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spb/hfmarketdata Public

Open high-frequency market data platform — FirstRate full-history downloader, DuckDB/Parquet lake, open REST API and React docs platform (www.hfmarketdata.io)

Python 46.7% JavaScript 37.4% CSS 14.9% HTML 0.9%
  1. fix(api): NaN/±inf dans les Greeks sérialisés en null (500 sur /v1/options/history)
    …
    Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
    Simon-Pierre Boucher committed 7 h ago (Aug 10, 2026) · 1 file changed +4
  2. Docs platform: interactive playground on every endpoint
    …
    - Per-parameter form controls (selects for enums, asset-aware adjustment
  options, required/path/query chips), live URL preview
- Send request: real call with status + latency chips, pretty response
- curl/Python/JS snippets regenerated from the chosen parameters,
  Copy URL / Copy code
- New 'What you can do' capabilities section; hero updated with final
  dataset metrics (26.5B rows, 66 options quarters)

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
    simon-pierre boucher committed 9 h ago (Aug 10, 2026) · 3 files changed +381 −137
  3. README: final dataset metrics — 26.5B rows, 558,814 files, 350 GB, 66/66 options quarters
    …
    Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
    simon-pierre boucher committed 9 h ago (Aug 10, 2026) · 1 file changed +6 −6
  4. Handle FX intraday split date+time columns; 7zz fallback for Deflate64
    …
    FX intraday files are {yyyyMMdd},{HH:mm:ss},O,H,L,C,V — the 7-column layout
was being parsed as datetime+OHLCV+open_interest, silently dropping every row.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
    simon-pierre boucher committed 9 h ago (Aug 10, 2026) · 1 file changed +36 −9
  5. Fall back to bsdtar for Deflate64 zip archives (options 2023_q1/q3)
    …
    Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
    simon-pierre boucher committed 9 h ago (Aug 10, 2026) · 1 file changed +9 −2
  6. 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) · 14 files changed +4,352