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

127commits 1branches 0releases
24.7 MBsize
maindefault branch
11 days agolast push
JavaScript 53.7% Python 38.3% CSS 4.6% TypeScript 3.1%

page 4

  1. Fri, Sep 4, 2026 1

    1. chore(retrait cluster): synchro copie du nœud M4M64a + README « URL live hors fonction » (2026-09-04)
      Simon-Pierre Boucher committed 20 days ago · 2 files +7

  2. Mon, Aug 10, 2026 6

    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 1 mo ago · 1 file +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 1 mo ago · 3 files +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 1 mo ago · 1 file +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 1 mo ago · 1 file +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 1 mo ago · 1 file +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 1 mo ago · 14 files +4,352