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