Blog Engineering

Engineering

Downsampling pricing data into bars with Python and Polars 2

Author portrait of Nelson Griffiths, guest author

Nelson Griffiths, guest author

How to request historical market data using Python

Downsampling pricing data into bars with Python and Polars

Author portrait of Nelson Griffiths, guest author

Nelson Griffiths, guest author

Direct proprietary feeds vs SIPs: which is right for you?

Serving real-time US options tick data on a single server

High-frequency market data: Data integrity and cleaning

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

When technical indicators are a red flag

December 27, 2023

Using the same code for seamless backtesting to live trading

December 22, 2023

Zstd vs. zlib: market data compression

November 07, 2023

Evaluating market data APIs: two simple tips

October 31, 2023

7 ways to use order book data (MBO) outside HFT

October 27, 2023

How to get real-time US stock market data

October 20, 2023

Evaluating market data APIs: point-in-time definitions

October 18, 2023

Advantages of raw PCAP files

September 20, 2023

Why does Databento have its own Autonomous System Number?

Comparison of streaming vs. batch download historical data

Why we decided to write our real-time market gateway in Rust

Normalized vs. raw data: the pros and cons