Announcements
View allEngineering
View allDownsampling pricing data into bars with Python and Polars 2
![Author portrait of Nelson Griffiths, guest author](/marketing-assets/Nelson_headshot_1_437ca35d31_1rysJD.webp)
How to request historical market data using Python
May 09, 2024
Downsampling pricing data into bars with Python and Polars
![Author portrait of Nelson Griffiths, guest author](/marketing-assets/Nelson_headshot_1_437ca35d31_1rysJD.webp)
Direct proprietary feeds vs SIPs: which is right for you?
March 26, 2024
Serving real-time US options tick data on a single server
March 25, 2024
High-frequency market data: Data integrity and cleaning
March 04, 2024
High-frequency, liquidity-taking strategy
February 16, 2024
Why exporting inline is critical for high-quality data
January 10, 2024
Building high-frequency trading signals with sklearn
January 09, 2024
Company
View allQuants worth following: Kyle Benton
June 21, 2024
Meet the team: director of engineering, Renan Gemignani
June 13, 2024
Quants worth following: Ernie Chan
June 07, 2024
Quants worth following: Judith Gu
May 03, 2024
Meet the team: engineering manager, Chris Sellers
May 02, 2024
Quants worth following: Vivek Viswanathan
April 26, 2024
![Sign up](/marketing-assets/footer_bg@2x.iknvySfZ_1w01pG.webp)
Pay as you go for
market data
Learn more