnippet(ep),
	21	+ JavaScript: jsSnippet(ep),
	22	+ }
	23	+ const [active, setActive] = useState('curl')
	24	+ const [copied, setCopied] = useState(false)
	25	+ const copy = () => {
	26	+ navigator.clipboard.writeText(tabs[active]).then(() => {
	27	+ setCopied(true)
	28	+ setTimeout(() => setCopied(false), 1200)
	29	+ })
	30	+ }
	31	+ return (
	32	+ <div className="code-tabs">
	33	+ <div className="code-tabs-bar">
	34	+ <span className="code-tabs-label">Request</span>
	35	+ {Object.keys(tabs).map(t => (
	36	+ <button key={t} className={t === active ? 'tab active' : 'tab'}
	37	+ onClick={() => setActive(t)}>{t}</button>
	38	+ ))}
	39	+ <button className="tab copy" onClick={copy}>{copied ? 'Copied ✓' : 'Copy'}</button>
	40	+ </div>
	41	+ <pre className="ink"><code>{tabs[active]}</code></pre>
	42	+ </div>
	43	+ )
	44	+}
	45	+
	46	+function ResponseBlock({ ep }) {
	47	+ const [open, setOpen] = useState(false)
	48	+ const [live, setLive] = useState(null)
	49	+ const [busy, setBusy] = useState(false)
	50	+ const runLive = async () => {
	51	+ setBusy(true)
	52	+ try {
	53	+ const r = await fetch(ep.example)
	54	+ const text = await r.text()
	55	+ let pretty = text
	56	+ try { pretty = JSON.stringify(JSON.parse(text), null, 2) } catch { /* csv */ }
	57	+ setLive(pretty.length > 5000 ? pretty.slice(0, 5000) + '\n… (truncated)' : pretty)
	58	+ setOpen(true)
	59	+ } catch (e) {
	60	+ setLive(`Request failed: ${e.message}`)
	61	+ setOpen(true)
	62	+ } finally {
	63	+ setBusy(false)
	64	+ }
	65	+ }
	66	+ return (
	67	+ <div className="response-block">
	68	+ <div className="code-tabs-bar">
	69	+ <span className="code-tabs-label">Response</span>
	70	+ <button className={!open ? 'tab active' : 'tab'} onClick={() => setOpen(false)}>Example</button>
	71	+ {live && <button className={open ? 'tab active' : 'tab'} onClick={() => setOpen(true)}>Live</button>}
	72	+ <button className="tab live" onClick={runLive} disabled={busy}>
	73	+ {busy ? 'Running…' : '▶ Run live'}
	74	+ </button>
	75	+ </div>
	76	+ <pre className="ink response"><code>{open && live ? live : ep.response}</code></pre>
	77	+ </div>
	78	+ )
	79	+}
	80	+
	81	+function FieldsTable({ kind }) {
	82	+ const fields = kind === 'options' ? OPTION_FIELDS : BAR_FIELDS
	83	+ const [open, setOpen] = useState(false)
	84	+ return (
	85	+ <div className="fields">
	86	+ <button className="fields-toggle" onClick={() => setOpen(!open)}>
	87	+ {open ? '−' : '+'} Response fields <span className="fields-n">{fields.length}</span>
	88	+ </button>
	89	+ {open && (
	90	+ <table className="params">
	91	+ <thead><tr><th>Field</th><th>Type</th><th>Description</th></tr></thead>
	92	+ <tbody>
	93	+ {fields.map(f => (
	94	+ <tr key={f.name}>
	95	+ <td><code>{f.name}</code></td>
	96	+ <td className="type">{f.type}</td>
	97	+ <td>{f.desc}</td>
	98	+ </tr>
	99	+ ))}
	100	+ </tbody>
	101	+ </table>
	102	+ )}
	103	+ </div>
	104	+ )
	105	+}
	106	+
	107	+function Endpoint({ ep, index }) {
	108	+ return (
	109	+ <article className="endpoint" id={ep.id}>
	110	+ <div className="endpoint-index">{String(index + 1).padStart(2, '0')}</div>
	111	+ <div className="endpoint-body">
	112	+ <div className="endpoint-head">
	113	+ <MethodChip method={ep.method} />
	114	+ <code className="path">{ep.path}</code>
	115	+ </div>
	116	+ <h3>{ep.title}</h3>
	117	+ <p className="endpoint-desc">{ep.desc}</p>
	118	+ {ep.params.length > 0 && (
	119	+ <table className="params">
	120	+ <thead>
	121	+ <tr><th>Parameter</th><th>In</th><th></th><th>Description</th></tr>
	122	+ </thead>
	123	+ <tbody>
	124	+ {ep.params.map(p => (
	125	+ <tr key={p.name}>
	126	+ <td><code>{p.name}</code></td>
	127	+ <td className="type">{p.in}</td>
	128	+ <td>{p.req ? <span className="req">required</span> : <span className="opt">optional</span>}</td>
	129	+ <td>{p.desc}</td>
	130	+ </tr>
	131	+ ))}
	132	+ </tbody>
	133	+ </table>
	134	+ )}
	135	+ <CodeTabs ep={ep} />
	136	+ <ResponseBlock ep={ep} />
	137	+ {ep.fields && <FieldsTable kind={ep.fields} />}
	138	+ </div>
	139	+ </article>
	140	+ )
	141	+}
	142	+
	143	+// ---------------------------------------------------------------- live status
	144	+
	145	+function LiveStatus() {
	146	+ const [status, setStatus] = useState(null)
	147	+ const [err, setErr] = useState(null)
	148	+ useEffect(() => {
	149	+ fetch('/v1/status')
	150	+ .then(r => r.json())
	151	+ .then(d => setStatus(d.datasets))
	152	+ .catch(e => setErr(e.message))
	153	+ }, [])
	154	+ if (err) return <p className="muted">Live status unavailable ({err}).</p>
	155	+ if (!status) return <p className="muted">Loading live dataset status…</p>
	156	+ const rows = []
	157	+ for (const [asset, tfs] of Object.entries(status)) {
	158	+ if (asset === 'options') continue
	159	+ for (const [tf, adjs] of Object.entries(tfs)) {
	160	+ for (const [adj, n] of Object.entries(adjs)) {
	161	+ rows.push({ asset, tf, adj, n })
	162	+ }
	163	+ }
	164	+ }
	165	+ const total = rows.reduce((s, r) => s + r.n, 0)
	166	+ return (
	167	+ <div>
	168	+ <div className="stat-chips">
	169	+ <div className="chip"><b>{total.toLocaleString('en-US')}</b><span>instrument files live</span></div>
	170	+ {status.options && (
	171	+ <div className="chip"><b>{status.options.quarters.length}</b><span>options quarters ({status.options.quarters[0]} → {status.options.quarters.at(-1)})</span></div>
	172	+ )}
	173	+ </div>
	174	+ <div className="table-scroll">
	175	+ <table className="params">
	176	+ <thead>
	177	+ <tr><th>Asset</th><th>Timeframe</th><th>Adjustment</th><th>Instruments</th></tr>
	178	+ </thead>
	179	+ <tbody>
	180	+ {rows.map((r, i) => (
	181	+ <tr key={i}>
	182	+ <td>{r.asset}</td><td>{r.tf}</td><td><code>{r.adj}</code></td>
	183	+ <td className="num">{r.n.toLocaleString('en-US')}</td>
	184	+ </tr>
	185	+ ))}
	186	+ </tbody>
	187	+ </table>
	188	+ </div>
	189	+ <p className="muted small">Ingestion is continuous — this inventory refreshes as new segments land in the lake.</p>
	190	+ </div>
	191	+ )
	192	+}
	193	+
	194	+// ---------------------------------------------------------------- app
	195	+
	196	+export default function App() {
	197	+ const grouped = useMemo(() => {
	198	+ const g = {}
	199	+ for (const e of ENDPOINTS) (g[e.tag] \|\|= []).push(e)
	200	+ return g
	201	+ }, [])
	202	+
	203	+ return (
	204	+ <>
	205	+ <div className="layout">
	206	+ <aside className="sidebar">
	207	+ <a className="brand" href="#top">
	208	+ <span className="logo">HF</span>
	209	+ <span className="brand-text">
	210	+ <span className="brand-name">HF Market Data</span>
	211	+ <span className="brand-sub">Open API · v1</span>
	212	+ </span>
	213	+ </a>
	214	+ <nav>
	215	+ <Kicker>Getting started</Kicker>
	216	+ <a href="#overview">Overview</a>
	217	+ <a href="#quickstart">Quick start</a>
	218	+ <a href="#conventions">Conventions</a>
	219	+ <a href="#coverage">Data coverage</a>
	220	+ <Kicker>Endpoints</Kicker>
	221	+ {ENDPOINTS.map(e => (
	222	+ <a key={e.id} href={`#${e.id}`} className="ep-link">
	223	+ <span className="ep-method">{e.method}</span>{e.title}
	224	+ </a>
	225	+ ))}
	226	+ <Kicker>Resources</Kicker>
	227	+ <a href="#errors">Errors</a>
	228	+ <a href="#live">Live status</a>
	229	+ <a href="#about">About</a>
	230	+ <a href="/docs" target="_blank" rel="noreferrer">OpenAPI / Swagger ↗</a>
	231	+ </nav>
	232	+ </aside>
	233	+
	234	+ <main id="top">
	235	+ <section className="hero" id="overview">
	236	+ <Kicker>Open high-frequency market data</Kicker>
	237	+ <h1>
	238	+ Market data,<br />
	239	+ <em className="accent-word">wide open.</em>
	240	+ </h1>
	241	+ <p className="lede">
	242	+ A free, keyless REST API over a deep historical archive:
	243	+ <strong> 1-minute to daily bars</strong> for stocks, ETFs, futures,
	244	+ crypto, indices and FX — and <strong>complete end-of-day options
	245	+ chains</strong> with quotes, implied volatility and Greeks back to 2010.
	246	+ </p>
	247	+ <div className="hero-actions">
	248	+ <a className="btn" href="#quickstart">Get started</a>
	249	+ <a className="btn ghost" href="/docs" target="_blank" rel="noreferrer">OpenAPI spec ↗</a>
	250	+ </div>
	251	+ <div className="stat-chips hero-chips">
	252	+ <div className="chip"><b>7</b><span>asset classes</span></div>
	253	+ <div className="chip"><b>5</b><span>timeframes — 1min → 1day</span></div>
	254	+ <div className="chip"><b>5,800+</b><span>options underlyings</span></div>
	255	+ <div className="chip"><b>2010</b><span>options history since</span></div>
	256	+ </div>
	257	+ </section>
	258	+
	259	+ <section id="quickstart">
	260	+ <Kicker>01 — Getting started</Kicker>
	261	+ <h2>Quick start</h2>
	262	+ <p>
	263	+ No key, no registration, no SDK required. Every endpoint is a plain
	264	+ GET on <code>{BASE_URL}</code> returning JSON — or CSV when you ask for it.
	265	+ </p>
	266	+ <pre className="ink"><code>{`# Daily AAPL bars, split+dividend adjusted
	267	+curl "${BASE_URL}/v1/bars/stock/AAPL?timeframe=1day&start=2024-01-01"
	268	+
	269	+# A precise 4-hour window of 1-minute bars, across three tickers at once
	270	+curl "${BASE_URL}/v1/bars/stock?tickers=AAPL,MSFT,NVDA&timeframe=1min\\
	271	+ &start=2024-06-03%2009:30:00&end=2024-06-03%2013:30:00"
	272	+
	273	+# The whole watchlist at one exact moment
	274	+curl "${BASE_URL}/v1/snapshot/stock?tickers=AAPL,MSFT,NVDA&at=2024-06-03%2010:35:00"
	275	+
	276	+# Full AAPL option chain — quotes, IV, Greeks
	277	+curl "${BASE_URL}/v1/options/chain/AAPL?trade_date=2024-06-21"`}</code></pre>
	278	+ <div className="callout">
	279	+ <b>Response envelope.</b>  Every JSON data endpoint returns
	280	+ <code>{'{ "count": n, "data": [ … ] }'}</code>. CSV responses stream a
	281	+ header row followed by the records — ideal for <code>pandas.read_csv</code> straight from the URL.
	282	+ </div>
	283	+ </section>
	284	+
	285	+ <section id="conventions">
	286	+ <Kicker>02 — Getting started</Kicker>
	287	+ <h2>Conventions</h2>
	288	+ <div className="conv-grid">
	289	+ <div className="conv">
	290	+ <h4>Timeframes</h4>
	291	+ <p>{TIMEFRAMES.join(' · ')}. Intraday timestamps are <b>US Eastern Time</b>; daily bars carry the session date. Zero-volume bars are excluded.</p>
	292	+ </div>
	293	+ <div className="conv">
	294	+ <h4>Adjustments</h4>
	295	+ <p>Stocks & ETFs ship in three variants — <code>adj_split</code>, <code>adj_splitdiv</code> (default), <code>UNADJUSTED</code> (1min & 1day only). Futures continuous series come unadjusted, ratio-adjusted or absolute-adjusted for roll dates.</p>
	296	+ </div>
	297	+ <div className="conv">
	298	+ <h4>Formats</h4>
	299	+ <p><code>format=json</code> (default, capped at 50k rows) or <code>format=csv</code> (capped at 2M rows) on every data endpoint. Filter with <code>start</code>/<code>end</code>, page with <code>limit</code> + <code>order</code>.</p>
	300	+ </div>
	301	+ <div className="conv">
	302	+ <h4>Options snapshots</h4>
	303	+ <p>End-of-day chains sampled <b>30 seconds before the close</b> to avoid rebalancing-order noise — with bid/ask IV and the full Greek set on every row.</p>
	304	+ </div>
	305	+ </div>
	306	+ </section>
	307	+
	308	+ <section id="coverage">
	309	+ <Kicker>03 — Getting started</Kicker>
	310	+ <h2>Data coverage</h2>
	311	+ <div className="cards">
	312	+ {ASSET_TYPES.map(a => (
	313	+ <div className="card" key={a.id}>
	314	+ <div className="card-head">
	315	+ <h3>{a.name}</h3>
	316	+ <code className="card-ex">{a.example}</code>
	317	+ </div>
	318	+ <p>{a.desc}</p>
	319	+ <p className="muted small">{a.adjustments.map(x => <code key={x}>{x}</code>)}</p>
	320	+ </div>
	321	+ ))}
	322	+ <div className="card accent">
	323	+ <div className="card-head">
	324	+ <h3>Options</h3>
	325	+ <code className="card-ex">AAPL 200c</code>
	326	+ </div>
	327	+ <p>End-of-day chains for 5,800+ US equities & indices since 2010 —
	328	+ last price, bid/ask, bid/ask IV, open interest, volume,
	329	+ delta, gamma, vega, theta, rho.</p>
	330	+ </div>
	331	+ </div>
	332	+ </section>
	333	+
	334	+ <section id="reference">
	335	+ {Object.entries(grouped).map(([tag, eps]) => (
	336	+ <div key={tag} className="ep-group">
	337	+ <Kicker>API reference</Kicker>
	338	+ <h2>{tag}</h2>
	339	+ {eps.map(e => (
	340	+ <Endpoint key={e.id} ep={e}
	341	+ index={ENDPOINTS.findIndex(x => x.id === e.id)} />
	342	+ ))}
	343	+ </div>
	344	+ ))}
	345	+ </section>
	346	+
	347	+ <section id="errors">
	348	+ <Kicker>Resources</Kicker>
	349	+ <h2>Errors</h2>
	350	+ <p>
	351	+ Errors are plain HTTP status codes with a JSON body:
	352	+ <code>{'{ "detail": "…" }'}</code>. The detail message always names the
	353	+ invalid parameter and lists the valid values.
	354	+ </p>
	355	+ <table className="params">
	356	+ <thead><tr><th>Code</th><th>Meaning</th><th>When</th></tr></thead>
	357	+ <tbody>
	358	+ {ERRORS.map(e => (
	359	+ <tr key={e.code}>
	360	+ <td><code>{e.code}</code></td>
	361	+ <td>{e.meaning}</td>
	362	+ <td>{e.desc}</td>
	363	+ </tr>
	364	+ ))}
	365	+ </tbody>
	366	+ </table>
	367	+ </section>
	368	+
	369	+ <section id="live">
	370	+ <Kicker>Resources</Kicker>
	371	+ <h2>Live dataset status</h2>
	372	+ <LiveStatus />
	373	+ </section>
	374	+
	375	+ <section id="about" className="about">
	376	+ <Kicker>Resources</Kicker>
	377	+ <h2>About</h2>
	378	+ <p>
	379	+ HF Market Data is built and maintained by <strong>Simon-Pierre
	380	+ Boucher</strong>. Under the hood it is a DuckDB-over-Parquet data
	381	+ lake: every instrument is a zstd-compressed Parquet file queried
	382	+ in place with predicate pushdown — no database server between you
	383	+ and the data, which is what keeps responses fast across billions
	384	+ of rows.
	385	+ </p>
	386	+ <p>
	387	+ Contact — <a href="mailto:contact@spboucher.ai">contact@spboucher.ai</a>
	388	+ </p>
	389	+ </section>
	390	+
	391	+ <footer>
	392	+ <div className="foot-brand">HF MARKET DATA</div>
	393	+ <div>
	394	+ © {new Date().getFullYear()} Simon-Pierre Boucher ·{' '}
	395	+ <a href="mailto:contact@spboucher.ai">contact@spboucher.ai</a> ·{' '}
	396	+ <a href="/docs" target="_blank" rel="noreferrer">OpenAPI</a>
	397	+ </div>
	398	+ </footer>
	399	+ </main>
	400	+ </div>
	401	+ </>
	402	+ )
	403	+}

added hfmarketdata/web/src/main.jsx +10 −0

		`@@ -0,0 +1,10 @@`
	1	+import React from 'react'
	2	+import ReactDOM from 'react-dom/client'
	3	+import App from './App.jsx'
	4	+import './styles.css'
	5	+
	6	+ReactDOM.createRoot(document.getElementById('root')).render(
	7	+ <React.StrictMode>
	8	+ <App />
	9	+ </React.StrictMode>,
	10	+)

added hfmarketdata/web/src/spec.js +329 −0

		`@@ -0,0 +1,329 @@`
	1	+// HF Market Data — API reference specification (rendered by the docs UI)
	2	+// Author: Simon-Pierre Boucher <contact@spboucher.ai>
	3	+
	4	+export const BASE_URL = 'https://www.hfmarketdata.io'
	5	+
	6	+export const ASSET_TYPES = [
	7	+ { id: 'stock', name: 'Stocks', desc: 'US equities — every listed ticker, split & dividend adjusted variants.', adjustments: ['adj_split', 'adj_splitdiv', 'UNADJUSTED'], example: 'AAPL' },
	8	+ { id: 'etf', name: 'ETFs', desc: 'US exchange-traded funds, same adjustment variants as stocks.', adjustments: ['adj_split', 'adj_splitdiv', 'UNADJUSTED'], example: 'SPY' },
	9	+ { id: 'futures', name: 'Futures', desc: 'Continuous front-month series, roll-adjusted variants.', adjustments: ['contin_UNadj', 'contin_adj_ratio', 'contin_adj_absolute'], example: 'ES' },
	10	+ { id: 'futures_contracts', name: 'Futures contracts', desc: 'Individual expiry contracts, archive and current year.', adjustments: ['archive', 'update'], example: 'ESH24' },
	11	+ { id: 'crypto', name: 'Crypto', desc: 'Major cryptocurrency pairs.', adjustments: ['none'], example: 'BTCUSD' },
	12	+ { id: 'index', name: 'Indices', desc: 'Equity & volatility indices.', adjustments: ['none'], example: 'SPX' },
	13	+ { id: 'fx', name: 'FX', desc: 'Foreign-exchange pairs.', adjustments: ['none'], example: 'EURUSD' },
	14	+]
	15	+
	16	+export const TIMEFRAMES = ['1min', '5min', '30min', '1hour', '1day']
	17	+
	18	+export const BAR_FIELDS = [
	19	+ { name: 'ticker', type: 'string', desc: 'Instrument symbol.' },
	20	+ { name: 'datetime', type: 'timestamp', desc: 'Bar timestamp — US Eastern Time for intraday, date for daily.' },
	21	+ { name: 'open', type: 'double', desc: 'Opening price of the bar.' },
	22	+ { name: 'high', type: 'double', desc: 'Highest traded price.' },
	23	+ { name: 'low', type: 'double', desc: 'Lowest traded price.' },
	24	+ { name: 'close', type: 'double', desc: 'Closing price of the bar.' },
	25	+ { name: 'volume', type: 'double', desc: 'Traded volume. Zero-volume bars are excluded from the dataset.' },
	26	+ { name: 'open_interest', type: 'double', desc: 'Open interest — daily futures bars only.' },
	27	+]
	28	+
	29	+export const OPTION_FIELDS = [
	30	+ { name: 'ticker', type: 'string', desc: 'Underlying symbol.' },
	31	+ { name: 'trade_date', type: 'date', desc: 'Observation date (end-of-day snapshot, sampled 30s before the close).' },
	32	+ { name: 'strike', type: 'double', desc: 'Contract strike price.' },
	33	+ { name: 'expiry', type: 'date', desc: 'Contract expiration date.' },
	34	+ { name: 'call_put', type: 'string', desc: '"c" for calls, "p" for puts.' },
	35	+ { name: 'last_price', type: 'double', desc: 'Last traded price of the contract.' },
	36	+ { name: 'bid', type: 'double', desc: 'End-of-day best bid.' },
	37	+ { name: 'ask', type: 'double', desc: 'End-of-day best ask.' },
	38	+ { name: 'bid_iv', type: 'double', desc: 'Implied volatility computed from the bid.' },
	39	+ { name: 'ask_iv', type: 'double', desc: 'Implied volatility computed from the ask.' },
	40	+ { name: 'open_interest', type: 'double', desc: 'Open interest.' },
	41	+ { name: 'volume', type: 'double', desc: 'Contracts traded that day.' },
	42	+ { name: 'delta', type: 'double', desc: 'Δ — sensitivity of the option price to the underlying.' },
	43	+ { name: 'gamma', type: 'double', desc: 'Γ — rate of change of delta.' },
	44	+ { name: 'vega', type: 'double', desc: 'ν — sensitivity to implied volatility.' },
	45	+ { name: 'theta', type: 'double', desc: 'Θ — time decay.' },
	46	+ { name: 'rho', type: 'double', desc: 'ρ — sensitivity to interest rates.' },
	47	+]
	48	+
	49	+export const ERRORS = [
	50	+ { code: 200, meaning: 'OK', desc: 'Request succeeded.' },
	51	+ { code: 400, meaning: 'Bad request', desc: 'Invalid parameter — unknown timeframe, adjustment not available for this asset type, malformed value. The detail field explains what to fix and lists valid values.' },
	52	+ { code: 404, meaning: 'Not found', desc: 'Unknown asset type, ticker or quarter. The detail field lists what is available.' },
	53	+ { code: 422, meaning: 'Validation error', desc: 'A query parameter failed type validation (FastAPI validation payload).' },
	54	+ { code: 503, meaning: 'Unavailable', desc: 'The requested dataset segment has not been ingested yet.' },
	55	+]
	56	+
	57	+export const ENDPOINTS = [
	58	+ {
	59	+ id: 'health',
	60	+ method: 'GET',
	61	+ path: '/health',
	62	+ title: 'Health check',
	63	+ tag: 'Meta',
	64	+ desc: 'Service liveness probe. Returns service name, version and whether the data lake is mounted.',
	65	+ params: [],
	66	+ example: '/health',
	67	+ response: `{
	68	+ "status": "ok",
	69	+ "service": "hfmarketdata-api",
	70	+ "version": "1.0.0",
	71	+ "data_root_present": true
	72	+}`,
	73	+ },
	74	+ {
	75	+ id: 'status',
	76	+ method: 'GET',
	77	+ path: '/v1/status',
	78	+ title: 'Dataset inventory',
	79	+ tag: 'Meta',
	80	+ desc: 'Full inventory of the data lake: every asset type, timeframe and adjustment with the number of instruments available, plus the list of options quarters. Coverage grows continuously as ingestion progresses.',
	81	+ params: [],
	82	+ example: '/v1/status',
	83	+ response: `{
	84	+ "datasets": {
	85	+ "stock": {
	86	+ "1day": { "adj_split": 7664, "adj_splitdiv": 7664, "UNADJUSTED": 7665 },
	87	+ "1min": { "adj_split": 7659, "adj_splitdiv": 7659, "UNADJUSTED": 7660 }
	88	+ },
	89	+ "fx": { "1day": { "none": 79 } },
	90	+ "options": {
	91	+ "quarters": ["2010_q1", "2010_q2", "…", "2026_q2"],
	92	+ "files_latest_quarter": 5972
	93	+ }
	94	+ }
	95	+}`,
	96	+ },
	97	+ {
	98	+ id: 'tickers',
	99	+ method: 'GET',
	100	+ path: '/v1/{asset}/tickers',
	101	+ title: 'List tickers',
	102	+ tag: 'Bars',
	103	+ desc: 'Every instrument available for an asset type / timeframe / adjustment combination. Use it to discover coverage before requesting bars.',
	104	+ params: [
	105	+ { name: 'asset', in: 'path', req: true, desc: 'stock · etf · futures · futures_contracts · crypto · index · fx' },
	106	+ { name: 'timeframe', in: 'query', req: false, desc: '1min · 5min · 30min · 1hour · 1day — default 1day' },
	107	+ { name: 'adjustment', in: 'query', req: false, desc: 'Adjustment variant; a sensible default is applied per asset type' },
	108	+ { name: 'search', in: 'query', req: false, desc: 'Case-insensitive substring filter' },
	109	+ { name: 'limit', in: 'query', req: false, desc: 'Max results — default 10 000' },
	110	+ ],
	111	+ example: '/v1/stock/tickers?timeframe=1day&search=AAP',
	112	+ response: `{
	113	+ "asset": "stock",
	114	+ "timeframe": "1day",
	115	+ "adjustment": "adj_splitdiv",
	116	+ "count": 4,
	117	+ "tickers": ["AAP", "AAPD", "AAPL", "AAPU"]
	118	+}`,
	119	+ },
	120	+ {
	121	+ id: 'bars',
	122	+ method: 'GET',
	123	+ path: '/v1/bars/{asset}/{ticker}',
	124	+ title: 'OHLCV bars',
	125	+ tag: 'Bars',
	126	+ desc: 'Historical bars for one instrument, 1-minute to daily. Daily futures bars also carry open interest. Switch to format=csv for bulk extraction — up to 2 million rows per request.',
	127	+ params: [
	128	+ { name: 'asset', in: 'path', req: true, desc: 'stock · etf · futures · futures_contracts · crypto · index · fx' },
	129	+ { name: 'ticker', in: 'path', req: true, desc: 'Instrument symbol — AAPL, SPY, ES, BTCUSD, EURUSD…' },
	130	+ { name: 'timeframe', in: 'query', req: false, desc: '1min · 5min · 30min · 1hour · 1day — default 1day' },
	131	+ { name: 'adjustment', in: 'query', req: false, desc: 'stock/etf: adj_split · adj_splitdiv · UNADJUSTED — futures: contin_UNadj · contin_adj_ratio · contin_adj_absolute' },
	132	+ { name: 'start', in: 'query', req: false, desc: 'ISO lower bound — 2024-01-01 or 2024-01-01 09:30:00' },
	133	+ { name: 'end', in: 'query', req: false, desc: 'ISO upper bound' },
	134	+ { name: 'order', in: 'query', req: false, desc: 'asc (default) · desc' },
	135	+ { name: 'limit', in: 'query', req: false, desc: 'Max rows — default 5 000 · JSON cap 50 000 · CSV cap 2 000 000' },
	136	+ { name: 'format', in: 'query', req: false, desc: 'json (default) · csv' },
	137	+ ],
	138	+ example: '/v1/bars/stock/AAPL?timeframe=1day&start=2024-06-03&limit=2',
	139	+ response: `{
	140	+ "count": 2,
	141	+ "data": [
	142	+ { "ticker": "AAPL", "datetime": "2024-06-03", "open": 192.9,
	143	+ "high": 194.99, "low": 192.52, "close": 194.03, "volume": 50080500.0 },
	144	+ { "ticker": "AAPL", "datetime": "2024-06-04", "open": 194.64,
	145	+ "high": 195.32, "low": 193.03, "close": 194.35, "volume": 47471400.0 }
	146	+ ]
	147	+}`,
	148	+ fields: 'bars',
	149	+ },
	150	+ {
	151	+ id: 'bars-multi',
	152	+ method: 'GET',
	153	+ path: '/v1/bars/{asset}',
	154	+ title: 'Multi-ticker bars',
	155	+ tag: 'Bars',
	156	+ desc: 'Bars for several instruments in ONE call. Combine tickers with start/end to slice any precise window — e.g. 4 hours of 1-minute bars across a whole watchlist. The row limit applies per ticker, and rows come back grouped by ticker.',
	157	+ params: [
	158	+ { name: 'asset', in: 'path', req: true, desc: 'stock · etf · futures · futures_contracts · crypto · index · fx' },
	159	+ { name: 'tickers', in: 'query', req: true, desc: 'Comma-separated list — AAPL,MSFT,TSLA (max 50)' },
	160	+ { name: 'timeframe', in: 'query', req: false, desc: '1min · 5min · 30min · 1hour · 1day — default 1day' },
	161	+ { name: 'adjustment', in: 'query', req: false, desc: 'Same variants as single-ticker bars' },
	162	+ { name: 'start', in: 'query', req: false, desc: 'ISO lower bound — precise to the minute' },
	163	+ { name: 'end', in: 'query', req: false, desc: 'ISO upper bound' },
	164	+ { name: 'order', in: 'query', req: false, desc: 'asc (default) · desc' },
	165	+ { name: 'limit', in: 'query', req: false, desc: 'Max rows PER TICKER — default 5 000' },
	166	+ { name: 'format', in: 'query', req: false, desc: 'json (default) · csv' },
	167	+ ],
	168	+ example: '/v1/bars/stock?tickers=AAPL,MSFT,NVDA&timeframe=1min&start=2024-06-03%2009:30:00&end=2024-06-03%2013:30:00',
	169	+ response: `{
	170	+ "count": 720,
	171	+ "data": [
	172	+ { "ticker": "AAPL", "datetime": "2024-06-03 09:30:00", "open": 192.9, "…": "…" },
	173	+ { "ticker": "AAPL", "datetime": "2024-06-03 09:31:00", "open": 192.7, "…": "…" },
	174	+ { "ticker": "MSFT", "datetime": "2024-06-03 09:30:00", "open": 415.2, "…": "…" }
	175	+ ]
	176	+}`,
	177	+ fields: 'bars',
	178	+ },
	179	+ {
	180	+ id: 'snapshot',
	181	+ method: 'GET',
	182	+ path: '/v1/snapshot/{asset}',
	183	+ title: 'Point-in-time snapshot',
	184	+ tag: 'Bars',
	185	+ desc: 'The state of a whole watchlist at one precise moment: for each requested instrument, the last bar at or before the given timestamp. Perfect for reconstructing a cross-section of the market at 10:35:00 on any given day.',
	186	+ params: [
	187	+ { name: 'asset', in: 'path', req: true, desc: 'stock · etf · futures · futures_contracts · crypto · index · fx' },
	188	+ { name: 'tickers', in: 'query', req: true, desc: 'Comma-separated list — AAPL,MSFT,TSLA (max 50)' },
	189	+ { name: 'at', in: 'query', req: true, desc: 'The precise moment — 2024-06-03 10:35:00' },
	190	+ { name: 'timeframe', in: 'query', req: false, desc: '1min (default) · 5min · 30min · 1hour · 1day' },
	191	+ { name: 'adjustment', in: 'query', req: false, desc: 'Same variants as bars' },
	192	+ { name: 'format', in: 'query', req: false, desc: 'json (default) · csv' },
	193	+ ],
	194	+ example: '/v1/snapshot/stock?tickers=AAPL,MSFT,NVDA&at=2024-06-03%2010:35:00',
	195	+ response: `{
	196	+ "count": 3,
	197	+ "data": [
	198	+ { "ticker": "AAPL", "datetime": "2024-06-03 10:35:00", "close": 193.1, "…": "…" },
	199	+ { "ticker": "MSFT", "datetime": "2024-06-03 10:35:00", "close": 414.8, "…": "…" },
	200	+ { "ticker": "NVDA", "datetime": "2024-06-03 10:34:00", "close": 113.9, "…": "…" }
	201	+ ]
	202	+}`,
	203	+ fields: 'bars',
	204	+ },
	205	+ {
	206	+ id: 'opt-quarters',
	207	+ method: 'GET',
	208	+ path: '/v1/options/quarters',
	209	+ title: 'Options quarters',
	210	+ tag: 'Options',
	211	+ desc: 'The quarterly archives available, from 2010_q1 through the current quarter. Each quarter holds one end-of-day chain file per underlying.',
	212	+ params: [],
	213	+ example: '/v1/options/quarters',
	214	+ response: `{
	215	+ "quarters": ["2010_q1", "2010_q2", "2010_q3", "…", "2026_q1", "2026_q2"]
	216	+}`,
	217	+ },
	218	+ {
	219	+ id: 'opt-tickers',
	220	+ method: 'GET',
	221	+ path: '/v1/options/tickers',
	222	+ title: 'Options underlyings',
	223	+ tag: 'Options',
	224	+ desc: 'Underlyings with options data in a given quarter — 5,800+ US equities and indices.',
	225	+ params: [
	226	+ { name: 'quarter', in: 'query', req: false, desc: 'e.g. 2024_q4 — default: latest quarter' },
	227	+ { name: 'search', in: 'query', req: false, desc: 'Substring filter' },
	228	+ { name: 'limit', in: 'query', req: false, desc: 'Max results — default 10 000' },
	229	+ ],
	230	+ example: '/v1/options/tickers?search=TSL',
	231	+ response: `{
	232	+ "quarter": "2026_q2",
	233	+ "count": 14,
	234	+ "tickers": ["TSL", "TSLA", "TSLG", "TSLL", "…"]
	235	+}`,
	236	+ },
	237	+ {
	238	+ id: 'opt-chain',
	239	+ method: 'GET',
	240	+ path: '/v1/options/chain/{ticker}',
	241	+ title: 'Option chain',
	242	+ tag: 'Options',
	243	+ desc: 'The complete end-of-day chain for an underlying on one trade date: last price, bid/ask quotes, bid/ask implied volatility, open interest, volume and the full set of Greeks. Snapshots are sampled 30 seconds before the close to avoid rebalancing-order noise.',
	244	+ params: [
	245	+ { name: 'ticker', in: 'path', req: true, desc: 'Underlying symbol — AAPL, SPX…' },
	246	+ { name: 'trade_date', in: 'query', req: false, desc: 'yyyy-mm-dd — default: latest available date' },
	247	+ { name: 'expiry', in: 'query', req: false, desc: 'Restrict to a single expiry date' },
	248	+ { name: 'call_put', in: 'query', req: false, desc: 'c · p' },
	249	+ { name: 'strike_min', in: 'query', req: false, desc: 'Minimum strike' },
	250	+ { name: 'strike_max', in: 'query', req: false, desc: 'Maximum strike' },
	251	+ { name: 'min_volume', in: 'query', req: false, desc: 'Minimum traded volume' },
	252	+ { name: 'limit', in: 'query', req: false, desc: 'Max rows — default 20 000' },
	253	+ { name: 'format', in: 'query', req: false, desc: 'json (default) · csv' },
	254	+ ],
	255	+ example: '/v1/options/chain/AAPL?call_put=c&strike_min=200&strike_max=210&limit=1',
	256	+ response: `{
	257	+ "count": 1,
	258	+ "data": [
	259	+ { "ticker": "AAPL", "trade_date": "2026-08-07", "strike": 200.0,
	260	+ "expiry": "2026-08-21", "call_put": "c", "last_price": 113.25,
	261	+ "bid": 111.25, "ask": 115.0, "bid_iv": 0.412, "ask_iv": 0.487,
	262	+ "open_interest": 5.0, "volume": 12.0, "delta": 0.998,
	263	+ "gamma": 0.0001, "vega": 0.0012, "theta": -0.0034, "rho": 0.0274 }
	264	+ ]
	265	+}`,
	266	+ fields: 'options',
	267	+ },
	268	+ {
	269	+ id: 'opt-expirations',
	270	+ method: 'GET',
	271	+ path: '/v1/options/expirations/{ticker}',
	272	+ title: 'Expiration dates',
	273	+ tag: 'Options',
	274	+ desc: 'Available expiry dates for an underlying, optionally as of one trade date — the natural first call before requesting a filtered chain.',
	275	+ params: [
	276	+ { name: 'ticker', in: 'path', req: true, desc: 'Underlying symbol' },
	277	+ { name: 'trade_date', in: 'query', req: false, desc: 'yyyy-mm-dd' },
	278	+ ],
	279	+ example: '/v1/options/expirations/AAPL',
	280	+ response: `{
	281	+ "ticker": "AAPL",
	282	+ "expirations": ["2026-08-21", "2026-08-28", "2026-09-18", "…"]
	283	+}`,
	284	+ },
	285	+ {
	286	+ id: 'opt-history',
	287	+ method: 'GET',
	288	+ path: '/v1/options/history/{ticker}',
	289	+ title: 'Contract history',
	290	+ tag: 'Options',
	291	+ desc: 'The daily time series of one specific contract — strike + expiry + side — across its entire life: price, quotes, implied volatility, open interest and Greeks, day by day.',
	292	+ params: [
	293	+ { name: 'ticker', in: 'path', req: true, desc: 'Underlying symbol' },
	294	+ { name: 'strike', in: 'query', req: true, desc: 'Contract strike' },
	295	+ { name: 'expiry', in: 'query', req: true, desc: 'Contract expiry — yyyy-mm-dd' },
	296	+ { name: 'call_put', in: 'query', req: true, desc: 'c · p' },
	297	+ { name: 'limit', in: 'query', req: false, desc: 'Max rows — default 5 000' },
	298	+ { name: 'format', in: 'query', req: false, desc: 'json (default) · csv' },
	299	+ ],
	300	+ example: '/v1/options/history/AAPL?strike=200&expiry=2026-12-18&call_put=c',
	301	+ response: `{
	302	+ "count": 214,
	303	+ "data": [
	304	+ { "ticker": "AAPL", "trade_date": "2026-01-02", "strike": 200.0,
	305	+ "expiry": "2026-12-18", "call_put": "c", "last_price": 41.3, "…": "…" }
	306	+ ]
	307	+}`,
	308	+ fields: 'options',
	309	+ },
	310	+]
	311	+
	312	+export function curlSnippet(ep) {
	313	+ return `curl "${BASE_URL}${ep.example}"`
	314	+}
	315	+
	316	+export function pythonSnippet(ep) {
	317	+ return `import requests
	318	+
	319	+r = requests.get("${BASE_URL}${ep.example}")
	320	+r.raise_for_status()
	321	+data = r.json()
	322	+print(f"{data.get('count', len(data))} rows")`
	323	+}
	324	+
	325	+export function jsSnippet(ep) {
	326	+ return `const res = await fetch("${BASE_URL}${ep.example}");
	327	+const data = await res.json();
	328	+console.log(data);`
	329	+}

added hfmarketdata/web/src/styles.css +457 −0

		`@@ -0,0 +1,457 @@`
	1	+/* HF Market Data — refined editorial light theme
	2	+ Author: Simon-Pierre Boucher <contact@spboucher.ai> */
	3	+
	4	+:root {
	5	+ --bg: #fbfaf7;
	6	+ --bg-soft: #f4f2ec;
	7	+ --card: #ffffff;
	8	+ --line: #e7e3d8;
	9	+ --line-strong: #d8d3c4;
	10	+ --ink: #1c2430;
	11	+ --ink-soft: #4a5568;
	12	+ --muted: #8a8f98;
	13	+ --accent: #2e5ce6;
	14	+ --accent-deep: #1e3fa8;
	15	+ --accent-wash: #eef2fd;
	16	+ --mono: 'JetBrains Mono', ui-monospace, monospace;
	17	+ --sans: 'Inter', system-ui, sans-serif;
	18	+ --serif: 'Fraunces', Georgia, serif;
	19	+ --shadow: 0 1px 2px rgba(28, 36, 48, 0.05), 0 8px 24px -12px rgba(28, 36, 48, 0.12);
	20	+ --shadow-sm: 0 1px 2px rgba(28, 36, 48, 0.05), 0 4px 12px -6px rgba(28, 36, 48, 0.08);
	21	+}
	22	+
	23	+* { box-sizing: border-box; }
	24	+html { scroll-behavior: smooth; scroll-padding-top: 24px; }
	25	+body {
	26	+ margin: 0;
	27	+ font-family: var(--sans);
	28	+ background: var(--bg);
	29	+ color: var(--ink);
	30	+ line-height: 1.7;
	31	+ font-size: 15.5px;
	32	+ -webkit-font-smoothing: antialiased;
	33	+}
	34	+
	35	+a { color: var(--accent); text-decoration: none; }
	36	+a:hover { text-decoration: underline; text-underline-offset: 3px; }
	37	+
	38	+code {
	39	+ font-family: var(--mono);
	40	+ font-size: 0.82em;
	41	+ background: var(--bg-soft);
	42	+ border: 1px solid var(--line);
	43	+ border-radius: 5px;
	44	+ padding: 1px 6px;
	45	+ margin: 0 2px;
	46	+ white-space: nowrap;
	47	+ color: var(--accent-deep);
	48	+}
	49	+
	50	+pre {
	51	+ background: var(--bg-soft);
	52	+ border: 1px solid var(--line);
	53	+ border-radius: 10px;
	54	+ padding: 18px 20px;
	55	+ overflow-x: auto;
	56	+ margin: 0;
	57	+}
	58	+pre code {
	59	+ background: none; border: none; padding: 0; margin: 0;
	60	+ font-size: 0.8rem; white-space: pre;
	61	+ color: var(--ink-soft);
	62	+}
	63	+
	64	+/* ---------------------------------------------------------------- layout */
	65	+
	66	+.layout { display: flex; min-height: 100vh; }
	67	+
	68	+.sidebar {
	69	+ width: 268px;
	70	+ flex-shrink: 0;
	71	+ border-right: 1px solid var(--line);
	72	+ padding: 30px 22px 40px;
	73	+ position: sticky;
	74	+ top: 0;
	75	+ height: 100vh;
	76	+ overflow-y: auto;
	77	+ background: var(--bg);
	78	+}
	79	+
	80	+main {
	81	+ flex: 1;
	82	+ max-width: 880px;
	83	+ padding: 56px 56px 60px;
	84	+ margin: 0 auto;
	85	+ min-width: 0;
	86	+}
	87	+section { margin-bottom: 84px; }
	88	+
	89	+/* brand */
	90	+.brand { display: flex; align-items: center; gap: 12px; margin-bottom: 30px; color: var(--ink); }
	91	+.brand:hover { text-decoration: none; }
	92	+.logo {
	93	+ display: grid; place-items: center;
	94	+ width: 40px; height: 40px;
	95	+ background: var(--accent);
	96	+ color: white;
	97	+ border-radius: 10px;
	98	+ font-family: var(--serif);
	99	+ font-weight: 600;
	100	+ font-size: 0.95rem;
	101	+ box-shadow: var(--shadow-sm);
	102	+}
	103	+.brand-text { display: flex; flex-direction: column; line-height: 1.3; }
	104	+.brand-name { font-family: var(--serif); font-weight: 600; font-size: 1.02rem; letter-spacing: 0.01em; }
	105	+.brand-sub { font-size: 0.7rem; color: var(--muted); letter-spacing: 0.08em; text-transform: uppercase; }
	106	+
	107	+/* nav */
	108	+.sidebar nav { display: flex; flex-direction: column; gap: 1px; }
	109	+.kicker {
	110	+ font-size: 0.66rem;
	111	+ font-weight: 700;
	112	+ letter-spacing: 0.16em;
	113	+ text-transform: uppercase;
	114	+ color: var(--muted);
	115	+ margin: 20px 0 8px;
	116	+}
	117	+.hero .kicker, section > .kicker, .ep-group > .kicker { color: var(--accent); }
	118	+.sidebar nav a {
	119	+ color: var(--ink-soft);
	120	+ font-size: 0.86rem;
	121	+ padding: 5px 10px;
	122	+ border-radius: 7px;
	123	+ transition: background 0.12s, color 0.12s;
	124	+}
	125	+.sidebar nav a:hover {
	126	+ background: var(--accent-wash);
	127	+ color: var(--accent-deep);
	128	+ text-decoration: none;
	129	+}
	130	+.ep-link { display: flex; align-items: baseline; gap: 8px; }
	131	+.ep-method {
	132	+ font-family: var(--mono);
	133	+ font-size: 0.56rem;
	134	+ font-weight: 600;
	135	+ color: var(--accent);
	136	+ letter-spacing: 0.06em;
	137	+}
	138	+
	139	+/* ---------------------------------------------------------------- hero */
	140	+
	141	+.hero { padding-top: 8px; }
	142	+.hero h1 {
	143	+ font-family: var(--serif);
	144	+ font-size: clamp(2.7rem, 5.5vw, 4rem);
	145	+ font-weight: 500;
	146	+ line-height: 1.06;
	147	+ letter-spacing: -0.01em;
	148	+ margin: 16px 0 22px;
	149	+}
	150	+.accent-word {
	151	+ font-style: italic;
	152	+ color: var(--accent);
	153	+}
	154	+.lede { font-size: 1.1rem; color: var(--ink-soft); max-width: 620px; }
	155	+.lede strong { color: var(--ink); font-weight: 600; }
	156	+
	157	+.hero-actions { display: flex; gap: 12px; margin: 28px 0 40px; flex-wrap: wrap; }
	158	+.btn {
	159	+ display: inline-block;
	160	+ font-weight: 600;
	161	+ font-size: 0.9rem;
	162	+ background: var(--accent);
	163	+ color: white;
	164	+ padding: 11px 26px;
	165	+ border: 1px solid var(--accent);
	166	+ border-radius: 999px;
	167	+ box-shadow: var(--shadow-sm);
	168	+ cursor: pointer;
	169	+ transition: background 0.12s, transform 0.12s;
	170	+}
	171	+.btn:hover { text-decoration: none; background: var(--accent-deep); transform: translateY(-1px); }
	172	+.btn.ghost {
	173	+ background: var(--card);
	174	+ color: var(--ink);
	175	+ border-color: var(--line-strong);
	176	+}
	177	+.btn.ghost:hover { background: var(--bg-soft); }
	178	+
	179	+/* stat row */
	180	+.stat-chips { display: flex; flex-wrap: wrap; gap: 0; }
	181	+.chip {
	182	+ display: flex;
	183	+ flex-direction: column;
	184	+ padding: 4px 28px 4px 18px;
	185	+ border-left: 1px solid var(--line-strong);
	186	+ min-width: 120px;
	187	+}
	188	+.chip b {
	189	+ font-family: var(--serif);
	190	+ font-size: 1.7rem;
	191	+ font-weight: 500;
	192	+ color: var(--ink);
	193	+ line-height: 1.15;
	194	+}
	195	+.chip span { font-size: 0.74rem; color: var(--muted); }
	196	+.hero-chips { margin-top: 0; }
	197	+
	198	+/* ---------------------------------------------------------------- headings */
	199	+
	200	+h2 {
	201	+ font-family: var(--serif);
	202	+ font-size: 1.8rem;
	203	+ font-weight: 500;
	204	+ letter-spacing: -0.005em;
	205	+ margin: 6px 0 16px;
	206	+}
	207	+h3 { font-family: var(--serif); font-weight: 500; margin: 12px 0 6px; }
	208	+h4 { font-weight: 600; margin: 0 0 6px; font-size: 0.92rem; }
	209	+.muted { color: var(--muted); }
	210	+.small { font-size: 0.8rem; }
	211	+
	212	+/* callout */
	213	+.callout {
	214	+ margin-top: 20px;
	215	+ background: var(--accent-wash);
	216	+ border: 1px solid #d9e2fa;
	217	+ border-radius: 10px;
	218	+ padding: 16px 20px;
	219	+ font-size: 0.9rem;
	220	+ color: var(--ink-soft);
	221	+}
	222	+.callout b { color: var(--ink); }
	223	+
	224	+/* conventions grid */
	225	+.conv-grid {
	226	+ display: grid;
	227	+ grid-template-columns: repeat(auto-fill, minmax(290px, 1fr));
	228	+ gap: 16px;
	229	+}
	230	+.conv {
	231	+ background: var(--card);
	232	+ border: 1px solid var(--line);
	233	+ border-radius: 12px;
	234	+ padding: 18px 20px;
	235	+ box-shadow: var(--shadow-sm);
	236	+}
	237	+.conv h4 { font-family: var(--serif); font-size: 1.05rem; font-weight: 500; }
	238	+.conv p { font-size: 0.85rem; color: var(--ink-soft); margin: 0; }
	239	+
	240	+/* coverage cards */
	241	+.cards {
	242	+ display: grid;
	243	+ grid-template-columns: repeat(auto-fill, minmax(255px, 1fr));
	244	+ gap: 16px;
	245	+ margin-bottom: 16px;
	246	+}
	247	+.card {
	248	+ background: var(--card);
	249	+ border: 1px solid var(--line);
	250	+ border-radius: 12px;
	251	+ padding: 18px 20px;
	252	+ box-shadow: var(--shadow-sm);
	253	+}
	254	+.card.accent {
	255	+ border-color: #c9d7f8;
	256	+ background: linear-gradient(160deg, var(--accent-wash), #ffffff 70%);
	257	+}
	258	+.card-head { display: flex; align-items: center; justify-content: space-between; gap: 8px; }
	259	+.card-head h3 { margin: 0; font-size: 1.15rem; }
	260	+.card-ex { font-size: 0.66rem; color: var(--muted); }
	261	+.card p { font-size: 0.85rem; color: var(--ink-soft); margin: 8px 0 0; }
	262	+.card .small code { margin: 2px 3px 0 0; display: inline-block; }
	263	+
	264	+/* ---------------------------------------------------------------- endpoints */
	265	+
	266	+.ep-group { margin-bottom: 40px; }
	267	+.ep-group > h2 { margin-bottom: 26px; }
	268	+
	269	+.endpoint {
	270	+ display: flex;
	271	+ background: var(--card);
	272	+ border: 1px solid var(--line);
	273	+ border-radius: 14px;
	274	+ box-shadow: var(--shadow);
	275	+ margin-bottom: 30px;
	276	+ overflow: hidden;
	277	+}
	278	+.endpoint-index {
	279	+ flex-shrink: 0;
	280	+ width: 58px;
	281	+ display: flex;
	282	+ align-items: flex-start;
	283	+ justify-content: center;
	284	+ padding-top: 26px;
	285	+ font-family: var(--serif);
	286	+ font-style: italic;
	287	+ font-size: 0.95rem;
	288	+ color: var(--muted);
	289	+ background: var(--bg-soft);
	290	+ border-right: 1px solid var(--line);
	291	+}
	292	+.endpoint-body { padding: 22px 28px 26px; min-width: 0; flex: 1; }
	293	+.endpoint-head { display: flex; align-items: center; gap: 10px; flex-wrap: wrap; }
	294	+.method {
	295	+ font-family: var(--mono);
	296	+ font-size: 0.64rem;
	297	+ font-weight: 600;
	298	+ letter-spacing: 0.08em;
	299	+ color: var(--accent-deep);
	300	+ background: var(--accent-wash);
	301	+ border: 1px solid #d9e2fa;
	302	+ border-radius: 999px;
	303	+ padding: 2px 11px;
	304	+}
	305	+.path {
	306	+ font-size: 0.86rem;
	307	+ background: var(--bg-soft);
	308	+ white-space: normal;
	309	+ word-break: break-all;
	310	+ color: var(--ink);
	311	+}
	312	+.endpoint h3 { font-size: 1.35rem; margin: 14px 0 4px; }
	313	+.endpoint-desc { font-size: 0.9rem; color: var(--ink-soft); margin: 0 0 16px; }
	314	+
	315	+/* params table */
	316	+table.params {
	317	+ width: 100%;
	318	+ border-collapse: collapse;
	319	+ font-size: 0.82rem;
	320	+ margin: 8px 0 20px;
	321	+}
	322	+table.params th, table.params td {
	323	+ text-align: left;
	324	+ padding: 9px 12px;
	325	+ border-bottom: 1px solid var(--line);
	326	+ vertical-align: top;
	327	+}
	328	+table.params thead th {
	329	+ font-size: 0.64rem;
	330	+ font-weight: 700;
	331	+ text-transform: uppercase;
	332	+ letter-spacing: 0.12em;
	333	+ color: var(--muted);
	334	+ border-bottom: 1px solid var(--line-strong);
	335	+}
	336	+table.params tr:last-child td { border-bottom: none; }
	337	+table.params td code { white-space: nowrap; }
	338	+td.type { font-family: var(--mono); font-size: 0.7rem; color: var(--muted); white-space: nowrap; }
	339	+td.num { font-family: var(--mono); font-size: 0.78rem; text-align: right; }
	340	+.req {
	341	+ font-family: var(--mono); font-size: 0.6rem; font-weight: 600;
	342	+ color: var(--accent-deep); background: var(--accent-wash);
	343	+ border: 1px solid #d9e2fa;
	344	+ border-radius: 999px; padding: 2px 8px; letter-spacing: 0.04em;
	345	+}
	346	+.opt { font-family: var(--mono); font-size: 0.6rem; color: var(--muted); }
	347	+
	348	+/* code tabs + response */
	349	+.code-tabs, .response-block { margin-top: 16px; }
	350	+.code-tabs-bar { display: flex; gap: 5px; align-items: center; margin-bottom: 8px; }
	351	+.code-tabs-label {
	352	+ font-size: 0.62rem;
	353	+ font-weight: 700;
	354	+ letter-spacing: 0.14em;
	355	+ text-transform: uppercase;
	356	+ color: var(--muted);
	357	+ margin-right: 8px;
	358	+}
	359	+.tab {
	360	+ font-family: var(--sans);
	361	+ font-size: 0.74rem;
	362	+ font-weight: 500;
	363	+ background: transparent;
	364	+ border: 1px solid var(--line);
	365	+ border-radius: 999px;
	366	+ color: var(--ink-soft);
	367	+ padding: 4px 14px;
	368	+ cursor: pointer;
	369	+ transition: all 0.12s;
	370	+}
	371	+.tab:hover { border-color: var(--line-strong); background: var(--bg-soft); }
	372	+.tab.active {
	373	+ background: var(--ink);
	374	+ border-color: var(--ink);
	375	+ color: #fff;
	376	+}
	377	+.tab.copy, .tab.live { margin-left: auto; }
	378	+.tab.live {
	379	+ background: var(--accent);
	380	+ border-color: var(--accent);
	381	+ color: white;
	382	+}
	383	+.tab.live:hover { background: var(--accent-deep); }
	384	+.tab:disabled { opacity: 0.6; cursor: default; }
	385	+pre.response { max-height: 340px; overflow: auto; }
	386	+
	387	+/* fields accordion */
	388	+.fields { margin-top: 16px; }
	389	+.fields-toggle {
	390	+ font-family: var(--sans);
	391	+ font-size: 0.78rem;
	392	+ font-weight: 600;
	393	+ background: transparent;
	394	+ border: 1px solid var(--line);
	395	+ border-radius: 999px;
	396	+ padding: 6px 16px;
	397	+ cursor: pointer;
	398	+ color: var(--ink-soft);
	399	+ transition: all 0.12s;
	400	+}
	401	+.fields-toggle:hover { background: var(--accent-wash); border-color: #d9e2fa; color: var(--accent-deep); }
	402	+.fields-n {
	403	+ font-family: var(--mono);
	404	+ font-size: 0.62rem;
	405	+ background: var(--accent-wash);
	406	+ color: var(--accent-deep);
	407	+ border-radius: 999px;
	408	+ padding: 1px 8px;
	409	+ margin-left: 6px;
	410	+}
	411	+.fields table.params { margin-top: 12px; }
	412	+
	413	+/* live status */
	414	+.table-scroll {
	415	+ max-height: 430px;
	416	+ overflow-y: auto;
	417	+ border: 1px solid var(--line);
	418	+ border-radius: 12px;
	419	+ box-shadow: var(--shadow-sm);
	420	+ background: var(--card);
	421	+ margin-top: 18px;
	422	+}
	423	+.table-scroll table.params { margin: 0; }
	424	+.table-scroll thead th { position: sticky; top: 0; background: var(--card); }
	425	+#live .stat-chips { margin-top: 8px; }
	426	+
	427	+/* about + footer */
	428	+.about p { max-width: 640px; }
	429	+footer {
	430	+ border-top: 1px solid var(--line);
	431	+ padding-top: 24px;
	432	+ color: var(--muted);
	433	+ font-size: 0.8rem;
	434	+ display: flex;
	435	+ justify-content: space-between;
	436	+ align-items: baseline;
	437	+ gap: 16px;
	438	+ flex-wrap: wrap;
	439	+}
	440	+.foot-brand {
	441	+ font-family: var(--serif);
	442	+ font-style: italic;
	443	+ letter-spacing: 0.02em;
	444	+ font-size: 0.85rem;
	445	+ color: var(--ink-soft);
	446	+ text-transform: none;
	447	+}
	448	+
	449	+/* ---------------------------------------------------------------- responsive */
	450	+
	451	+@media (max-width: 860px) {
	452	+ .sidebar { display: none; }
	453	+ main { padding: 30px 22px 50px; }
	454	+ .endpoint-index { display: none; }
	455	+ .hero h1 { font-size: 2.5rem; }
	456	+ .chip { padding-right: 18px; }
	457	+}

added hfmarketdata/web/vite.config.js +12 −0

		`@@ -0,0 +1,12 @@`
	1	+import { defineConfig } from 'vite'
	2	+import react from '@vitejs/plugin-react'
	3	+
	4	+export default defineConfig({
	5	+ plugins: [react()],
	6	+ server: {
	7	+ proxy: {
	8	+ '/v1': 'http://localhost:8090',
	9	+ '/health': 'http://localhost:8090',
	10	+ },
	11	+ },
	12	+})

added requirements.txt +2 −0

		`@@ -0,0 +1,2 @@`
	1	+requests>=2.31
	2	+duckdb>=1.0
	3