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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%

History of frd_downloader.py · clear filter

  1. 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 18 h ago (Aug 10, 2026) · 1 file changed +36 −9
  2. 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 18 h ago (Aug 10, 2026) · 1 file changed +9 −2
  3. 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 yesterday (Aug 10, 2026) · 1 file changed +627